| 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 |
2,814.00 |
2,830.75 |
16.75 |
0.6% |
2,816.00 |
| High |
2,831.25 |
2,841.50 |
10.25 |
0.4% |
2,841.50 |
| Low |
2,791.00 |
2,824.75 |
33.75 |
1.2% |
2,791.00 |
| Close |
2,828.50 |
2,839.50 |
11.00 |
0.4% |
2,839.50 |
| Range |
40.25 |
16.75 |
-23.50 |
-58.4% |
50.50 |
| ATR |
25.79 |
25.14 |
-0.65 |
-2.5% |
0.00 |
| Volume |
1,238,138 |
922,242 |
-315,896 |
-25.5% |
5,795,024 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.50 |
2,879.25 |
2,848.75 |
|
| R3 |
2,868.75 |
2,862.50 |
2,844.00 |
|
| R2 |
2,852.00 |
2,852.00 |
2,842.50 |
|
| R1 |
2,845.75 |
2,845.75 |
2,841.00 |
2,849.00 |
| PP |
2,835.25 |
2,835.25 |
2,835.25 |
2,836.75 |
| S1 |
2,829.00 |
2,829.00 |
2,838.00 |
2,832.00 |
| S2 |
2,818.50 |
2,818.50 |
2,836.50 |
|
| S3 |
2,801.75 |
2,812.25 |
2,835.00 |
|
| S4 |
2,785.00 |
2,795.50 |
2,830.25 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.50 |
2,958.00 |
2,867.25 |
|
| R3 |
2,925.00 |
2,907.50 |
2,853.50 |
|
| R2 |
2,874.50 |
2,874.50 |
2,848.75 |
|
| R1 |
2,857.00 |
2,857.00 |
2,844.25 |
2,865.75 |
| PP |
2,824.00 |
2,824.00 |
2,824.00 |
2,828.50 |
| S1 |
2,806.50 |
2,806.50 |
2,834.75 |
2,815.25 |
| S2 |
2,773.50 |
2,773.50 |
2,830.25 |
|
| S3 |
2,723.00 |
2,756.00 |
2,825.50 |
|
| S4 |
2,672.50 |
2,705.50 |
2,811.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,841.50 |
2,791.00 |
50.50 |
1.8% |
25.25 |
0.9% |
96% |
True |
False |
1,159,004 |
| 10 |
2,849.50 |
2,791.00 |
58.50 |
2.1% |
25.50 |
0.9% |
83% |
False |
False |
1,178,969 |
| 20 |
2,849.50 |
2,761.75 |
87.75 |
3.1% |
22.25 |
0.8% |
89% |
False |
False |
1,097,262 |
| 40 |
2,849.50 |
2,693.25 |
156.25 |
5.5% |
25.75 |
0.9% |
94% |
False |
False |
1,258,963 |
| 60 |
2,849.50 |
2,679.25 |
170.25 |
6.0% |
25.75 |
0.9% |
94% |
False |
False |
861,602 |
| 80 |
2,849.50 |
2,595.75 |
253.75 |
8.9% |
27.75 |
1.0% |
96% |
False |
False |
648,218 |
| 100 |
2,849.50 |
2,556.75 |
292.75 |
10.3% |
32.75 |
1.2% |
97% |
False |
False |
520,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.75 |
|
2.618 |
2,885.25 |
|
1.618 |
2,868.50 |
|
1.000 |
2,858.25 |
|
0.618 |
2,851.75 |
|
HIGH |
2,841.50 |
|
0.618 |
2,835.00 |
|
0.500 |
2,833.00 |
|
0.382 |
2,831.25 |
|
LOW |
2,824.75 |
|
0.618 |
2,814.50 |
|
1.000 |
2,808.00 |
|
1.618 |
2,797.75 |
|
2.618 |
2,781.00 |
|
4.250 |
2,753.50 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,837.50 |
2,831.75 |
| PP |
2,835.25 |
2,824.00 |
| S1 |
2,833.00 |
2,816.25 |
|