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 |
12,802.0 |
12,818.0 |
16.0 |
0.1% |
12,518.5 |
High |
12,854.0 |
12,832.0 |
-22.0 |
-0.2% |
12,880.5 |
Low |
12,727.5 |
12,689.0 |
-38.5 |
-0.3% |
12,477.0 |
Close |
12,814.5 |
12,737.0 |
-77.5 |
-0.6% |
12,865.0 |
Range |
126.5 |
143.0 |
16.5 |
13.0% |
403.5 |
ATR |
166.0 |
164.3 |
-1.6 |
-1.0% |
0.0 |
Volume |
85,912 |
111,900 |
25,988 |
30.2% |
420,766 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,181.7 |
13,102.3 |
12,815.7 |
|
R3 |
13,038.7 |
12,959.3 |
12,776.3 |
|
R2 |
12,895.7 |
12,895.7 |
12,763.2 |
|
R1 |
12,816.3 |
12,816.3 |
12,750.1 |
12,784.5 |
PP |
12,752.7 |
12,752.7 |
12,752.7 |
12,736.8 |
S1 |
12,673.3 |
12,673.3 |
12,723.9 |
12,641.5 |
S2 |
12,609.7 |
12,609.7 |
12,710.8 |
|
S3 |
12,466.7 |
12,530.3 |
12,697.7 |
|
S4 |
12,323.7 |
12,387.3 |
12,658.4 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,951.3 |
13,811.7 |
13,086.9 |
|
R3 |
13,547.8 |
13,408.2 |
12,976.0 |
|
R2 |
13,144.3 |
13,144.3 |
12,939.0 |
|
R1 |
13,004.7 |
13,004.7 |
12,902.0 |
13,074.5 |
PP |
12,740.8 |
12,740.8 |
12,740.8 |
12,775.8 |
S1 |
12,601.2 |
12,601.2 |
12,828.0 |
12,671.0 |
S2 |
12,337.3 |
12,337.3 |
12,791.0 |
|
S3 |
11,933.8 |
12,197.7 |
12,754.0 |
|
S4 |
11,530.3 |
11,794.2 |
12,643.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,880.5 |
12,670.0 |
210.5 |
1.7% |
121.2 |
1.0% |
32% |
False |
False |
82,715 |
10 |
12,880.5 |
12,454.5 |
426.0 |
3.3% |
145.0 |
1.1% |
66% |
False |
False |
87,414 |
20 |
12,880.5 |
12,294.5 |
586.0 |
4.6% |
136.0 |
1.1% |
76% |
False |
False |
82,003 |
40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.5% |
167.6 |
1.3% |
60% |
False |
False |
82,333 |
60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.6% |
155.3 |
1.2% |
59% |
False |
False |
55,140 |
80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.6% |
148.5 |
1.2% |
59% |
False |
False |
41,380 |
100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.5% |
154.9 |
1.2% |
69% |
False |
False |
33,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,439.8 |
2.618 |
13,206.4 |
1.618 |
13,063.4 |
1.000 |
12,975.0 |
0.618 |
12,920.4 |
HIGH |
12,832.0 |
0.618 |
12,777.4 |
0.500 |
12,760.5 |
0.382 |
12,743.6 |
LOW |
12,689.0 |
0.618 |
12,600.6 |
1.000 |
12,546.0 |
1.618 |
12,457.6 |
2.618 |
12,314.6 |
4.250 |
12,081.3 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
12,760.5 |
12,771.5 |
PP |
12,752.7 |
12,760.0 |
S1 |
12,744.8 |
12,748.5 |
|