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 |
7,607.5 |
7,614.0 |
6.5 |
0.1% |
7,614.5 |
High |
7,635.5 |
7,693.5 |
58.0 |
0.8% |
7,723.5 |
Low |
7,576.0 |
7,601.5 |
25.5 |
0.3% |
7,475.0 |
Close |
7,600.5 |
7,667.0 |
66.5 |
0.9% |
7,606.0 |
Range |
59.5 |
92.0 |
32.5 |
54.6% |
248.5 |
ATR |
85.9 |
86.4 |
0.5 |
0.6% |
0.0 |
Volume |
60,815 |
85,177 |
24,362 |
40.1% |
527,674 |
|
Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,930.0 |
7,890.5 |
7,717.5 |
|
R3 |
7,838.0 |
7,798.5 |
7,692.5 |
|
R2 |
7,746.0 |
7,746.0 |
7,684.0 |
|
R1 |
7,706.5 |
7,706.5 |
7,675.5 |
7,726.0 |
PP |
7,654.0 |
7,654.0 |
7,654.0 |
7,664.0 |
S1 |
7,614.5 |
7,614.5 |
7,658.5 |
7,634.0 |
S2 |
7,562.0 |
7,562.0 |
7,650.0 |
|
S3 |
7,470.0 |
7,522.5 |
7,641.5 |
|
S4 |
7,378.0 |
7,430.5 |
7,616.5 |
|
|
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 |
7,697.5 |
7,475.0 |
222.5 |
2.9% |
98.0 |
1.3% |
86% |
False |
False |
96,851 |
10 |
7,723.5 |
7,475.0 |
248.5 |
3.2% |
83.0 |
1.1% |
77% |
False |
False |
91,545 |
20 |
7,723.5 |
7,475.0 |
248.5 |
3.2% |
81.5 |
1.1% |
77% |
False |
False |
85,733 |
40 |
7,729.5 |
7,421.5 |
308.0 |
4.0% |
90.5 |
1.2% |
80% |
False |
False |
96,528 |
60 |
7,810.0 |
7,421.5 |
388.5 |
5.1% |
81.5 |
1.1% |
63% |
False |
False |
80,358 |
80 |
7,810.0 |
7,065.5 |
744.5 |
9.7% |
70.0 |
0.9% |
81% |
False |
False |
60,424 |
100 |
7,810.0 |
6,720.5 |
1,089.5 |
14.2% |
63.5 |
0.8% |
87% |
False |
False |
48,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,084.5 |
2.618 |
7,934.5 |
1.618 |
7,842.5 |
1.000 |
7,785.5 |
0.618 |
7,750.5 |
HIGH |
7,693.5 |
0.618 |
7,658.5 |
0.500 |
7,647.5 |
0.382 |
7,636.5 |
LOW |
7,601.5 |
0.618 |
7,544.5 |
1.000 |
7,509.5 |
1.618 |
7,452.5 |
2.618 |
7,360.5 |
4.250 |
7,210.5 |
|
|
Fisher Pivots for day following 07-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,660.5 |
7,648.5 |
PP |
7,654.0 |
7,630.0 |
S1 |
7,647.5 |
7,611.5 |
|