| Trading Metrics calculated at close of trading on 07-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,676.7 |
1,686.6 |
9.9 |
0.6% |
1,661.6 |
| High |
1,687.6 |
1,697.3 |
9.7 |
0.6% |
1,689.5 |
| Low |
1,671.0 |
1,686.0 |
15.0 |
0.9% |
1,653.3 |
| Close |
1,686.9 |
1,691.5 |
4.6 |
0.3% |
1,675.3 |
| Range |
16.6 |
11.3 |
-5.3 |
-31.9% |
36.2 |
| ATR |
21.3 |
20.6 |
-0.7 |
-3.4% |
0.0 |
| Volume |
86,933 |
87,892 |
959 |
1.1% |
592,742 |
|
| Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,725.5 |
1,719.8 |
1,697.7 |
|
| R3 |
1,714.2 |
1,708.5 |
1,694.6 |
|
| R2 |
1,702.9 |
1,702.9 |
1,693.6 |
|
| R1 |
1,697.2 |
1,697.2 |
1,692.5 |
1,700.1 |
| PP |
1,691.6 |
1,691.6 |
1,691.6 |
1,693.0 |
| S1 |
1,685.9 |
1,685.9 |
1,690.5 |
1,688.8 |
| S2 |
1,680.3 |
1,680.3 |
1,689.4 |
|
| S3 |
1,669.0 |
1,674.6 |
1,688.4 |
|
| S4 |
1,657.7 |
1,663.3 |
1,685.3 |
|
|
| 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 |
1,697.3 |
1,656.8 |
40.5 |
2.4% |
19.6 |
1.2% |
86% |
True |
False |
100,729 |
| 10 |
1,707.7 |
1,653.3 |
54.4 |
3.2% |
22.3 |
1.3% |
70% |
False |
False |
114,069 |
| 20 |
1,711.8 |
1,653.3 |
58.5 |
3.5% |
20.1 |
1.2% |
65% |
False |
False |
107,458 |
| 40 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
20.7 |
1.2% |
67% |
False |
False |
121,632 |
| 60 |
1,720.8 |
1,596.6 |
124.2 |
7.3% |
19.0 |
1.1% |
76% |
False |
False |
90,849 |
| 80 |
1,720.8 |
1,532.2 |
188.6 |
11.1% |
19.1 |
1.1% |
84% |
False |
False |
68,142 |
| 100 |
1,720.8 |
1,488.2 |
232.6 |
13.8% |
20.5 |
1.2% |
87% |
False |
False |
54,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,745.3 |
|
2.618 |
1,726.9 |
|
1.618 |
1,715.6 |
|
1.000 |
1,708.6 |
|
0.618 |
1,704.3 |
|
HIGH |
1,697.3 |
|
0.618 |
1,693.0 |
|
0.500 |
1,691.7 |
|
0.382 |
1,690.3 |
|
LOW |
1,686.0 |
|
0.618 |
1,679.0 |
|
1.000 |
1,674.7 |
|
1.618 |
1,667.7 |
|
2.618 |
1,656.4 |
|
4.250 |
1,638.0 |
|
|
| Fisher Pivots for day following 07-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,691.7 |
1,688.6 |
| PP |
1,691.6 |
1,685.7 |
| S1 |
1,691.6 |
1,682.8 |
|