| 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 |
1,670.6 |
1,685.5 |
14.9 |
0.9% |
1,661.6 |
| High |
1,685.7 |
1,689.5 |
3.8 |
0.2% |
1,689.5 |
| Low |
1,656.8 |
1,668.2 |
11.4 |
0.7% |
1,653.3 |
| Close |
1,684.8 |
1,675.3 |
-9.5 |
-0.6% |
1,675.3 |
| Range |
28.9 |
21.3 |
-7.6 |
-26.3% |
36.2 |
| ATR |
21.7 |
21.7 |
0.0 |
-0.1% |
0.0 |
| Volume |
110,415 |
112,683 |
2,268 |
2.1% |
592,742 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,741.6 |
1,729.7 |
1,687.0 |
|
| R3 |
1,720.3 |
1,708.4 |
1,681.2 |
|
| R2 |
1,699.0 |
1,699.0 |
1,679.2 |
|
| R1 |
1,687.1 |
1,687.1 |
1,677.3 |
1,682.4 |
| PP |
1,677.7 |
1,677.7 |
1,677.7 |
1,675.3 |
| S1 |
1,665.8 |
1,665.8 |
1,673.3 |
1,661.1 |
| S2 |
1,656.4 |
1,656.4 |
1,671.4 |
|
| S3 |
1,635.1 |
1,644.5 |
1,669.4 |
|
| S4 |
1,613.8 |
1,623.2 |
1,663.6 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,781.3 |
1,764.5 |
1,695.2 |
|
| R3 |
1,745.1 |
1,728.3 |
1,685.3 |
|
| R2 |
1,708.9 |
1,708.9 |
1,681.9 |
|
| R1 |
1,692.1 |
1,692.1 |
1,678.6 |
1,700.5 |
| PP |
1,672.7 |
1,672.7 |
1,672.7 |
1,676.9 |
| S1 |
1,655.9 |
1,655.9 |
1,672.0 |
1,664.3 |
| S2 |
1,636.5 |
1,636.5 |
1,668.7 |
|
| S3 |
1,600.3 |
1,619.7 |
1,665.3 |
|
| S4 |
1,564.1 |
1,583.5 |
1,655.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,689.5 |
1,653.3 |
36.2 |
2.2% |
23.3 |
1.4% |
61% |
True |
False |
118,548 |
| 10 |
1,711.8 |
1,653.3 |
58.5 |
3.5% |
24.4 |
1.5% |
38% |
False |
False |
116,689 |
| 20 |
1,715.0 |
1,653.3 |
61.7 |
3.7% |
20.5 |
1.2% |
36% |
False |
False |
107,223 |
| 40 |
1,720.8 |
1,632.5 |
88.3 |
5.3% |
20.6 |
1.2% |
48% |
False |
False |
129,133 |
| 60 |
1,720.8 |
1,596.6 |
124.2 |
7.4% |
18.9 |
1.1% |
63% |
False |
False |
87,936 |
| 80 |
1,720.8 |
1,532.2 |
188.6 |
11.3% |
19.1 |
1.1% |
76% |
False |
False |
65,957 |
| 100 |
1,720.8 |
1,488.2 |
232.6 |
13.9% |
20.3 |
1.2% |
80% |
False |
False |
52,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,780.0 |
|
2.618 |
1,745.3 |
|
1.618 |
1,724.0 |
|
1.000 |
1,710.8 |
|
0.618 |
1,702.7 |
|
HIGH |
1,689.5 |
|
0.618 |
1,681.4 |
|
0.500 |
1,678.9 |
|
0.382 |
1,676.3 |
|
LOW |
1,668.2 |
|
0.618 |
1,655.0 |
|
1.000 |
1,646.9 |
|
1.618 |
1,633.7 |
|
2.618 |
1,612.4 |
|
4.250 |
1,577.7 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,678.9 |
1,674.6 |
| PP |
1,677.7 |
1,673.9 |
| S1 |
1,676.5 |
1,673.2 |
|