Trading Metrics calculated at close of trading on 02-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,884.50 |
5,933.00 |
48.50 |
0.8% |
5,919.25 |
High |
5,931.25 |
5,947.50 |
16.25 |
0.3% |
5,995.75 |
Low |
5,875.50 |
5,856.25 |
-19.25 |
-0.3% |
5,844.75 |
Close |
5,889.25 |
5,910.75 |
21.50 |
0.4% |
5,910.25 |
Range |
55.75 |
91.25 |
35.50 |
63.7% |
151.00 |
ATR |
66.29 |
68.07 |
1.78 |
2.7% |
0.00 |
Volume |
229,005 |
389,618 |
160,613 |
70.1% |
1,500,224 |
|
Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,178.50 |
6,136.00 |
5,961.00 |
|
R3 |
6,087.25 |
6,044.75 |
5,935.75 |
|
R2 |
5,996.00 |
5,996.00 |
5,927.50 |
|
R1 |
5,953.50 |
5,953.50 |
5,919.00 |
5,929.00 |
PP |
5,904.75 |
5,904.75 |
5,904.75 |
5,892.75 |
S1 |
5,862.25 |
5,862.25 |
5,902.50 |
5,838.00 |
S2 |
5,813.50 |
5,813.50 |
5,894.00 |
|
S3 |
5,722.25 |
5,771.00 |
5,885.75 |
|
S4 |
5,631.00 |
5,679.75 |
5,860.50 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,370.00 |
6,291.00 |
5,993.25 |
|
R3 |
6,219.00 |
6,140.00 |
5,951.75 |
|
R2 |
6,068.00 |
6,068.00 |
5,938.00 |
|
R1 |
5,989.00 |
5,989.00 |
5,924.00 |
5,953.00 |
PP |
5,917.00 |
5,917.00 |
5,917.00 |
5,899.00 |
S1 |
5,838.00 |
5,838.00 |
5,896.50 |
5,802.00 |
S2 |
5,766.00 |
5,766.00 |
5,882.50 |
|
S3 |
5,615.00 |
5,687.00 |
5,868.75 |
|
S4 |
5,464.00 |
5,536.00 |
5,827.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,995.75 |
5,844.75 |
151.00 |
2.6% |
86.00 |
1.5% |
44% |
False |
False |
355,405 |
10 |
5,995.75 |
5,844.75 |
151.00 |
2.6% |
62.25 |
1.1% |
44% |
False |
False |
291,916 |
20 |
5,995.75 |
5,580.00 |
415.75 |
7.0% |
60.75 |
1.0% |
80% |
False |
False |
275,643 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
77.50 |
1.3% |
80% |
False |
False |
313,941 |
60 |
5,995.75 |
5,557.00 |
438.75 |
7.4% |
67.00 |
1.1% |
81% |
False |
False |
209,889 |
80 |
5,995.75 |
5,353.75 |
642.00 |
10.9% |
60.25 |
1.0% |
87% |
False |
False |
157,455 |
100 |
5,995.75 |
5,318.00 |
677.75 |
11.5% |
57.00 |
1.0% |
87% |
False |
False |
125,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,335.25 |
2.618 |
6,186.50 |
1.618 |
6,095.25 |
1.000 |
6,038.75 |
0.618 |
6,004.00 |
HIGH |
5,947.50 |
0.618 |
5,912.75 |
0.500 |
5,902.00 |
0.382 |
5,891.00 |
LOW |
5,856.25 |
0.618 |
5,799.75 |
1.000 |
5,765.00 |
1.618 |
5,708.50 |
2.618 |
5,617.25 |
4.250 |
5,468.50 |
|
|
Fisher Pivots for day following 02-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,907.75 |
5,907.75 |
PP |
5,904.75 |
5,904.75 |
S1 |
5,902.00 |
5,902.00 |
|