| 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 |
12,166.0 |
12,136.5 |
-29.5 |
-0.2% |
12,139.0 |
| High |
12,178.5 |
12,318.5 |
140.0 |
1.1% |
12,318.5 |
| Low |
12,085.0 |
12,117.0 |
32.0 |
0.3% |
12,076.5 |
| Close |
12,149.0 |
12,291.5 |
142.5 |
1.2% |
12,291.5 |
| Range |
93.5 |
201.5 |
108.0 |
115.5% |
242.0 |
| ATR |
140.2 |
144.6 |
4.4 |
3.1% |
0.0 |
| Volume |
79,270 |
51,476 |
-27,794 |
-35.1% |
383,709 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,846.8 |
12,770.7 |
12,402.3 |
|
| R3 |
12,645.3 |
12,569.2 |
12,346.9 |
|
| R2 |
12,443.8 |
12,443.8 |
12,328.4 |
|
| R1 |
12,367.7 |
12,367.7 |
12,310.0 |
12,405.8 |
| PP |
12,242.3 |
12,242.3 |
12,242.3 |
12,261.4 |
| S1 |
12,166.2 |
12,166.2 |
12,273.0 |
12,204.3 |
| S2 |
12,040.8 |
12,040.8 |
12,254.6 |
|
| S3 |
11,839.3 |
11,964.7 |
12,236.1 |
|
| S4 |
11,637.8 |
11,763.2 |
12,180.7 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,954.8 |
12,865.2 |
12,424.6 |
|
| R3 |
12,712.8 |
12,623.2 |
12,358.1 |
|
| R2 |
12,470.8 |
12,470.8 |
12,335.9 |
|
| R1 |
12,381.2 |
12,381.2 |
12,313.7 |
12,426.0 |
| PP |
12,228.8 |
12,228.8 |
12,228.8 |
12,251.3 |
| S1 |
12,139.2 |
12,139.2 |
12,269.3 |
12,184.0 |
| S2 |
11,986.8 |
11,986.8 |
12,247.1 |
|
| S3 |
11,744.8 |
11,897.2 |
12,225.0 |
|
| S4 |
11,502.8 |
11,655.2 |
12,158.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,318.5 |
12,076.5 |
242.0 |
2.0% |
153.9 |
1.3% |
89% |
True |
False |
76,741 |
| 10 |
12,339.5 |
12,076.5 |
263.0 |
2.1% |
132.2 |
1.1% |
82% |
False |
False |
77,663 |
| 20 |
12,672.0 |
12,076.5 |
595.5 |
4.8% |
138.4 |
1.1% |
36% |
False |
False |
79,077 |
| 40 |
12,948.5 |
12,076.5 |
872.0 |
7.1% |
139.5 |
1.1% |
25% |
False |
False |
77,543 |
| 60 |
12,948.5 |
12,076.5 |
872.0 |
7.1% |
124.2 |
1.0% |
25% |
False |
False |
52,082 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.0% |
120.6 |
1.0% |
33% |
False |
False |
39,116 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
8.8% |
115.1 |
0.9% |
39% |
False |
False |
31,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,174.9 |
|
2.618 |
12,846.0 |
|
1.618 |
12,644.5 |
|
1.000 |
12,520.0 |
|
0.618 |
12,443.0 |
|
HIGH |
12,318.5 |
|
0.618 |
12,241.5 |
|
0.500 |
12,217.8 |
|
0.382 |
12,194.0 |
|
LOW |
12,117.0 |
|
0.618 |
11,992.5 |
|
1.000 |
11,915.5 |
|
1.618 |
11,791.0 |
|
2.618 |
11,589.5 |
|
4.250 |
11,260.6 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,266.9 |
12,261.6 |
| PP |
12,242.3 |
12,231.7 |
| S1 |
12,217.8 |
12,201.8 |
|