Trading Metrics calculated at close of trading on 03-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,490.0 |
3,482.0 |
-8.0 |
-0.2% |
3,501.0 |
High |
3,494.0 |
3,491.0 |
-3.0 |
-0.1% |
3,533.0 |
Low |
3,456.0 |
3,466.0 |
10.0 |
0.3% |
3,456.0 |
Close |
3,465.0 |
3,481.0 |
16.0 |
0.5% |
3,481.0 |
Range |
38.0 |
25.0 |
-13.0 |
-34.2% |
77.0 |
ATR |
39.0 |
38.0 |
-0.9 |
-2.4% |
0.0 |
Volume |
1,109,593 |
699,046 |
-410,547 |
-37.0% |
4,260,173 |
|
Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,554.3 |
3,542.7 |
3,494.8 |
|
R3 |
3,529.3 |
3,517.7 |
3,487.9 |
|
R2 |
3,504.3 |
3,504.3 |
3,485.6 |
|
R1 |
3,492.7 |
3,492.7 |
3,483.3 |
3,486.0 |
PP |
3,479.3 |
3,479.3 |
3,479.3 |
3,476.0 |
S1 |
3,467.7 |
3,467.7 |
3,478.7 |
3,461.0 |
S2 |
3,454.3 |
3,454.3 |
3,476.4 |
|
S3 |
3,429.3 |
3,442.7 |
3,474.1 |
|
S4 |
3,404.3 |
3,417.7 |
3,467.3 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,721.0 |
3,678.0 |
3,523.4 |
|
R3 |
3,644.0 |
3,601.0 |
3,502.2 |
|
R2 |
3,567.0 |
3,567.0 |
3,495.1 |
|
R1 |
3,524.0 |
3,524.0 |
3,488.1 |
3,507.0 |
PP |
3,490.0 |
3,490.0 |
3,490.0 |
3,481.5 |
S1 |
3,447.0 |
3,447.0 |
3,473.9 |
3,430.0 |
S2 |
3,413.0 |
3,413.0 |
3,466.9 |
|
S3 |
3,336.0 |
3,370.0 |
3,459.8 |
|
S4 |
3,259.0 |
3,293.0 |
3,438.7 |
|
|
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% |
29.0 |
0.8% |
32% |
False |
False |
852,034 |
10 |
3,533.0 |
3,433.0 |
100.0 |
2.9% |
30.0 |
0.9% |
48% |
False |
False |
831,690 |
20 |
3,533.0 |
3,406.0 |
127.0 |
3.6% |
30.5 |
0.9% |
59% |
False |
False |
830,969 |
40 |
3,537.0 |
3,330.0 |
207.0 |
5.9% |
39.2 |
1.1% |
73% |
False |
False |
980,862 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.7% |
38.7 |
1.1% |
65% |
False |
False |
673,001 |
80 |
3,564.0 |
3,325.0 |
239.0 |
6.9% |
35.3 |
1.0% |
65% |
False |
False |
507,558 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.5% |
37.3 |
1.1% |
79% |
False |
False |
407,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,597.3 |
2.618 |
3,556.5 |
1.618 |
3,531.5 |
1.000 |
3,516.0 |
0.618 |
3,506.5 |
HIGH |
3,491.0 |
0.618 |
3,481.5 |
0.500 |
3,478.5 |
0.382 |
3,475.6 |
LOW |
3,466.0 |
0.618 |
3,450.6 |
1.000 |
3,441.0 |
1.618 |
3,425.6 |
2.618 |
3,400.6 |
4.250 |
3,359.8 |
|
|
Fisher Pivots for day following 03-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,480.2 |
3,492.0 |
PP |
3,479.3 |
3,488.3 |
S1 |
3,478.5 |
3,484.7 |
|