Trading Metrics calculated at close of trading on 03-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,933.00 |
5,911.25 |
-21.75 |
-0.4% |
5,919.25 |
High |
5,947.50 |
5,924.50 |
-23.00 |
-0.4% |
5,995.75 |
Low |
5,856.25 |
5,877.25 |
21.00 |
0.4% |
5,844.75 |
Close |
5,910.75 |
5,890.00 |
-20.75 |
-0.4% |
5,910.25 |
Range |
91.25 |
47.25 |
-44.00 |
-48.2% |
151.00 |
ATR |
68.07 |
66.58 |
-1.49 |
-2.2% |
0.00 |
Volume |
389,618 |
289,423 |
-100,195 |
-25.7% |
1,500,224 |
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,039.00 |
6,011.75 |
5,916.00 |
|
R3 |
5,991.75 |
5,964.50 |
5,903.00 |
|
R2 |
5,944.50 |
5,944.50 |
5,898.75 |
|
R1 |
5,917.25 |
5,917.25 |
5,894.25 |
5,907.25 |
PP |
5,897.25 |
5,897.25 |
5,897.25 |
5,892.25 |
S1 |
5,870.00 |
5,870.00 |
5,885.75 |
5,860.00 |
S2 |
5,850.00 |
5,850.00 |
5,881.25 |
|
S3 |
5,802.75 |
5,822.75 |
5,877.00 |
|
S4 |
5,755.50 |
5,775.50 |
5,864.00 |
|
|
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 |
5,947.50 |
5,850.00 |
97.50 |
1.7% |
65.25 |
1.1% |
41% |
False |
False |
305,401 |
10 |
5,995.75 |
5,844.75 |
151.00 |
2.6% |
63.00 |
1.1% |
30% |
False |
False |
294,323 |
20 |
5,995.75 |
5,591.50 |
404.25 |
6.9% |
59.50 |
1.0% |
74% |
False |
False |
271,577 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
77.75 |
1.3% |
76% |
False |
False |
320,838 |
60 |
5,995.75 |
5,557.00 |
438.75 |
7.4% |
67.25 |
1.1% |
76% |
False |
False |
214,708 |
80 |
5,995.75 |
5,353.75 |
642.00 |
10.9% |
60.50 |
1.0% |
84% |
False |
False |
161,072 |
100 |
5,995.75 |
5,318.00 |
677.75 |
11.5% |
57.25 |
1.0% |
84% |
False |
False |
128,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,125.25 |
2.618 |
6,048.25 |
1.618 |
6,001.00 |
1.000 |
5,971.75 |
0.618 |
5,953.75 |
HIGH |
5,924.50 |
0.618 |
5,906.50 |
0.500 |
5,901.00 |
0.382 |
5,895.25 |
LOW |
5,877.25 |
0.618 |
5,848.00 |
1.000 |
5,830.00 |
1.618 |
5,800.75 |
2.618 |
5,753.50 |
4.250 |
5,676.50 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,901.00 |
5,902.00 |
PP |
5,897.25 |
5,898.00 |
S1 |
5,893.50 |
5,894.00 |
|