Trading Metrics calculated at close of trading on 01-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,628.0 |
7,688.0 |
60.0 |
0.8% |
7,597.5 |
High |
7,723.5 |
7,697.5 |
-26.0 |
-0.3% |
7,678.5 |
Low |
7,622.5 |
7,571.0 |
-51.5 |
-0.7% |
7,557.5 |
Close |
7,703.0 |
7,589.0 |
-114.0 |
-1.5% |
7,644.5 |
Range |
101.0 |
126.5 |
25.5 |
25.2% |
121.0 |
ATR |
80.6 |
84.3 |
3.7 |
4.6% |
0.0 |
Volume |
129,256 |
125,869 |
-3,387 |
-2.6% |
394,091 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,998.5 |
7,920.5 |
7,658.5 |
|
R3 |
7,872.0 |
7,794.0 |
7,624.0 |
|
R2 |
7,745.5 |
7,745.5 |
7,612.0 |
|
R1 |
7,667.5 |
7,667.5 |
7,600.5 |
7,643.0 |
PP |
7,619.0 |
7,619.0 |
7,619.0 |
7,607.0 |
S1 |
7,541.0 |
7,541.0 |
7,577.5 |
7,517.0 |
S2 |
7,492.5 |
7,492.5 |
7,566.0 |
|
S3 |
7,366.0 |
7,414.5 |
7,554.0 |
|
S4 |
7,239.5 |
7,288.0 |
7,519.5 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,990.0 |
7,938.0 |
7,711.0 |
|
R3 |
7,869.0 |
7,817.0 |
7,678.0 |
|
R2 |
7,748.0 |
7,748.0 |
7,666.5 |
|
R1 |
7,696.0 |
7,696.0 |
7,655.5 |
7,722.0 |
PP |
7,627.0 |
7,627.0 |
7,627.0 |
7,640.0 |
S1 |
7,575.0 |
7,575.0 |
7,633.5 |
7,601.0 |
S2 |
7,506.0 |
7,506.0 |
7,622.5 |
|
S3 |
7,385.0 |
7,454.0 |
7,611.0 |
|
S4 |
7,264.0 |
7,333.0 |
7,578.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,723.5 |
7,571.0 |
152.5 |
2.0% |
78.5 |
1.0% |
12% |
False |
True |
93,363 |
10 |
7,723.5 |
7,557.5 |
166.0 |
2.2% |
74.0 |
1.0% |
19% |
False |
False |
88,188 |
20 |
7,723.5 |
7,501.5 |
222.0 |
2.9% |
77.0 |
1.0% |
39% |
False |
False |
82,810 |
40 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
90.0 |
1.2% |
54% |
False |
False |
109,895 |
60 |
7,810.0 |
7,421.5 |
388.5 |
5.1% |
78.5 |
1.0% |
43% |
False |
False |
74,429 |
80 |
7,810.0 |
7,065.5 |
744.5 |
9.8% |
66.5 |
0.9% |
70% |
False |
False |
55,945 |
100 |
7,810.0 |
6,720.5 |
1,089.5 |
14.4% |
60.0 |
0.8% |
80% |
False |
False |
44,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,235.0 |
2.618 |
8,028.5 |
1.618 |
7,902.0 |
1.000 |
7,824.0 |
0.618 |
7,775.5 |
HIGH |
7,697.5 |
0.618 |
7,649.0 |
0.500 |
7,634.0 |
0.382 |
7,619.5 |
LOW |
7,571.0 |
0.618 |
7,493.0 |
1.000 |
7,444.5 |
1.618 |
7,366.5 |
2.618 |
7,240.0 |
4.250 |
7,033.5 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,634.0 |
7,647.0 |
PP |
7,619.0 |
7,628.0 |
S1 |
7,604.0 |
7,608.5 |
|