| Trading Metrics calculated at close of trading on 07-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,841.50 |
2,849.25 |
7.75 |
0.3% |
2,816.00 |
| High |
2,853.50 |
2,863.75 |
10.25 |
0.4% |
2,841.50 |
| Low |
2,835.00 |
2,848.25 |
13.25 |
0.5% |
2,791.00 |
| Close |
2,850.00 |
2,859.75 |
9.75 |
0.3% |
2,839.50 |
| Range |
18.50 |
15.50 |
-3.00 |
-16.2% |
50.50 |
| ATR |
24.67 |
24.01 |
-0.65 |
-2.7% |
0.00 |
| Volume |
797,324 |
780,222 |
-17,102 |
-2.1% |
5,795,024 |
|
| Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,903.75 |
2,897.25 |
2,868.25 |
|
| R3 |
2,888.25 |
2,881.75 |
2,864.00 |
|
| R2 |
2,872.75 |
2,872.75 |
2,862.50 |
|
| R1 |
2,866.25 |
2,866.25 |
2,861.25 |
2,869.50 |
| PP |
2,857.25 |
2,857.25 |
2,857.25 |
2,859.00 |
| S1 |
2,850.75 |
2,850.75 |
2,858.25 |
2,854.00 |
| S2 |
2,841.75 |
2,841.75 |
2,857.00 |
|
| S3 |
2,826.25 |
2,835.25 |
2,855.50 |
|
| S4 |
2,810.75 |
2,819.75 |
2,851.25 |
|
|
| 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 |
2,863.75 |
2,791.00 |
72.75 |
2.5% |
22.25 |
0.8% |
95% |
True |
False |
967,243 |
| 10 |
2,863.75 |
2,791.00 |
72.75 |
2.5% |
24.75 |
0.9% |
95% |
True |
False |
1,120,707 |
| 20 |
2,863.75 |
2,765.75 |
98.00 |
3.4% |
22.00 |
0.8% |
96% |
True |
False |
1,081,337 |
| 40 |
2,863.75 |
2,693.25 |
170.50 |
6.0% |
25.25 |
0.9% |
98% |
True |
False |
1,227,407 |
| 60 |
2,863.75 |
2,679.25 |
184.50 |
6.5% |
25.50 |
0.9% |
98% |
True |
False |
887,665 |
| 80 |
2,863.75 |
2,595.75 |
268.00 |
9.4% |
27.25 |
1.0% |
99% |
True |
False |
667,800 |
| 100 |
2,863.75 |
2,556.75 |
307.00 |
10.7% |
32.50 |
1.1% |
99% |
True |
False |
535,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,929.50 |
|
2.618 |
2,904.25 |
|
1.618 |
2,888.75 |
|
1.000 |
2,879.25 |
|
0.618 |
2,873.25 |
|
HIGH |
2,863.75 |
|
0.618 |
2,857.75 |
|
0.500 |
2,856.00 |
|
0.382 |
2,854.25 |
|
LOW |
2,848.25 |
|
0.618 |
2,838.75 |
|
1.000 |
2,832.75 |
|
1.618 |
2,823.25 |
|
2.618 |
2,807.75 |
|
4.250 |
2,782.50 |
|
|
| Fisher Pivots for day following 07-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,858.50 |
2,854.50 |
| PP |
2,857.25 |
2,849.50 |
| S1 |
2,856.00 |
2,844.25 |
|