| 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 |
2,830.75 |
2,841.50 |
10.75 |
0.4% |
2,816.00 |
| High |
2,841.50 |
2,853.50 |
12.00 |
0.4% |
2,841.50 |
| Low |
2,824.75 |
2,835.00 |
10.25 |
0.4% |
2,791.00 |
| Close |
2,839.50 |
2,850.00 |
10.50 |
0.4% |
2,839.50 |
| Range |
16.75 |
18.50 |
1.75 |
10.4% |
50.50 |
| ATR |
25.14 |
24.67 |
-0.47 |
-1.9% |
0.00 |
| Volume |
922,242 |
797,324 |
-124,918 |
-13.5% |
5,795,024 |
|
| Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.75 |
2,894.25 |
2,860.25 |
|
| R3 |
2,883.25 |
2,875.75 |
2,855.00 |
|
| R2 |
2,864.75 |
2,864.75 |
2,853.50 |
|
| R1 |
2,857.25 |
2,857.25 |
2,851.75 |
2,861.00 |
| PP |
2,846.25 |
2,846.25 |
2,846.25 |
2,848.00 |
| S1 |
2,838.75 |
2,838.75 |
2,848.25 |
2,842.50 |
| S2 |
2,827.75 |
2,827.75 |
2,846.50 |
|
| S3 |
2,809.25 |
2,820.25 |
2,845.00 |
|
| S4 |
2,790.75 |
2,801.75 |
2,839.75 |
|
|
| 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 |
2,853.50 |
2,791.00 |
62.50 |
2.2% |
24.25 |
0.8% |
94% |
True |
False |
1,084,578 |
| 10 |
2,853.50 |
2,791.00 |
62.50 |
2.2% |
25.25 |
0.9% |
94% |
True |
False |
1,177,454 |
| 20 |
2,853.50 |
2,765.75 |
87.75 |
3.1% |
22.00 |
0.8% |
96% |
True |
False |
1,088,611 |
| 40 |
2,853.50 |
2,693.25 |
160.25 |
5.6% |
25.50 |
0.9% |
98% |
True |
False |
1,246,871 |
| 60 |
2,853.50 |
2,679.25 |
174.25 |
6.1% |
25.50 |
0.9% |
98% |
True |
False |
874,759 |
| 80 |
2,853.50 |
2,595.75 |
257.75 |
9.0% |
27.50 |
1.0% |
99% |
True |
False |
658,126 |
| 100 |
2,853.50 |
2,556.75 |
296.75 |
10.4% |
32.75 |
1.1% |
99% |
True |
False |
528,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,932.00 |
|
2.618 |
2,902.00 |
|
1.618 |
2,883.50 |
|
1.000 |
2,872.00 |
|
0.618 |
2,865.00 |
|
HIGH |
2,853.50 |
|
0.618 |
2,846.50 |
|
0.500 |
2,844.25 |
|
0.382 |
2,842.00 |
|
LOW |
2,835.00 |
|
0.618 |
2,823.50 |
|
1.000 |
2,816.50 |
|
1.618 |
2,805.00 |
|
2.618 |
2,786.50 |
|
4.250 |
2,756.50 |
|
|
| Fisher Pivots for day following 06-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,848.00 |
2,840.75 |
| PP |
2,846.25 |
2,831.50 |
| S1 |
2,844.25 |
2,822.25 |
|