Trading Metrics calculated at close of trading on 06-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,482.0 |
3,488.0 |
6.0 |
0.2% |
3,501.0 |
High |
3,491.0 |
3,500.0 |
9.0 |
0.3% |
3,533.0 |
Low |
3,466.0 |
3,468.0 |
2.0 |
0.1% |
3,456.0 |
Close |
3,481.0 |
3,477.0 |
-4.0 |
-0.1% |
3,481.0 |
Range |
25.0 |
32.0 |
7.0 |
28.0% |
77.0 |
ATR |
38.0 |
37.6 |
-0.4 |
-1.1% |
0.0 |
Volume |
699,046 |
639,550 |
-59,496 |
-8.5% |
4,260,173 |
|
Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,577.7 |
3,559.3 |
3,494.6 |
|
R3 |
3,545.7 |
3,527.3 |
3,485.8 |
|
R2 |
3,513.7 |
3,513.7 |
3,482.9 |
|
R1 |
3,495.3 |
3,495.3 |
3,479.9 |
3,488.5 |
PP |
3,481.7 |
3,481.7 |
3,481.7 |
3,478.3 |
S1 |
3,463.3 |
3,463.3 |
3,474.1 |
3,456.5 |
S2 |
3,449.7 |
3,449.7 |
3,471.1 |
|
S3 |
3,417.7 |
3,431.3 |
3,468.2 |
|
S4 |
3,385.7 |
3,399.3 |
3,459.4 |
|
|
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% |
31.4 |
0.9% |
27% |
False |
False |
863,249 |
10 |
3,533.0 |
3,453.0 |
80.0 |
2.3% |
30.7 |
0.9% |
30% |
False |
False |
824,862 |
20 |
3,533.0 |
3,406.0 |
127.0 |
3.7% |
31.1 |
0.9% |
56% |
False |
False |
832,184 |
40 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
39.1 |
1.1% |
71% |
False |
False |
980,438 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.7% |
38.8 |
1.1% |
63% |
False |
False |
683,659 |
80 |
3,564.0 |
3,330.0 |
234.0 |
6.7% |
35.5 |
1.0% |
63% |
False |
False |
515,551 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.5% |
37.4 |
1.1% |
78% |
False |
False |
413,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,636.0 |
2.618 |
3,583.8 |
1.618 |
3,551.8 |
1.000 |
3,532.0 |
0.618 |
3,519.8 |
HIGH |
3,500.0 |
0.618 |
3,487.8 |
0.500 |
3,484.0 |
0.382 |
3,480.2 |
LOW |
3,468.0 |
0.618 |
3,448.2 |
1.000 |
3,436.0 |
1.618 |
3,416.2 |
2.618 |
3,384.2 |
4.250 |
3,332.0 |
|
|
Fisher Pivots for day following 06-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,484.0 |
3,478.0 |
PP |
3,481.7 |
3,477.7 |
S1 |
3,479.3 |
3,477.3 |
|