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 |
7,688.0 |
7,577.5 |
-110.5 |
-1.4% |
7,597.5 |
High |
7,697.5 |
7,594.0 |
-103.5 |
-1.3% |
7,678.5 |
Low |
7,571.0 |
7,475.0 |
-96.0 |
-1.3% |
7,557.5 |
Close |
7,589.0 |
7,517.5 |
-71.5 |
-0.9% |
7,644.5 |
Range |
126.5 |
119.0 |
-7.5 |
-5.9% |
121.0 |
ATR |
84.3 |
86.7 |
2.5 |
2.9% |
0.0 |
Volume |
125,869 |
129,885 |
4,016 |
3.2% |
394,091 |
|
Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,886.0 |
7,820.5 |
7,583.0 |
|
R3 |
7,767.0 |
7,701.5 |
7,550.0 |
|
R2 |
7,648.0 |
7,648.0 |
7,539.5 |
|
R1 |
7,582.5 |
7,582.5 |
7,528.5 |
7,556.0 |
PP |
7,529.0 |
7,529.0 |
7,529.0 |
7,515.5 |
S1 |
7,463.5 |
7,463.5 |
7,506.5 |
7,437.0 |
S2 |
7,410.0 |
7,410.0 |
7,495.5 |
|
S3 |
7,291.0 |
7,344.5 |
7,485.0 |
|
S4 |
7,172.0 |
7,225.5 |
7,452.0 |
|
|
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 |
7,475.0 |
248.5 |
3.3% |
93.0 |
1.2% |
17% |
False |
True |
103,390 |
10 |
7,723.5 |
7,475.0 |
248.5 |
3.3% |
81.5 |
1.1% |
17% |
False |
True |
92,908 |
20 |
7,723.5 |
7,475.0 |
248.5 |
3.3% |
79.5 |
1.1% |
17% |
False |
True |
85,647 |
40 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
90.5 |
1.2% |
31% |
False |
False |
110,807 |
60 |
7,810.0 |
7,421.5 |
388.5 |
5.2% |
79.0 |
1.0% |
25% |
False |
False |
76,569 |
80 |
7,810.0 |
7,065.5 |
744.5 |
9.9% |
67.5 |
0.9% |
61% |
False |
False |
57,568 |
100 |
7,810.0 |
6,720.5 |
1,089.5 |
14.5% |
61.0 |
0.8% |
73% |
False |
False |
46,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,100.0 |
2.618 |
7,905.5 |
1.618 |
7,786.5 |
1.000 |
7,713.0 |
0.618 |
7,667.5 |
HIGH |
7,594.0 |
0.618 |
7,548.5 |
0.500 |
7,534.5 |
0.382 |
7,520.5 |
LOW |
7,475.0 |
0.618 |
7,401.5 |
1.000 |
7,356.0 |
1.618 |
7,282.5 |
2.618 |
7,163.5 |
4.250 |
6,969.0 |
|
|
Fisher Pivots for day following 02-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,534.5 |
7,599.0 |
PP |
7,529.0 |
7,572.0 |
S1 |
7,523.0 |
7,545.0 |
|