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 |
7,577.5 |
7,568.0 |
-9.5 |
-0.1% |
7,614.5 |
High |
7,594.0 |
7,621.5 |
27.5 |
0.4% |
7,723.5 |
Low |
7,475.0 |
7,529.5 |
54.5 |
0.7% |
7,475.0 |
Close |
7,517.5 |
7,606.0 |
88.5 |
1.2% |
7,606.0 |
Range |
119.0 |
92.0 |
-27.0 |
-22.7% |
248.5 |
ATR |
86.7 |
88.0 |
1.2 |
1.4% |
0.0 |
Volume |
129,885 |
82,511 |
-47,374 |
-36.5% |
527,674 |
|
Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,861.5 |
7,826.0 |
7,656.5 |
|
R3 |
7,769.5 |
7,734.0 |
7,631.5 |
|
R2 |
7,677.5 |
7,677.5 |
7,623.0 |
|
R1 |
7,642.0 |
7,642.0 |
7,614.5 |
7,660.0 |
PP |
7,585.5 |
7,585.5 |
7,585.5 |
7,594.5 |
S1 |
7,550.0 |
7,550.0 |
7,597.5 |
7,568.0 |
S2 |
7,493.5 |
7,493.5 |
7,589.0 |
|
S3 |
7,401.5 |
7,458.0 |
7,580.5 |
|
S4 |
7,309.5 |
7,366.0 |
7,555.5 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,347.0 |
8,225.0 |
7,742.5 |
|
R3 |
8,098.5 |
7,976.5 |
7,674.5 |
|
R2 |
7,850.0 |
7,850.0 |
7,651.5 |
|
R1 |
7,728.0 |
7,728.0 |
7,629.0 |
7,665.0 |
PP |
7,601.5 |
7,601.5 |
7,601.5 |
7,570.0 |
S1 |
7,479.5 |
7,479.5 |
7,583.0 |
7,416.0 |
S2 |
7,353.0 |
7,353.0 |
7,560.5 |
|
S3 |
7,104.5 |
7,231.0 |
7,537.5 |
|
S4 |
6,856.0 |
6,982.5 |
7,469.5 |
|
|
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% |
101.0 |
1.3% |
53% |
False |
False |
105,534 |
10 |
7,723.5 |
7,475.0 |
248.5 |
3.3% |
83.0 |
1.1% |
53% |
False |
False |
92,176 |
20 |
7,723.5 |
7,475.0 |
248.5 |
3.3% |
80.0 |
1.1% |
53% |
False |
False |
86,294 |
40 |
7,729.5 |
7,421.5 |
308.0 |
4.0% |
91.0 |
1.2% |
60% |
False |
False |
108,618 |
60 |
7,810.0 |
7,421.5 |
388.5 |
5.1% |
79.5 |
1.0% |
47% |
False |
False |
77,925 |
80 |
7,810.0 |
7,065.5 |
744.5 |
9.8% |
68.5 |
0.9% |
73% |
False |
False |
58,599 |
100 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
62.0 |
0.8% |
81% |
False |
False |
46,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,012.5 |
2.618 |
7,862.5 |
1.618 |
7,770.5 |
1.000 |
7,713.5 |
0.618 |
7,678.5 |
HIGH |
7,621.5 |
0.618 |
7,586.5 |
0.500 |
7,575.5 |
0.382 |
7,564.5 |
LOW |
7,529.5 |
0.618 |
7,472.5 |
1.000 |
7,437.5 |
1.618 |
7,380.5 |
2.618 |
7,288.5 |
4.250 |
7,138.5 |
|
|
Fisher Pivots for day following 03-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,596.0 |
7,599.5 |
PP |
7,585.5 |
7,593.0 |
S1 |
7,575.5 |
7,586.0 |
|