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 |
21,961.42 |
22,004.36 |
42.94 |
0.2% |
21,577.78 |
High |
21,990.96 |
22,036.10 |
45.14 |
0.2% |
21,841.18 |
Low |
21,940.81 |
21,967.46 |
26.65 |
0.1% |
21,496.13 |
Close |
21,963.92 |
22,016.24 |
52.32 |
0.2% |
21,830.31 |
Range |
50.15 |
68.64 |
18.49 |
36.9% |
345.05 |
ATR |
114.11 |
111.11 |
-2.99 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,212.52 |
22,183.02 |
22,053.99 |
|
R3 |
22,143.88 |
22,114.38 |
22,035.12 |
|
R2 |
22,075.24 |
22,075.24 |
22,028.82 |
|
R1 |
22,045.74 |
22,045.74 |
22,022.53 |
22,060.49 |
PP |
22,006.60 |
22,006.60 |
22,006.60 |
22,013.98 |
S1 |
21,977.10 |
21,977.10 |
22,009.95 |
21,991.85 |
S2 |
21,937.96 |
21,937.96 |
22,003.66 |
|
S3 |
21,869.32 |
21,908.46 |
21,997.36 |
|
S4 |
21,800.68 |
21,839.82 |
21,978.49 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,757.69 |
22,639.05 |
22,020.09 |
|
R3 |
22,412.64 |
22,294.00 |
21,925.20 |
|
R2 |
22,067.59 |
22,067.59 |
21,893.57 |
|
R1 |
21,948.95 |
21,948.95 |
21,861.94 |
22,008.27 |
PP |
21,722.54 |
21,722.54 |
21,722.54 |
21,752.20 |
S1 |
21,603.90 |
21,603.90 |
21,798.68 |
21,663.22 |
S2 |
21,377.49 |
21,377.49 |
21,767.05 |
|
S3 |
21,032.44 |
21,258.85 |
21,735.42 |
|
S4 |
20,687.39 |
20,913.80 |
21,640.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,036.10 |
21,687.85 |
348.25 |
1.6% |
76.51 |
0.3% |
94% |
True |
False |
|
10 |
22,036.10 |
21,496.13 |
539.97 |
2.5% |
79.07 |
0.4% |
96% |
True |
False |
|
20 |
22,036.10 |
21,279.30 |
756.80 |
3.4% |
89.90 |
0.4% |
97% |
True |
False |
|
40 |
22,036.10 |
21,113.31 |
922.79 |
4.2% |
100.87 |
0.5% |
98% |
True |
False |
|
60 |
22,036.10 |
20,553.45 |
1,482.65 |
6.7% |
100.87 |
0.5% |
99% |
True |
False |
|
80 |
22,036.10 |
20,379.55 |
1,656.55 |
7.5% |
103.86 |
0.5% |
99% |
True |
False |
|
100 |
22,036.10 |
20,379.55 |
1,656.55 |
7.5% |
109.77 |
0.5% |
99% |
True |
False |
|
120 |
22,036.10 |
20,204.76 |
1,831.34 |
8.3% |
108.72 |
0.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,327.82 |
2.618 |
22,215.80 |
1.618 |
22,147.16 |
1.000 |
22,104.74 |
0.618 |
22,078.52 |
HIGH |
22,036.10 |
0.618 |
22,009.88 |
0.500 |
22,001.78 |
0.382 |
21,993.68 |
LOW |
21,967.46 |
0.618 |
21,925.04 |
1.000 |
21,898.82 |
1.618 |
21,856.40 |
2.618 |
21,787.76 |
4.250 |
21,675.74 |
|
|
Fisher Pivots for day following 02-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
22,011.42 |
21,993.80 |
PP |
22,006.60 |
21,971.35 |
S1 |
22,001.78 |
21,948.91 |
|