| 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 |
22,475 |
22,660 |
185 |
0.8% |
22,510 |
| High |
22,710 |
22,830 |
120 |
0.5% |
22,755 |
| Low |
22,355 |
22,560 |
205 |
0.9% |
22,345 |
| Close |
22,640 |
22,650 |
10 |
0.0% |
22,635 |
| Range |
355 |
270 |
-85 |
-23.9% |
410 |
| ATR |
271 |
271 |
0 |
0.0% |
0 |
| Volume |
11,356 |
7,798 |
-3,558 |
-31.3% |
34,538 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,490 |
23,340 |
22,799 |
|
| R3 |
23,220 |
23,070 |
22,724 |
|
| R2 |
22,950 |
22,950 |
22,700 |
|
| R1 |
22,800 |
22,800 |
22,675 |
22,740 |
| PP |
22,680 |
22,680 |
22,680 |
22,650 |
| S1 |
22,530 |
22,530 |
22,625 |
22,470 |
| S2 |
22,410 |
22,410 |
22,601 |
|
| S3 |
22,140 |
22,260 |
22,576 |
|
| S4 |
21,870 |
21,990 |
22,502 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,808 |
23,632 |
22,861 |
|
| R3 |
23,398 |
23,222 |
22,748 |
|
| R2 |
22,988 |
22,988 |
22,710 |
|
| R1 |
22,812 |
22,812 |
22,673 |
22,900 |
| PP |
22,578 |
22,578 |
22,578 |
22,623 |
| S1 |
22,402 |
22,402 |
22,598 |
22,490 |
| S2 |
22,168 |
22,168 |
22,560 |
|
| S3 |
21,758 |
21,992 |
22,522 |
|
| S4 |
21,348 |
21,582 |
22,410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,830 |
22,355 |
475 |
2.1% |
221 |
1.0% |
62% |
True |
False |
7,747 |
| 10 |
22,930 |
22,345 |
585 |
2.6% |
230 |
1.0% |
52% |
False |
False |
7,628 |
| 20 |
22,955 |
21,475 |
1,480 |
6.5% |
265 |
1.2% |
79% |
False |
False |
8,260 |
| 40 |
23,005 |
21,475 |
1,530 |
6.8% |
298 |
1.3% |
77% |
False |
False |
9,177 |
| 60 |
23,040 |
21,475 |
1,565 |
6.9% |
265 |
1.2% |
75% |
False |
False |
6,670 |
| 80 |
23,040 |
21,475 |
1,565 |
6.9% |
241 |
1.1% |
75% |
False |
False |
5,004 |
| 100 |
23,040 |
20,180 |
2,860 |
12.6% |
261 |
1.2% |
86% |
False |
False |
4,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,978 |
|
2.618 |
23,537 |
|
1.618 |
23,267 |
|
1.000 |
23,100 |
|
0.618 |
22,997 |
|
HIGH |
22,830 |
|
0.618 |
22,727 |
|
0.500 |
22,695 |
|
0.382 |
22,663 |
|
LOW |
22,560 |
|
0.618 |
22,393 |
|
1.000 |
22,290 |
|
1.618 |
22,123 |
|
2.618 |
21,853 |
|
4.250 |
21,413 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
22,695 |
22,631 |
| PP |
22,680 |
22,612 |
| S1 |
22,665 |
22,593 |
|