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 |
7,293.00 |
7,284.25 |
-8.75 |
-0.1% |
7,368.00 |
High |
7,303.75 |
7,395.25 |
91.50 |
1.3% |
7,530.00 |
Low |
7,241.00 |
7,214.25 |
-26.75 |
-0.4% |
7,263.50 |
Close |
7,277.00 |
7,385.75 |
108.75 |
1.5% |
7,301.25 |
Range |
62.75 |
181.00 |
118.25 |
188.4% |
266.50 |
ATR |
108.09 |
113.30 |
5.21 |
4.8% |
0.00 |
Volume |
370,601 |
441,069 |
70,468 |
19.0% |
1,972,537 |
|
Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,874.75 |
7,811.25 |
7,485.25 |
|
R3 |
7,693.75 |
7,630.25 |
7,435.50 |
|
R2 |
7,512.75 |
7,512.75 |
7,419.00 |
|
R1 |
7,449.25 |
7,449.25 |
7,402.25 |
7,481.00 |
PP |
7,331.75 |
7,331.75 |
7,331.75 |
7,347.50 |
S1 |
7,268.25 |
7,268.25 |
7,369.25 |
7,300.00 |
S2 |
7,150.75 |
7,150.75 |
7,352.50 |
|
S3 |
6,969.75 |
7,087.25 |
7,336.00 |
|
S4 |
6,788.75 |
6,906.25 |
7,286.25 |
|
|
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% |
139.75 |
1.9% |
73% |
False |
False |
454,817 |
10 |
7,530.00 |
7,166.75 |
363.25 |
4.9% |
120.75 |
1.6% |
60% |
False |
False |
401,477 |
20 |
7,530.00 |
7,101.25 |
428.75 |
5.8% |
106.00 |
1.4% |
66% |
False |
False |
351,393 |
40 |
7,530.00 |
6,956.00 |
574.00 |
7.8% |
107.50 |
1.5% |
75% |
False |
False |
355,865 |
60 |
7,530.00 |
6,835.00 |
695.00 |
9.4% |
98.50 |
1.3% |
79% |
False |
False |
237,916 |
80 |
7,530.00 |
6,457.00 |
1,073.00 |
14.5% |
105.50 |
1.4% |
87% |
False |
False |
178,662 |
100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.1% |
118.75 |
1.6% |
88% |
False |
False |
143,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,164.50 |
2.618 |
7,869.00 |
1.618 |
7,688.00 |
1.000 |
7,576.25 |
0.618 |
7,507.00 |
HIGH |
7,395.25 |
0.618 |
7,326.00 |
0.500 |
7,304.75 |
0.382 |
7,283.50 |
LOW |
7,214.25 |
0.618 |
7,102.50 |
1.000 |
7,033.25 |
1.618 |
6,921.50 |
2.618 |
6,740.50 |
4.250 |
6,445.00 |
|
|
Fisher Pivots for day following 02-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,358.75 |
7,354.50 |
PP |
7,331.75 |
7,323.50 |
S1 |
7,304.75 |
7,292.25 |
|