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 |
22,007.58 |
22,058.39 |
50.81 |
0.2% |
21,863.39 |
High |
22,044.85 |
22,092.81 |
47.96 |
0.2% |
22,092.81 |
Low |
21,991.32 |
22,024.64 |
33.32 |
0.2% |
21,861.71 |
Close |
22,026.10 |
22,092.81 |
66.71 |
0.3% |
22,092.81 |
Range |
53.53 |
68.17 |
14.64 |
27.3% |
231.10 |
ATR |
107.00 |
104.23 |
-2.77 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,274.60 |
22,251.87 |
22,130.30 |
|
R3 |
22,206.43 |
22,183.70 |
22,111.56 |
|
R2 |
22,138.26 |
22,138.26 |
22,105.31 |
|
R1 |
22,115.53 |
22,115.53 |
22,099.06 |
22,126.90 |
PP |
22,070.09 |
22,070.09 |
22,070.09 |
22,075.77 |
S1 |
22,047.36 |
22,047.36 |
22,086.56 |
22,058.73 |
S2 |
22,001.92 |
22,001.92 |
22,080.31 |
|
S3 |
21,933.75 |
21,979.19 |
22,074.06 |
|
S4 |
21,865.58 |
21,911.02 |
22,055.32 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,709.08 |
22,632.04 |
22,219.92 |
|
R3 |
22,477.98 |
22,400.94 |
22,156.36 |
|
R2 |
22,246.88 |
22,246.88 |
22,135.18 |
|
R1 |
22,169.84 |
22,169.84 |
22,113.99 |
22,208.36 |
PP |
22,015.78 |
22,015.78 |
22,015.78 |
22,035.04 |
S1 |
21,938.74 |
21,938.74 |
22,071.63 |
21,977.26 |
S2 |
21,784.68 |
21,784.68 |
22,050.44 |
|
S3 |
21,553.58 |
21,707.64 |
22,029.26 |
|
S4 |
21,322.48 |
21,476.54 |
21,965.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,092.81 |
21,861.71 |
231.10 |
1.0% |
61.72 |
0.3% |
100% |
True |
False |
|
10 |
22,092.81 |
21,496.13 |
596.68 |
2.7% |
73.86 |
0.3% |
100% |
True |
False |
|
20 |
22,092.81 |
21,279.30 |
813.51 |
3.7% |
85.84 |
0.4% |
100% |
True |
False |
|
40 |
22,092.81 |
21,159.45 |
933.36 |
4.2% |
98.81 |
0.4% |
100% |
True |
False |
|
60 |
22,092.81 |
20,553.45 |
1,539.36 |
7.0% |
99.55 |
0.5% |
100% |
True |
False |
|
80 |
22,092.81 |
20,379.55 |
1,713.26 |
7.8% |
101.84 |
0.5% |
100% |
True |
False |
|
100 |
22,092.81 |
20,379.55 |
1,713.26 |
7.8% |
109.31 |
0.5% |
100% |
True |
False |
|
120 |
22,092.81 |
20,374.02 |
1,718.79 |
7.8% |
107.97 |
0.5% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,382.53 |
2.618 |
22,271.28 |
1.618 |
22,203.11 |
1.000 |
22,160.98 |
0.618 |
22,134.94 |
HIGH |
22,092.81 |
0.618 |
22,066.77 |
0.500 |
22,058.73 |
0.382 |
22,050.68 |
LOW |
22,024.64 |
0.618 |
21,982.51 |
1.000 |
21,956.47 |
1.618 |
21,914.34 |
2.618 |
21,846.17 |
4.250 |
21,734.92 |
|
|
Fisher Pivots for day following 04-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
22,081.45 |
22,071.92 |
PP |
22,070.09 |
22,051.03 |
S1 |
22,058.73 |
22,030.14 |
|