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 |
1,272.6 |
1,275.3 |
2.7 |
0.2% |
1,276.3 |
High |
1,277.0 |
1,276.5 |
-0.5 |
0.0% |
1,280.3 |
Low |
1,262.9 |
1,259.8 |
-3.1 |
-0.2% |
1,259.8 |
Close |
1,274.4 |
1,264.6 |
-9.8 |
-0.8% |
1,264.6 |
Range |
14.1 |
16.7 |
2.6 |
18.4% |
20.5 |
ATR |
12.2 |
12.5 |
0.3 |
2.6% |
0.0 |
Volume |
207,024 |
270,853 |
63,829 |
30.8% |
1,067,527 |
|
Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.1 |
1,307.5 |
1,273.8 |
|
R3 |
1,300.4 |
1,290.8 |
1,269.2 |
|
R2 |
1,283.7 |
1,283.7 |
1,267.7 |
|
R1 |
1,274.1 |
1,274.1 |
1,266.1 |
1,270.6 |
PP |
1,267.0 |
1,267.0 |
1,267.0 |
1,265.2 |
S1 |
1,257.4 |
1,257.4 |
1,263.1 |
1,253.9 |
S2 |
1,250.3 |
1,250.3 |
1,261.5 |
|
S3 |
1,233.6 |
1,240.7 |
1,260.0 |
|
S4 |
1,216.9 |
1,224.0 |
1,255.4 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.7 |
1,317.7 |
1,275.9 |
|
R3 |
1,309.2 |
1,297.2 |
1,270.2 |
|
R2 |
1,288.7 |
1,288.7 |
1,268.4 |
|
R1 |
1,276.7 |
1,276.7 |
1,266.5 |
1,272.5 |
PP |
1,268.2 |
1,268.2 |
1,268.2 |
1,266.1 |
S1 |
1,256.2 |
1,256.2 |
1,262.7 |
1,252.0 |
S2 |
1,247.7 |
1,247.7 |
1,260.8 |
|
S3 |
1,227.2 |
1,235.7 |
1,259.0 |
|
S4 |
1,206.7 |
1,215.2 |
1,253.3 |
|
|
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 |
1,259.8 |
20.5 |
1.6% |
11.7 |
0.9% |
23% |
False |
True |
213,505 |
10 |
1,280.3 |
1,249.4 |
30.9 |
2.4% |
12.0 |
0.9% |
49% |
False |
False |
170,211 |
20 |
1,280.3 |
1,211.1 |
69.2 |
5.5% |
11.6 |
0.9% |
77% |
False |
False |
101,429 |
40 |
1,290.5 |
1,211.1 |
79.4 |
6.3% |
11.9 |
0.9% |
67% |
False |
False |
56,131 |
60 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.1 |
1.0% |
57% |
False |
False |
38,981 |
80 |
1,307.0 |
1,211.1 |
95.9 |
7.6% |
12.0 |
1.0% |
56% |
False |
False |
30,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.5 |
2.618 |
1,320.2 |
1.618 |
1,303.5 |
1.000 |
1,293.2 |
0.618 |
1,286.8 |
HIGH |
1,276.5 |
0.618 |
1,270.1 |
0.500 |
1,268.2 |
0.382 |
1,266.2 |
LOW |
1,259.8 |
0.618 |
1,249.5 |
1.000 |
1,243.1 |
1.618 |
1,232.8 |
2.618 |
1,216.1 |
4.250 |
1,188.8 |
|
|
Fisher Pivots for day following 04-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,268.2 |
1,269.4 |
PP |
1,267.0 |
1,267.8 |
S1 |
1,265.8 |
1,266.2 |
|