Trading Metrics calculated at close of trading on 01-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
8,158.97 |
7,694.67 |
-464.30 |
-5.7% |
7,357.44 |
High |
8,206.53 |
7,778.77 |
-427.76 |
-5.2% |
8,485.03 |
Low |
7,670.81 |
7,468.70 |
-202.11 |
-2.6% |
7,223.93 |
Close |
7,695.14 |
7,485.12 |
-210.02 |
-2.7% |
8,231.61 |
Range |
535.72 |
310.07 |
-225.65 |
-42.1% |
1,261.10 |
ATR |
399.36 |
392.98 |
-6.38 |
-1.6% |
0.00 |
Volume |
83,250 |
72,666 |
-10,584 |
-12.7% |
434,329 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,507.74 |
8,306.50 |
7,655.66 |
|
R3 |
8,197.67 |
7,996.43 |
7,570.39 |
|
R2 |
7,887.60 |
7,887.60 |
7,541.97 |
|
R1 |
7,686.36 |
7,686.36 |
7,513.54 |
7,631.95 |
PP |
7,577.53 |
7,577.53 |
7,577.53 |
7,550.32 |
S1 |
7,376.29 |
7,376.29 |
7,456.70 |
7,321.88 |
S2 |
7,267.46 |
7,267.46 |
7,428.27 |
|
S3 |
6,957.39 |
7,066.22 |
7,399.85 |
|
S4 |
6,647.32 |
6,756.15 |
7,314.58 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,763.49 |
11,258.65 |
8,925.22 |
|
R3 |
10,502.39 |
9,997.55 |
8,578.41 |
|
R2 |
9,241.29 |
9,241.29 |
8,462.81 |
|
R1 |
8,736.45 |
8,736.45 |
8,347.21 |
8,988.87 |
PP |
7,980.19 |
7,980.19 |
7,980.19 |
8,106.40 |
S1 |
7,475.35 |
7,475.35 |
8,116.01 |
7,727.77 |
S2 |
6,719.09 |
6,719.09 |
8,000.41 |
|
S3 |
5,457.99 |
6,214.25 |
7,884.81 |
|
S4 |
4,196.89 |
4,953.15 |
7,538.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,323.22 |
7,468.70 |
854.52 |
11.4% |
388.58 |
5.2% |
2% |
False |
True |
74,227 |
10 |
8,485.03 |
7,223.93 |
1,261.10 |
16.8% |
420.70 |
5.6% |
21% |
False |
False |
79,332 |
20 |
8,485.03 |
6,096.26 |
2,388.77 |
31.9% |
384.17 |
5.1% |
58% |
False |
False |
69,520 |
40 |
8,485.03 |
5,803.02 |
2,682.01 |
35.8% |
365.06 |
4.9% |
63% |
False |
False |
65,971 |
60 |
9,459.93 |
5,803.02 |
3,656.91 |
48.9% |
377.09 |
5.0% |
46% |
False |
False |
70,782 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
55.6% |
407.19 |
5.4% |
40% |
False |
False |
74,518 |
100 |
9,966.78 |
5,803.02 |
4,163.76 |
55.6% |
460.93 |
6.2% |
40% |
False |
False |
84,748 |
120 |
11,770.87 |
5,803.02 |
5,967.85 |
79.7% |
539.80 |
7.2% |
28% |
False |
False |
90,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,096.57 |
2.618 |
8,590.53 |
1.618 |
8,280.46 |
1.000 |
8,088.84 |
0.618 |
7,970.39 |
HIGH |
7,778.77 |
0.618 |
7,660.32 |
0.500 |
7,623.74 |
0.382 |
7,587.15 |
LOW |
7,468.70 |
0.618 |
7,277.08 |
1.000 |
7,158.63 |
1.618 |
6,967.01 |
2.618 |
6,656.94 |
4.250 |
6,150.90 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,623.74 |
7,879.01 |
PP |
7,577.53 |
7,747.71 |
S1 |
7,531.33 |
7,616.42 |
|