| 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 |
12,136.5 |
12,296.0 |
159.5 |
1.3% |
12,139.0 |
| High |
12,318.5 |
12,331.0 |
12.5 |
0.1% |
12,318.5 |
| Low |
12,117.0 |
12,214.5 |
97.5 |
0.8% |
12,076.5 |
| Close |
12,291.5 |
12,243.5 |
-48.0 |
-0.4% |
12,291.5 |
| Range |
201.5 |
116.5 |
-85.0 |
-42.2% |
242.0 |
| ATR |
144.6 |
142.6 |
-2.0 |
-1.4% |
0.0 |
| Volume |
51,476 |
69,379 |
17,903 |
34.8% |
383,709 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,612.5 |
12,544.5 |
12,307.6 |
|
| R3 |
12,496.0 |
12,428.0 |
12,275.5 |
|
| R2 |
12,379.5 |
12,379.5 |
12,264.9 |
|
| R1 |
12,311.5 |
12,311.5 |
12,254.2 |
12,287.3 |
| PP |
12,263.0 |
12,263.0 |
12,263.0 |
12,250.9 |
| S1 |
12,195.0 |
12,195.0 |
12,232.8 |
12,170.8 |
| S2 |
12,146.5 |
12,146.5 |
12,222.1 |
|
| S3 |
12,030.0 |
12,078.5 |
12,211.5 |
|
| S4 |
11,913.5 |
11,962.0 |
12,179.4 |
|
|
| 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 |
12,331.0 |
12,081.0 |
250.0 |
2.0% |
151.8 |
1.2% |
65% |
True |
False |
71,820 |
| 10 |
12,339.5 |
12,076.5 |
263.0 |
2.1% |
132.3 |
1.1% |
63% |
False |
False |
76,345 |
| 20 |
12,672.0 |
12,076.5 |
595.5 |
4.9% |
140.0 |
1.1% |
28% |
False |
False |
78,700 |
| 40 |
12,948.5 |
12,076.5 |
872.0 |
7.1% |
139.4 |
1.1% |
19% |
False |
False |
78,243 |
| 60 |
12,948.5 |
12,076.5 |
872.0 |
7.1% |
125.0 |
1.0% |
19% |
False |
False |
53,235 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.0% |
120.0 |
1.0% |
28% |
False |
False |
39,982 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
8.8% |
115.7 |
0.9% |
35% |
False |
False |
32,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,826.1 |
|
2.618 |
12,636.0 |
|
1.618 |
12,519.5 |
|
1.000 |
12,447.5 |
|
0.618 |
12,403.0 |
|
HIGH |
12,331.0 |
|
0.618 |
12,286.5 |
|
0.500 |
12,272.8 |
|
0.382 |
12,259.0 |
|
LOW |
12,214.5 |
|
0.618 |
12,142.5 |
|
1.000 |
12,098.0 |
|
1.618 |
12,026.0 |
|
2.618 |
11,909.5 |
|
4.250 |
11,719.4 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,272.8 |
12,231.7 |
| PP |
12,263.0 |
12,219.8 |
| S1 |
12,253.3 |
12,208.0 |
|