| 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 |
7,284.25 |
7,392.00 |
107.75 |
1.5% |
7,293.00 |
| High |
7,395.25 |
7,415.00 |
19.75 |
0.3% |
7,415.00 |
| Low |
7,214.25 |
7,362.25 |
148.00 |
2.1% |
7,166.75 |
| Close |
7,385.75 |
7,402.00 |
16.25 |
0.2% |
7,402.00 |
| Range |
181.00 |
52.75 |
-128.25 |
-70.9% |
248.25 |
| ATR |
113.30 |
108.98 |
-4.33 |
-3.8% |
0.00 |
| Volume |
441,069 |
298,355 |
-142,714 |
-32.4% |
2,037,756 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,551.25 |
7,529.50 |
7,431.00 |
|
| R3 |
7,498.50 |
7,476.75 |
7,416.50 |
|
| R2 |
7,445.75 |
7,445.75 |
7,411.75 |
|
| R1 |
7,424.00 |
7,424.00 |
7,406.75 |
7,435.00 |
| PP |
7,393.00 |
7,393.00 |
7,393.00 |
7,398.50 |
| S1 |
7,371.25 |
7,371.25 |
7,397.25 |
7,382.00 |
| S2 |
7,340.25 |
7,340.25 |
7,392.25 |
|
| S3 |
7,287.50 |
7,318.50 |
7,387.50 |
|
| S4 |
7,234.75 |
7,265.75 |
7,373.00 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,072.75 |
7,985.50 |
7,538.50 |
|
| R3 |
7,824.50 |
7,737.25 |
7,470.25 |
|
| R2 |
7,576.25 |
7,576.25 |
7,447.50 |
|
| R1 |
7,489.00 |
7,489.00 |
7,424.75 |
7,532.50 |
| PP |
7,328.00 |
7,328.00 |
7,328.00 |
7,349.75 |
| S1 |
7,240.75 |
7,240.75 |
7,379.25 |
7,284.50 |
| S2 |
7,079.75 |
7,079.75 |
7,356.50 |
|
| S3 |
6,831.50 |
6,992.50 |
7,333.75 |
|
| S4 |
6,583.25 |
6,744.25 |
7,265.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,415.00 |
7,166.75 |
248.25 |
3.4% |
109.50 |
1.5% |
95% |
True |
False |
407,551 |
| 10 |
7,530.00 |
7,166.75 |
363.25 |
4.9% |
119.75 |
1.6% |
65% |
False |
False |
401,029 |
| 20 |
7,530.00 |
7,166.75 |
363.25 |
4.9% |
101.75 |
1.4% |
65% |
False |
False |
350,295 |
| 40 |
7,530.00 |
6,956.00 |
574.00 |
7.8% |
106.00 |
1.4% |
78% |
False |
False |
361,617 |
| 60 |
7,530.00 |
6,855.50 |
674.50 |
9.1% |
98.00 |
1.3% |
81% |
False |
False |
242,884 |
| 80 |
7,530.00 |
6,457.00 |
1,073.00 |
14.5% |
104.75 |
1.4% |
88% |
False |
False |
182,381 |
| 100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.1% |
117.75 |
1.6% |
89% |
False |
False |
146,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,639.25 |
|
2.618 |
7,553.00 |
|
1.618 |
7,500.25 |
|
1.000 |
7,467.75 |
|
0.618 |
7,447.50 |
|
HIGH |
7,415.00 |
|
0.618 |
7,394.75 |
|
0.500 |
7,388.50 |
|
0.382 |
7,382.50 |
|
LOW |
7,362.25 |
|
0.618 |
7,329.75 |
|
1.000 |
7,309.50 |
|
1.618 |
7,277.00 |
|
2.618 |
7,224.25 |
|
4.250 |
7,138.00 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,397.50 |
7,373.00 |
| PP |
7,393.00 |
7,343.75 |
| S1 |
7,388.50 |
7,314.50 |
|