Trading Metrics calculated at close of trading on 04-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,911.25 |
5,889.00 |
-22.25 |
-0.4% |
5,910.00 |
High |
5,924.50 |
5,912.00 |
-12.50 |
-0.2% |
5,947.50 |
Low |
5,877.25 |
5,874.25 |
-3.00 |
-0.1% |
5,856.25 |
Close |
5,890.00 |
5,898.00 |
8.00 |
0.1% |
5,898.00 |
Range |
47.25 |
37.75 |
-9.50 |
-20.1% |
91.25 |
ATR |
66.58 |
64.52 |
-2.06 |
-3.1% |
0.00 |
Volume |
289,423 |
256,730 |
-32,693 |
-11.3% |
1,445,259 |
|
Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,008.00 |
5,990.75 |
5,918.75 |
|
R3 |
5,970.25 |
5,953.00 |
5,908.50 |
|
R2 |
5,932.50 |
5,932.50 |
5,905.00 |
|
R1 |
5,915.25 |
5,915.25 |
5,901.50 |
5,924.00 |
PP |
5,894.75 |
5,894.75 |
5,894.75 |
5,899.00 |
S1 |
5,877.50 |
5,877.50 |
5,894.50 |
5,886.00 |
S2 |
5,857.00 |
5,857.00 |
5,891.00 |
|
S3 |
5,819.25 |
5,839.75 |
5,887.50 |
|
S4 |
5,781.50 |
5,802.00 |
5,877.25 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,174.25 |
6,127.50 |
5,948.25 |
|
R3 |
6,083.00 |
6,036.25 |
5,923.00 |
|
R2 |
5,991.75 |
5,991.75 |
5,914.75 |
|
R1 |
5,945.00 |
5,945.00 |
5,906.25 |
5,922.75 |
PP |
5,900.50 |
5,900.50 |
5,900.50 |
5,889.50 |
S1 |
5,853.75 |
5,853.75 |
5,889.75 |
5,831.50 |
S2 |
5,809.25 |
5,809.25 |
5,881.25 |
|
S3 |
5,718.00 |
5,762.50 |
5,873.00 |
|
S4 |
5,626.75 |
5,671.25 |
5,847.75 |
|
|
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 |
5,856.25 |
91.25 |
1.5% |
59.00 |
1.0% |
46% |
False |
False |
289,051 |
10 |
5,995.75 |
5,844.75 |
151.00 |
2.6% |
62.50 |
1.1% |
35% |
False |
False |
294,548 |
20 |
5,995.75 |
5,650.00 |
345.75 |
5.9% |
57.25 |
1.0% |
72% |
False |
False |
271,075 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
77.50 |
1.3% |
78% |
False |
False |
324,748 |
60 |
5,995.75 |
5,557.00 |
438.75 |
7.4% |
67.50 |
1.1% |
78% |
False |
False |
218,984 |
80 |
5,995.75 |
5,353.75 |
642.00 |
10.9% |
60.00 |
1.0% |
85% |
False |
False |
164,279 |
100 |
5,995.75 |
5,318.00 |
677.75 |
11.5% |
57.50 |
1.0% |
86% |
False |
False |
131,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,072.50 |
2.618 |
6,010.75 |
1.618 |
5,973.00 |
1.000 |
5,949.75 |
0.618 |
5,935.25 |
HIGH |
5,912.00 |
0.618 |
5,897.50 |
0.500 |
5,893.00 |
0.382 |
5,888.75 |
LOW |
5,874.25 |
0.618 |
5,851.00 |
1.000 |
5,836.50 |
1.618 |
5,813.25 |
2.618 |
5,775.50 |
4.250 |
5,713.75 |
|
|
Fisher Pivots for day following 04-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,896.50 |
5,902.00 |
PP |
5,894.75 |
5,900.50 |
S1 |
5,893.00 |
5,899.25 |
|