| 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 |
3,520.0 |
3,490.0 |
-30.0 |
-0.9% |
3,442.0 |
| High |
3,528.0 |
3,494.0 |
-34.0 |
-1.0% |
3,525.0 |
| Low |
3,495.0 |
3,456.0 |
-39.0 |
-1.1% |
3,433.0 |
| Close |
3,504.0 |
3,465.0 |
-39.0 |
-1.1% |
3,524.0 |
| Range |
33.0 |
38.0 |
5.0 |
15.2% |
92.0 |
| ATR |
38.3 |
39.0 |
0.7 |
1.8% |
0.0 |
| Volume |
839,836 |
1,109,593 |
269,757 |
32.1% |
4,056,729 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,585.7 |
3,563.3 |
3,485.9 |
|
| R3 |
3,547.7 |
3,525.3 |
3,475.5 |
|
| R2 |
3,509.7 |
3,509.7 |
3,472.0 |
|
| R1 |
3,487.3 |
3,487.3 |
3,468.5 |
3,479.5 |
| PP |
3,471.7 |
3,471.7 |
3,471.7 |
3,467.8 |
| S1 |
3,449.3 |
3,449.3 |
3,461.5 |
3,441.5 |
| S2 |
3,433.7 |
3,433.7 |
3,458.0 |
|
| S3 |
3,395.7 |
3,411.3 |
3,454.6 |
|
| S4 |
3,357.7 |
3,373.3 |
3,444.1 |
|
|
| 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 |
3,456.0 |
77.0 |
2.2% |
28.8 |
0.8% |
12% |
False |
True |
844,907 |
| 10 |
3,533.0 |
3,423.0 |
110.0 |
3.2% |
32.6 |
0.9% |
38% |
False |
False |
876,935 |
| 20 |
3,533.0 |
3,406.0 |
127.0 |
3.7% |
31.1 |
0.9% |
46% |
False |
False |
837,112 |
| 40 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
40.0 |
1.2% |
65% |
False |
False |
970,427 |
| 60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
38.6 |
1.1% |
58% |
False |
False |
661,685 |
| 80 |
3,564.0 |
3,325.0 |
239.0 |
6.9% |
35.3 |
1.0% |
59% |
False |
False |
498,820 |
| 100 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
37.3 |
1.1% |
75% |
False |
False |
400,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,655.5 |
|
2.618 |
3,593.5 |
|
1.618 |
3,555.5 |
|
1.000 |
3,532.0 |
|
0.618 |
3,517.5 |
|
HIGH |
3,494.0 |
|
0.618 |
3,479.5 |
|
0.500 |
3,475.0 |
|
0.382 |
3,470.5 |
|
LOW |
3,456.0 |
|
0.618 |
3,432.5 |
|
1.000 |
3,418.0 |
|
1.618 |
3,394.5 |
|
2.618 |
3,356.5 |
|
4.250 |
3,294.5 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,475.0 |
3,494.5 |
| PP |
3,471.7 |
3,484.7 |
| S1 |
3,468.3 |
3,474.8 |
|