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 |
3,508.0 |
3,520.0 |
12.0 |
0.3% |
3,442.0 |
High |
3,533.0 |
3,528.0 |
-5.0 |
-0.1% |
3,525.0 |
Low |
3,504.0 |
3,495.0 |
-9.0 |
-0.3% |
3,433.0 |
Close |
3,525.0 |
3,504.0 |
-21.0 |
-0.6% |
3,524.0 |
Range |
29.0 |
33.0 |
4.0 |
13.8% |
92.0 |
ATR |
38.7 |
38.3 |
-0.4 |
-1.0% |
0.0 |
Volume |
1,028,220 |
839,836 |
-188,384 |
-18.3% |
4,056,729 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,608.0 |
3,589.0 |
3,522.2 |
|
R3 |
3,575.0 |
3,556.0 |
3,513.1 |
|
R2 |
3,542.0 |
3,542.0 |
3,510.1 |
|
R1 |
3,523.0 |
3,523.0 |
3,507.0 |
3,516.0 |
PP |
3,509.0 |
3,509.0 |
3,509.0 |
3,505.5 |
S1 |
3,490.0 |
3,490.0 |
3,501.0 |
3,483.0 |
S2 |
3,476.0 |
3,476.0 |
3,498.0 |
|
S3 |
3,443.0 |
3,457.0 |
3,494.9 |
|
S4 |
3,410.0 |
3,424.0 |
3,485.9 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,770.0 |
3,739.0 |
3,574.6 |
|
R3 |
3,678.0 |
3,647.0 |
3,549.3 |
|
R2 |
3,586.0 |
3,586.0 |
3,540.9 |
|
R1 |
3,555.0 |
3,555.0 |
3,532.4 |
3,570.5 |
PP |
3,494.0 |
3,494.0 |
3,494.0 |
3,501.8 |
S1 |
3,463.0 |
3,463.0 |
3,515.6 |
3,478.5 |
S2 |
3,402.0 |
3,402.0 |
3,507.1 |
|
S3 |
3,310.0 |
3,371.0 |
3,498.7 |
|
S4 |
3,218.0 |
3,279.0 |
3,473.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,533.0 |
3,477.0 |
56.0 |
1.6% |
26.8 |
0.8% |
48% |
False |
False |
794,564 |
10 |
3,533.0 |
3,423.0 |
110.0 |
3.1% |
31.2 |
0.9% |
74% |
False |
False |
852,648 |
20 |
3,533.0 |
3,399.0 |
134.0 |
3.8% |
31.8 |
0.9% |
78% |
False |
False |
833,767 |
40 |
3,537.0 |
3,330.0 |
207.0 |
5.9% |
40.2 |
1.1% |
84% |
False |
False |
950,834 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.7% |
38.3 |
1.1% |
74% |
False |
False |
643,192 |
80 |
3,564.0 |
3,313.0 |
251.0 |
7.2% |
35.2 |
1.0% |
76% |
False |
False |
485,045 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.4% |
37.3 |
1.1% |
85% |
False |
False |
389,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,668.3 |
2.618 |
3,614.4 |
1.618 |
3,581.4 |
1.000 |
3,561.0 |
0.618 |
3,548.4 |
HIGH |
3,528.0 |
0.618 |
3,515.4 |
0.500 |
3,511.5 |
0.382 |
3,507.6 |
LOW |
3,495.0 |
0.618 |
3,474.6 |
1.000 |
3,462.0 |
1.618 |
3,441.6 |
2.618 |
3,408.6 |
4.250 |
3,354.8 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,511.5 |
3,514.0 |
PP |
3,509.0 |
3,510.7 |
S1 |
3,506.5 |
3,507.3 |
|