Trading Metrics calculated at close of trading on 06-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,392.00 |
7,404.25 |
12.25 |
0.2% |
7,293.00 |
High |
7,415.00 |
7,449.75 |
34.75 |
0.5% |
7,415.00 |
Low |
7,362.25 |
7,387.50 |
25.25 |
0.3% |
7,166.75 |
Close |
7,402.00 |
7,444.00 |
42.00 |
0.6% |
7,402.00 |
Range |
52.75 |
62.25 |
9.50 |
18.0% |
248.25 |
ATR |
108.98 |
105.64 |
-3.34 |
-3.1% |
0.00 |
Volume |
298,355 |
250,166 |
-48,189 |
-16.2% |
2,037,756 |
|
Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,613.75 |
7,591.25 |
7,478.25 |
|
R3 |
7,551.50 |
7,529.00 |
7,461.00 |
|
R2 |
7,489.25 |
7,489.25 |
7,455.50 |
|
R1 |
7,466.75 |
7,466.75 |
7,449.75 |
7,478.00 |
PP |
7,427.00 |
7,427.00 |
7,427.00 |
7,432.75 |
S1 |
7,404.50 |
7,404.50 |
7,438.25 |
7,415.75 |
S2 |
7,364.75 |
7,364.75 |
7,432.50 |
|
S3 |
7,302.50 |
7,342.25 |
7,427.00 |
|
S4 |
7,240.25 |
7,280.00 |
7,409.75 |
|
|
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 |
7,449.75 |
7,189.25 |
260.50 |
3.5% |
93.50 |
1.3% |
98% |
True |
False |
358,077 |
10 |
7,530.00 |
7,166.75 |
363.25 |
4.9% |
113.75 |
1.5% |
76% |
False |
False |
397,324 |
20 |
7,530.00 |
7,166.75 |
363.25 |
4.9% |
101.50 |
1.4% |
76% |
False |
False |
349,307 |
40 |
7,530.00 |
6,956.00 |
574.00 |
7.7% |
105.50 |
1.4% |
85% |
False |
False |
361,880 |
60 |
7,530.00 |
6,855.50 |
674.50 |
9.1% |
97.75 |
1.3% |
87% |
False |
False |
247,045 |
80 |
7,530.00 |
6,457.00 |
1,073.00 |
14.4% |
104.25 |
1.4% |
92% |
False |
False |
185,497 |
100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.0% |
117.50 |
1.6% |
93% |
False |
False |
148,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,714.25 |
2.618 |
7,612.75 |
1.618 |
7,550.50 |
1.000 |
7,512.00 |
0.618 |
7,488.25 |
HIGH |
7,449.75 |
0.618 |
7,426.00 |
0.500 |
7,418.50 |
0.382 |
7,411.25 |
LOW |
7,387.50 |
0.618 |
7,349.00 |
1.000 |
7,325.25 |
1.618 |
7,286.75 |
2.618 |
7,224.50 |
4.250 |
7,123.00 |
|
|
Fisher Pivots for day following 06-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,435.50 |
7,406.75 |
PP |
7,427.00 |
7,369.25 |
S1 |
7,418.50 |
7,332.00 |
|