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 |
1,220.4 |
1,222.9 |
2.5 |
0.2% |
1,231.7 |
High |
1,228.1 |
1,223.7 |
-4.4 |
-0.4% |
1,235.3 |
Low |
1,213.0 |
1,214.4 |
1.4 |
0.1% |
1,216.7 |
Close |
1,223.7 |
1,217.9 |
-5.8 |
-0.5% |
1,223.0 |
Range |
15.1 |
9.3 |
-5.8 |
-38.4% |
18.6 |
ATR |
12.0 |
11.8 |
-0.2 |
-1.6% |
0.0 |
Volume |
2,722 |
1,026 |
-1,696 |
-62.3% |
1,444,683 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,246.6 |
1,241.5 |
1,223.0 |
|
R3 |
1,237.3 |
1,232.2 |
1,220.5 |
|
R2 |
1,228.0 |
1,228.0 |
1,219.6 |
|
R1 |
1,222.9 |
1,222.9 |
1,218.8 |
1,220.8 |
PP |
1,218.7 |
1,218.7 |
1,218.7 |
1,217.6 |
S1 |
1,213.6 |
1,213.6 |
1,217.0 |
1,211.5 |
S2 |
1,209.4 |
1,209.4 |
1,216.2 |
|
S3 |
1,200.1 |
1,204.3 |
1,215.3 |
|
S4 |
1,190.8 |
1,195.0 |
1,212.8 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.8 |
1,270.5 |
1,233.2 |
|
R3 |
1,262.2 |
1,251.9 |
1,228.1 |
|
R2 |
1,243.6 |
1,243.6 |
1,226.4 |
|
R1 |
1,233.3 |
1,233.3 |
1,224.7 |
1,229.2 |
PP |
1,225.0 |
1,225.0 |
1,225.0 |
1,222.9 |
S1 |
1,214.7 |
1,214.7 |
1,221.3 |
1,210.6 |
S2 |
1,206.4 |
1,206.4 |
1,219.6 |
|
S3 |
1,187.8 |
1,196.1 |
1,217.9 |
|
S4 |
1,169.2 |
1,177.5 |
1,212.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,235.3 |
1,213.0 |
22.3 |
1.8% |
10.8 |
0.9% |
22% |
False |
False |
121,205 |
10 |
1,235.3 |
1,210.7 |
24.6 |
2.0% |
12.6 |
1.0% |
29% |
False |
False |
229,478 |
20 |
1,266.9 |
1,210.7 |
56.2 |
4.6% |
11.9 |
1.0% |
13% |
False |
False |
248,296 |
40 |
1,313.0 |
1,210.7 |
102.3 |
8.4% |
11.5 |
0.9% |
7% |
False |
False |
255,137 |
60 |
1,332.4 |
1,210.7 |
121.7 |
10.0% |
11.5 |
0.9% |
6% |
False |
False |
211,206 |
80 |
1,375.1 |
1,210.7 |
164.4 |
13.5% |
11.9 |
1.0% |
4% |
False |
False |
160,894 |
100 |
1,375.1 |
1,210.7 |
164.4 |
13.5% |
12.3 |
1.0% |
4% |
False |
False |
129,763 |
120 |
1,375.1 |
1,210.7 |
164.4 |
13.5% |
12.5 |
1.0% |
4% |
False |
False |
108,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,263.2 |
2.618 |
1,248.0 |
1.618 |
1,238.7 |
1.000 |
1,233.0 |
0.618 |
1,229.4 |
HIGH |
1,223.7 |
0.618 |
1,220.1 |
0.500 |
1,219.1 |
0.382 |
1,218.0 |
LOW |
1,214.4 |
0.618 |
1,208.7 |
1.000 |
1,205.1 |
1.618 |
1,199.4 |
2.618 |
1,190.1 |
4.250 |
1,174.9 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,219.1 |
1,220.6 |
PP |
1,218.7 |
1,219.7 |
S1 |
1,218.3 |
1,218.8 |
|