| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,686.6 |
1,692.2 |
5.6 |
0.3% |
1,661.6 |
| High |
1,697.3 |
1,692.3 |
-5.0 |
-0.3% |
1,689.5 |
| Low |
1,686.0 |
1,676.6 |
-9.4 |
-0.6% |
1,653.3 |
| Close |
1,691.5 |
1,687.1 |
-4.4 |
-0.3% |
1,675.3 |
| Range |
11.3 |
15.7 |
4.4 |
38.9% |
36.2 |
| ATR |
20.6 |
20.2 |
-0.3 |
-1.7% |
0.0 |
| Volume |
87,892 |
87,229 |
-663 |
-0.8% |
592,742 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,732.4 |
1,725.5 |
1,695.7 |
|
| R3 |
1,716.7 |
1,709.8 |
1,691.4 |
|
| R2 |
1,701.0 |
1,701.0 |
1,690.0 |
|
| R1 |
1,694.1 |
1,694.1 |
1,688.5 |
1,689.7 |
| PP |
1,685.3 |
1,685.3 |
1,685.3 |
1,683.2 |
| S1 |
1,678.4 |
1,678.4 |
1,685.7 |
1,674.0 |
| S2 |
1,669.6 |
1,669.6 |
1,684.2 |
|
| S3 |
1,653.9 |
1,662.7 |
1,682.8 |
|
| S4 |
1,638.2 |
1,647.0 |
1,678.5 |
|
|
| 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% |
18.8 |
1.1% |
75% |
False |
False |
97,030 |
| 10 |
1,707.7 |
1,653.3 |
54.4 |
3.2% |
22.2 |
1.3% |
62% |
False |
False |
111,185 |
| 20 |
1,711.8 |
1,653.3 |
58.5 |
3.5% |
20.0 |
1.2% |
58% |
False |
False |
105,963 |
| 40 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
20.7 |
1.2% |
62% |
False |
False |
119,069 |
| 60 |
1,720.8 |
1,596.6 |
124.2 |
7.4% |
19.0 |
1.1% |
73% |
False |
False |
92,303 |
| 80 |
1,720.8 |
1,532.2 |
188.6 |
11.2% |
19.1 |
1.1% |
82% |
False |
False |
69,232 |
| 100 |
1,720.8 |
1,488.2 |
232.6 |
13.8% |
20.6 |
1.2% |
86% |
False |
False |
55,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,759.0 |
|
2.618 |
1,733.4 |
|
1.618 |
1,717.7 |
|
1.000 |
1,708.0 |
|
0.618 |
1,702.0 |
|
HIGH |
1,692.3 |
|
0.618 |
1,686.3 |
|
0.500 |
1,684.5 |
|
0.382 |
1,682.6 |
|
LOW |
1,676.6 |
|
0.618 |
1,666.9 |
|
1.000 |
1,660.9 |
|
1.618 |
1,651.2 |
|
2.618 |
1,635.5 |
|
4.250 |
1,609.9 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,686.2 |
1,686.1 |
| PP |
1,685.3 |
1,685.1 |
| S1 |
1,684.5 |
1,684.2 |
|