| 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 |
1,677.2 |
1,670.6 |
-6.6 |
-0.4% |
1,699.7 |
| High |
1,677.3 |
1,685.7 |
8.4 |
0.5% |
1,711.8 |
| Low |
1,657.6 |
1,656.8 |
-0.8 |
0.0% |
1,661.2 |
| Close |
1,668.1 |
1,684.8 |
16.7 |
1.0% |
1,661.9 |
| Range |
19.7 |
28.9 |
9.2 |
46.7% |
50.6 |
| ATR |
21.1 |
21.7 |
0.6 |
2.6% |
0.0 |
| Volume |
105,726 |
110,415 |
4,689 |
4.4% |
574,155 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,762.5 |
1,752.5 |
1,700.7 |
|
| R3 |
1,733.6 |
1,723.6 |
1,692.7 |
|
| R2 |
1,704.7 |
1,704.7 |
1,690.1 |
|
| R1 |
1,694.7 |
1,694.7 |
1,687.4 |
1,699.7 |
| PP |
1,675.8 |
1,675.8 |
1,675.8 |
1,678.3 |
| S1 |
1,665.8 |
1,665.8 |
1,682.2 |
1,670.8 |
| S2 |
1,646.9 |
1,646.9 |
1,679.5 |
|
| S3 |
1,618.0 |
1,636.9 |
1,676.9 |
|
| S4 |
1,589.1 |
1,608.0 |
1,668.9 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,830.1 |
1,796.6 |
1,689.7 |
|
| R3 |
1,779.5 |
1,746.0 |
1,675.8 |
|
| R2 |
1,728.9 |
1,728.9 |
1,671.2 |
|
| R1 |
1,695.4 |
1,695.4 |
1,666.5 |
1,686.9 |
| PP |
1,678.3 |
1,678.3 |
1,678.3 |
1,674.0 |
| S1 |
1,644.8 |
1,644.8 |
1,657.3 |
1,636.3 |
| S2 |
1,627.7 |
1,627.7 |
1,652.6 |
|
| S3 |
1,577.1 |
1,594.2 |
1,648.0 |
|
| S4 |
1,526.5 |
1,543.6 |
1,634.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,703.3 |
1,653.3 |
50.0 |
3.0% |
27.4 |
1.6% |
63% |
False |
False |
124,449 |
| 10 |
1,711.8 |
1,653.3 |
58.5 |
3.5% |
23.3 |
1.4% |
54% |
False |
False |
115,574 |
| 20 |
1,715.0 |
1,653.3 |
61.7 |
3.7% |
20.6 |
1.2% |
51% |
False |
False |
106,394 |
| 40 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
20.7 |
1.2% |
59% |
False |
False |
128,309 |
| 60 |
1,720.8 |
1,589.0 |
131.8 |
7.8% |
18.9 |
1.1% |
73% |
False |
False |
86,058 |
| 80 |
1,720.8 |
1,532.2 |
188.6 |
11.2% |
19.1 |
1.1% |
81% |
False |
False |
64,552 |
| 100 |
1,720.8 |
1,488.2 |
232.6 |
13.8% |
20.0 |
1.2% |
85% |
False |
False |
51,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,808.5 |
|
2.618 |
1,761.4 |
|
1.618 |
1,732.5 |
|
1.000 |
1,714.6 |
|
0.618 |
1,703.6 |
|
HIGH |
1,685.7 |
|
0.618 |
1,674.7 |
|
0.500 |
1,671.3 |
|
0.382 |
1,667.8 |
|
LOW |
1,656.8 |
|
0.618 |
1,638.9 |
|
1.000 |
1,627.9 |
|
1.618 |
1,610.0 |
|
2.618 |
1,581.1 |
|
4.250 |
1,534.0 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,680.3 |
1,679.7 |
| PP |
1,675.8 |
1,674.6 |
| S1 |
1,671.3 |
1,669.5 |
|