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 |
22,004.36 |
22,007.58 |
3.22 |
0.0% |
21,577.78 |
High |
22,036.10 |
22,044.85 |
8.75 |
0.0% |
21,841.18 |
Low |
21,967.46 |
21,991.32 |
23.86 |
0.1% |
21,496.13 |
Close |
22,016.24 |
22,026.10 |
9.86 |
0.0% |
21,830.31 |
Range |
68.64 |
53.53 |
-15.11 |
-22.0% |
345.05 |
ATR |
111.11 |
107.00 |
-4.11 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,181.35 |
22,157.25 |
22,055.54 |
|
R3 |
22,127.82 |
22,103.72 |
22,040.82 |
|
R2 |
22,074.29 |
22,074.29 |
22,035.91 |
|
R1 |
22,050.19 |
22,050.19 |
22,031.01 |
22,062.24 |
PP |
22,020.76 |
22,020.76 |
22,020.76 |
22,026.78 |
S1 |
21,996.66 |
21,996.66 |
22,021.19 |
22,008.71 |
S2 |
21,967.23 |
21,967.23 |
22,016.29 |
|
S3 |
21,913.70 |
21,943.13 |
22,011.38 |
|
S4 |
21,860.17 |
21,889.60 |
21,996.66 |
|
|
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 |
22,044.85 |
21,756.12 |
288.73 |
1.3% |
65.09 |
0.3% |
94% |
True |
False |
|
10 |
22,044.85 |
21,496.13 |
548.72 |
2.5% |
75.92 |
0.3% |
97% |
True |
False |
|
20 |
22,044.85 |
21,279.30 |
765.55 |
3.5% |
86.19 |
0.4% |
98% |
True |
False |
|
40 |
22,044.85 |
21,138.16 |
906.69 |
4.1% |
100.29 |
0.5% |
98% |
True |
False |
|
60 |
22,044.85 |
20,553.45 |
1,491.40 |
6.8% |
99.95 |
0.5% |
99% |
True |
False |
|
80 |
22,044.85 |
20,379.55 |
1,665.30 |
7.6% |
102.83 |
0.5% |
99% |
True |
False |
|
100 |
22,044.85 |
20,379.55 |
1,665.30 |
7.6% |
109.50 |
0.5% |
99% |
True |
False |
|
120 |
22,044.85 |
20,322.95 |
1,721.90 |
7.8% |
108.39 |
0.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,272.35 |
2.618 |
22,184.99 |
1.618 |
22,131.46 |
1.000 |
22,098.38 |
0.618 |
22,077.93 |
HIGH |
22,044.85 |
0.618 |
22,024.40 |
0.500 |
22,018.09 |
0.382 |
22,011.77 |
LOW |
21,991.32 |
0.618 |
21,958.24 |
1.000 |
21,937.79 |
1.618 |
21,904.71 |
2.618 |
21,851.18 |
4.250 |
21,763.82 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
22,023.43 |
22,015.01 |
PP |
22,020.76 |
22,003.92 |
S1 |
22,018.09 |
21,992.83 |
|