Trading Metrics calculated at close of trading on 02-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,222.9 |
1,214.7 |
-8.2 |
-0.7% |
1,231.7 |
High |
1,223.7 |
1,219.3 |
-4.4 |
-0.4% |
1,235.3 |
Low |
1,214.4 |
1,205.8 |
-8.6 |
-0.7% |
1,216.7 |
Close |
1,217.9 |
1,210.6 |
-7.3 |
-0.6% |
1,223.0 |
Range |
9.3 |
13.5 |
4.2 |
45.2% |
18.6 |
ATR |
11.8 |
12.0 |
0.1 |
1.0% |
0.0 |
Volume |
1,026 |
411 |
-615 |
-59.9% |
1,444,683 |
|
Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.4 |
1,245.0 |
1,218.0 |
|
R3 |
1,238.9 |
1,231.5 |
1,214.3 |
|
R2 |
1,225.4 |
1,225.4 |
1,213.1 |
|
R1 |
1,218.0 |
1,218.0 |
1,211.8 |
1,215.0 |
PP |
1,211.9 |
1,211.9 |
1,211.9 |
1,210.4 |
S1 |
1,204.5 |
1,204.5 |
1,209.4 |
1,201.5 |
S2 |
1,198.4 |
1,198.4 |
1,208.1 |
|
S3 |
1,184.9 |
1,191.0 |
1,206.9 |
|
S4 |
1,171.4 |
1,177.5 |
1,203.2 |
|
|
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 |
1,228.1 |
1,205.8 |
22.3 |
1.8% |
10.8 |
0.9% |
22% |
False |
True |
64,165 |
10 |
1,235.3 |
1,205.8 |
29.5 |
2.4% |
12.0 |
1.0% |
16% |
False |
True |
186,631 |
20 |
1,266.9 |
1,205.8 |
61.1 |
5.0% |
12.0 |
1.0% |
8% |
False |
True |
228,669 |
40 |
1,313.0 |
1,205.8 |
107.2 |
8.9% |
11.6 |
1.0% |
4% |
False |
True |
248,846 |
60 |
1,332.4 |
1,205.8 |
126.6 |
10.5% |
11.5 |
1.0% |
4% |
False |
True |
210,335 |
80 |
1,375.1 |
1,205.8 |
169.3 |
14.0% |
11.9 |
1.0% |
3% |
False |
True |
160,845 |
100 |
1,375.1 |
1,205.8 |
169.3 |
14.0% |
12.4 |
1.0% |
3% |
False |
True |
129,669 |
120 |
1,375.1 |
1,205.8 |
169.3 |
14.0% |
12.5 |
1.0% |
3% |
False |
True |
108,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,276.7 |
2.618 |
1,254.6 |
1.618 |
1,241.1 |
1.000 |
1,232.8 |
0.618 |
1,227.6 |
HIGH |
1,219.3 |
0.618 |
1,214.1 |
0.500 |
1,212.6 |
0.382 |
1,211.0 |
LOW |
1,205.8 |
0.618 |
1,197.5 |
1.000 |
1,192.3 |
1.618 |
1,184.0 |
2.618 |
1,170.5 |
4.250 |
1,148.4 |
|
|
Fisher Pivots for day following 02-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,212.6 |
1,217.0 |
PP |
1,211.9 |
1,214.8 |
S1 |
1,211.3 |
1,212.7 |
|