Trading Metrics calculated at close of trading on 07-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,889.00 |
5,900.00 |
11.00 |
0.2% |
5,910.00 |
High |
5,912.00 |
5,937.75 |
25.75 |
0.4% |
5,947.50 |
Low |
5,874.25 |
5,898.00 |
23.75 |
0.4% |
5,856.25 |
Close |
5,898.00 |
5,934.00 |
36.00 |
0.6% |
5,898.00 |
Range |
37.75 |
39.75 |
2.00 |
5.3% |
91.25 |
ATR |
64.52 |
62.75 |
-1.77 |
-2.7% |
0.00 |
Volume |
256,730 |
165,201 |
-91,529 |
-35.7% |
1,445,259 |
|
Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,042.50 |
6,028.00 |
5,955.75 |
|
R3 |
6,002.75 |
5,988.25 |
5,945.00 |
|
R2 |
5,963.00 |
5,963.00 |
5,941.25 |
|
R1 |
5,948.50 |
5,948.50 |
5,937.75 |
5,955.75 |
PP |
5,923.25 |
5,923.25 |
5,923.25 |
5,927.00 |
S1 |
5,908.75 |
5,908.75 |
5,930.25 |
5,916.00 |
S2 |
5,883.50 |
5,883.50 |
5,926.75 |
|
S3 |
5,843.75 |
5,869.00 |
5,923.00 |
|
S4 |
5,804.00 |
5,829.25 |
5,912.25 |
|
|
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% |
54.25 |
0.9% |
85% |
False |
False |
265,995 |
10 |
5,995.75 |
5,844.75 |
151.00 |
2.5% |
61.50 |
1.0% |
59% |
False |
False |
291,566 |
20 |
5,995.75 |
5,667.50 |
328.25 |
5.5% |
56.00 |
0.9% |
81% |
False |
False |
267,267 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.3% |
72.50 |
1.2% |
86% |
False |
False |
311,748 |
60 |
5,995.75 |
5,557.00 |
438.75 |
7.4% |
67.50 |
1.1% |
86% |
False |
False |
221,730 |
80 |
5,995.75 |
5,353.75 |
642.00 |
10.8% |
60.00 |
1.0% |
90% |
False |
False |
166,343 |
100 |
5,995.75 |
5,318.00 |
677.75 |
11.4% |
57.25 |
1.0% |
91% |
False |
False |
133,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,106.75 |
2.618 |
6,041.75 |
1.618 |
6,002.00 |
1.000 |
5,977.50 |
0.618 |
5,962.25 |
HIGH |
5,937.75 |
0.618 |
5,922.50 |
0.500 |
5,918.00 |
0.382 |
5,913.25 |
LOW |
5,898.00 |
0.618 |
5,873.50 |
1.000 |
5,858.25 |
1.618 |
5,833.75 |
2.618 |
5,794.00 |
4.250 |
5,729.00 |
|
|
Fisher Pivots for day following 07-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,928.50 |
5,924.75 |
PP |
5,923.25 |
5,915.25 |
S1 |
5,918.00 |
5,906.00 |
|