Trading Metrics calculated at close of trading on 08-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
7,442.50 |
7,478.25 |
35.75 |
0.5% |
7,293.00 |
High |
7,486.75 |
7,496.00 |
9.25 |
0.1% |
7,415.00 |
Low |
7,440.25 |
7,442.50 |
2.25 |
0.0% |
7,166.75 |
Close |
7,477.25 |
7,471.50 |
-5.75 |
-0.1% |
7,402.00 |
Range |
46.50 |
53.50 |
7.00 |
15.1% |
248.25 |
ATR |
101.42 |
97.99 |
-3.42 |
-3.4% |
0.00 |
Volume |
260,630 |
250,480 |
-10,150 |
-3.9% |
2,037,756 |
|
Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,630.50 |
7,604.50 |
7,501.00 |
|
R3 |
7,577.00 |
7,551.00 |
7,486.25 |
|
R2 |
7,523.50 |
7,523.50 |
7,481.25 |
|
R1 |
7,497.50 |
7,497.50 |
7,476.50 |
7,483.75 |
PP |
7,470.00 |
7,470.00 |
7,470.00 |
7,463.00 |
S1 |
7,444.00 |
7,444.00 |
7,466.50 |
7,430.25 |
S2 |
7,416.50 |
7,416.50 |
7,461.75 |
|
S3 |
7,363.00 |
7,390.50 |
7,456.75 |
|
S4 |
7,309.50 |
7,337.00 |
7,442.00 |
|
|
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 |
7,496.00 |
7,214.25 |
281.75 |
3.8% |
79.25 |
1.1% |
91% |
True |
False |
300,140 |
10 |
7,496.00 |
7,166.75 |
329.25 |
4.4% |
100.25 |
1.3% |
93% |
True |
False |
372,621 |
20 |
7,530.00 |
7,166.75 |
363.25 |
4.9% |
98.25 |
1.3% |
84% |
False |
False |
341,857 |
40 |
7,530.00 |
6,956.00 |
574.00 |
7.7% |
104.50 |
1.4% |
90% |
False |
False |
360,818 |
60 |
7,530.00 |
6,855.50 |
674.50 |
9.0% |
97.50 |
1.3% |
91% |
False |
False |
255,551 |
80 |
7,530.00 |
6,457.00 |
1,073.00 |
14.4% |
103.25 |
1.4% |
95% |
False |
False |
191,859 |
100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.0% |
117.50 |
1.6% |
95% |
False |
False |
153,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,723.50 |
2.618 |
7,636.00 |
1.618 |
7,582.50 |
1.000 |
7,549.50 |
0.618 |
7,529.00 |
HIGH |
7,496.00 |
0.618 |
7,475.50 |
0.500 |
7,469.25 |
0.382 |
7,463.00 |
LOW |
7,442.50 |
0.618 |
7,409.50 |
1.000 |
7,389.00 |
1.618 |
7,356.00 |
2.618 |
7,302.50 |
4.250 |
7,215.00 |
|
|
Fisher Pivots for day following 08-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
7,470.75 |
7,461.50 |
PP |
7,470.00 |
7,451.75 |
S1 |
7,469.25 |
7,441.75 |
|