| 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 |
7,210.00 |
7,293.00 |
83.00 |
1.2% |
7,368.00 |
| High |
7,298.00 |
7,303.75 |
5.75 |
0.1% |
7,530.00 |
| Low |
7,189.25 |
7,241.00 |
51.75 |
0.7% |
7,263.50 |
| Close |
7,244.75 |
7,277.00 |
32.25 |
0.4% |
7,301.25 |
| Range |
108.75 |
62.75 |
-46.00 |
-42.3% |
266.50 |
| ATR |
111.58 |
108.09 |
-3.49 |
-3.1% |
0.00 |
| Volume |
430,194 |
370,601 |
-59,593 |
-13.9% |
1,972,537 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,462.25 |
7,432.25 |
7,311.50 |
|
| R3 |
7,399.50 |
7,369.50 |
7,294.25 |
|
| R2 |
7,336.75 |
7,336.75 |
7,288.50 |
|
| R1 |
7,306.75 |
7,306.75 |
7,282.75 |
7,290.50 |
| PP |
7,274.00 |
7,274.00 |
7,274.00 |
7,265.75 |
| S1 |
7,244.00 |
7,244.00 |
7,271.25 |
7,227.50 |
| S2 |
7,211.25 |
7,211.25 |
7,265.50 |
|
| S3 |
7,148.50 |
7,181.25 |
7,259.75 |
|
| S4 |
7,085.75 |
7,118.50 |
7,242.50 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,164.50 |
7,999.25 |
7,447.75 |
|
| R3 |
7,898.00 |
7,732.75 |
7,374.50 |
|
| R2 |
7,631.50 |
7,631.50 |
7,350.00 |
|
| R1 |
7,466.25 |
7,466.25 |
7,325.75 |
7,415.50 |
| PP |
7,365.00 |
7,365.00 |
7,365.00 |
7,339.50 |
| S1 |
7,199.75 |
7,199.75 |
7,276.75 |
7,149.00 |
| S2 |
7,098.50 |
7,098.50 |
7,252.50 |
|
| S3 |
6,832.00 |
6,933.25 |
7,228.00 |
|
| S4 |
6,565.50 |
6,666.75 |
7,154.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,467.00 |
7,166.75 |
300.25 |
4.1% |
121.25 |
1.7% |
37% |
False |
False |
445,102 |
| 10 |
7,530.00 |
7,166.75 |
363.25 |
5.0% |
108.75 |
1.5% |
30% |
False |
False |
389,521 |
| 20 |
7,530.00 |
7,015.00 |
515.00 |
7.1% |
102.50 |
1.4% |
51% |
False |
False |
348,254 |
| 40 |
7,530.00 |
6,956.00 |
574.00 |
7.9% |
105.00 |
1.4% |
56% |
False |
False |
345,161 |
| 60 |
7,530.00 |
6,794.50 |
735.50 |
10.1% |
96.75 |
1.3% |
66% |
False |
False |
230,571 |
| 80 |
7,530.00 |
6,457.00 |
1,073.00 |
14.7% |
105.50 |
1.4% |
76% |
False |
False |
173,175 |
| 100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.4% |
117.25 |
1.6% |
79% |
False |
False |
138,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,570.50 |
|
2.618 |
7,468.00 |
|
1.618 |
7,405.25 |
|
1.000 |
7,366.50 |
|
0.618 |
7,342.50 |
|
HIGH |
7,303.75 |
|
0.618 |
7,279.75 |
|
0.500 |
7,272.50 |
|
0.382 |
7,265.00 |
|
LOW |
7,241.00 |
|
0.618 |
7,202.25 |
|
1.000 |
7,178.25 |
|
1.618 |
7,139.50 |
|
2.618 |
7,076.75 |
|
4.250 |
6,974.25 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,275.50 |
7,264.00 |
| PP |
7,274.00 |
7,251.00 |
| S1 |
7,272.50 |
7,238.00 |
|