Trading Metrics calculated at close of trading on 03-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,275.2 |
1,272.6 |
-2.6 |
-0.2% |
1,261.4 |
High |
1,279.0 |
1,277.0 |
-2.0 |
-0.2% |
1,277.0 |
Low |
1,268.9 |
1,262.9 |
-6.0 |
-0.5% |
1,249.4 |
Close |
1,278.4 |
1,274.4 |
-4.0 |
-0.3% |
1,275.3 |
Range |
10.1 |
14.1 |
4.0 |
39.6% |
27.6 |
ATR |
12.0 |
12.2 |
0.3 |
2.1% |
0.0 |
Volume |
210,975 |
207,024 |
-3,951 |
-1.9% |
634,589 |
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.7 |
1,308.2 |
1,282.2 |
|
R3 |
1,299.6 |
1,294.1 |
1,278.3 |
|
R2 |
1,285.5 |
1,285.5 |
1,277.0 |
|
R1 |
1,280.0 |
1,280.0 |
1,275.7 |
1,282.8 |
PP |
1,271.4 |
1,271.4 |
1,271.4 |
1,272.8 |
S1 |
1,265.9 |
1,265.9 |
1,273.1 |
1,268.7 |
S2 |
1,257.3 |
1,257.3 |
1,271.8 |
|
S3 |
1,243.2 |
1,251.8 |
1,270.5 |
|
S4 |
1,229.1 |
1,237.7 |
1,266.6 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.0 |
1,340.3 |
1,290.5 |
|
R3 |
1,322.4 |
1,312.7 |
1,282.9 |
|
R2 |
1,294.8 |
1,294.8 |
1,280.4 |
|
R1 |
1,285.1 |
1,285.1 |
1,277.8 |
1,290.0 |
PP |
1,267.2 |
1,267.2 |
1,267.2 |
1,269.7 |
S1 |
1,257.5 |
1,257.5 |
1,272.8 |
1,262.4 |
S2 |
1,239.6 |
1,239.6 |
1,270.2 |
|
S3 |
1,212.0 |
1,229.9 |
1,267.7 |
|
S4 |
1,184.4 |
1,202.3 |
1,260.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,280.3 |
1,262.9 |
17.4 |
1.4% |
11.1 |
0.9% |
66% |
False |
True |
209,513 |
10 |
1,280.3 |
1,249.4 |
30.9 |
2.4% |
11.6 |
0.9% |
81% |
False |
False |
148,244 |
20 |
1,280.3 |
1,211.1 |
69.2 |
5.4% |
11.8 |
0.9% |
91% |
False |
False |
88,775 |
40 |
1,298.2 |
1,211.1 |
87.1 |
6.8% |
12.0 |
0.9% |
73% |
False |
False |
49,443 |
60 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
12.0 |
0.9% |
67% |
False |
False |
34,536 |
80 |
1,307.0 |
1,211.1 |
95.9 |
7.5% |
12.1 |
0.9% |
66% |
False |
False |
26,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.9 |
2.618 |
1,313.9 |
1.618 |
1,299.8 |
1.000 |
1,291.1 |
0.618 |
1,285.7 |
HIGH |
1,277.0 |
0.618 |
1,271.6 |
0.500 |
1,270.0 |
0.382 |
1,268.3 |
LOW |
1,262.9 |
0.618 |
1,254.2 |
1.000 |
1,248.8 |
1.618 |
1,240.1 |
2.618 |
1,226.0 |
4.250 |
1,203.0 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,272.9 |
1,273.5 |
PP |
1,271.4 |
1,272.5 |
S1 |
1,270.0 |
1,271.6 |
|