| 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 |
12,128.0 |
12,257.5 |
129.5 |
1.1% |
12,230.0 |
| High |
12,296.5 |
12,275.5 |
-21.0 |
-0.2% |
12,339.5 |
| Low |
12,081.0 |
12,143.5 |
62.5 |
0.5% |
12,088.0 |
| Close |
12,251.0 |
12,166.5 |
-84.5 |
-0.7% |
12,139.0 |
| Range |
215.5 |
132.0 |
-83.5 |
-38.7% |
251.5 |
| ATR |
144.7 |
143.8 |
-0.9 |
-0.6% |
0.0 |
| Volume |
76,816 |
82,161 |
5,345 |
7.0% |
392,930 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,591.2 |
12,510.8 |
12,239.1 |
|
| R3 |
12,459.2 |
12,378.8 |
12,202.8 |
|
| R2 |
12,327.2 |
12,327.2 |
12,190.7 |
|
| R1 |
12,246.8 |
12,246.8 |
12,178.6 |
12,221.0 |
| PP |
12,195.2 |
12,195.2 |
12,195.2 |
12,182.3 |
| S1 |
12,114.8 |
12,114.8 |
12,154.4 |
12,089.0 |
| S2 |
12,063.2 |
12,063.2 |
12,142.3 |
|
| S3 |
11,931.2 |
11,982.8 |
12,130.2 |
|
| S4 |
11,799.2 |
11,850.8 |
12,093.9 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,943.3 |
12,792.7 |
12,277.3 |
|
| R3 |
12,691.8 |
12,541.2 |
12,208.2 |
|
| R2 |
12,440.3 |
12,440.3 |
12,185.1 |
|
| R1 |
12,289.7 |
12,289.7 |
12,162.1 |
12,239.3 |
| PP |
12,188.8 |
12,188.8 |
12,188.8 |
12,163.6 |
| S1 |
12,038.2 |
12,038.2 |
12,115.9 |
11,987.8 |
| S2 |
11,937.3 |
11,937.3 |
12,092.9 |
|
| S3 |
11,685.8 |
11,786.7 |
12,069.8 |
|
| S4 |
11,434.3 |
11,535.2 |
12,000.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,296.5 |
12,076.5 |
220.0 |
1.8% |
142.8 |
1.2% |
41% |
False |
False |
80,455 |
| 10 |
12,567.0 |
12,076.5 |
490.5 |
4.0% |
149.3 |
1.2% |
18% |
False |
False |
84,766 |
| 20 |
12,672.0 |
12,076.5 |
595.5 |
4.9% |
137.0 |
1.1% |
15% |
False |
False |
78,832 |
| 40 |
12,948.5 |
12,076.5 |
872.0 |
7.2% |
136.4 |
1.1% |
10% |
False |
False |
74,564 |
| 60 |
12,948.5 |
12,076.5 |
872.0 |
7.2% |
122.0 |
1.0% |
10% |
False |
False |
49,909 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.1% |
119.3 |
1.0% |
20% |
False |
False |
37,487 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
8.9% |
113.6 |
0.9% |
27% |
False |
False |
30,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,836.5 |
|
2.618 |
12,621.1 |
|
1.618 |
12,489.1 |
|
1.000 |
12,407.5 |
|
0.618 |
12,357.1 |
|
HIGH |
12,275.5 |
|
0.618 |
12,225.1 |
|
0.500 |
12,209.5 |
|
0.382 |
12,193.9 |
|
LOW |
12,143.5 |
|
0.618 |
12,061.9 |
|
1.000 |
12,011.5 |
|
1.618 |
11,929.9 |
|
2.618 |
11,797.9 |
|
4.250 |
11,582.5 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,209.5 |
12,186.5 |
| PP |
12,195.2 |
12,179.8 |
| S1 |
12,180.8 |
12,173.2 |
|