| 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 |
12,680.0 |
12,580.0 |
-100.0 |
-0.8% |
12,784.5 |
| High |
12,692.0 |
12,641.0 |
-51.0 |
-0.4% |
12,854.0 |
| Low |
12,484.5 |
12,552.0 |
67.5 |
0.5% |
12,484.5 |
| Close |
12,532.5 |
12,611.5 |
79.0 |
0.6% |
12,611.5 |
| Range |
207.5 |
89.0 |
-118.5 |
-57.1% |
369.5 |
| ATR |
170.6 |
166.2 |
-4.4 |
-2.6% |
0.0 |
| Volume |
66,476 |
88,375 |
21,899 |
32.9% |
434,289 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,868.5 |
12,829.0 |
12,660.5 |
|
| R3 |
12,779.5 |
12,740.0 |
12,636.0 |
|
| R2 |
12,690.5 |
12,690.5 |
12,627.8 |
|
| R1 |
12,651.0 |
12,651.0 |
12,619.7 |
12,670.8 |
| PP |
12,601.5 |
12,601.5 |
12,601.5 |
12,611.4 |
| S1 |
12,562.0 |
12,562.0 |
12,603.3 |
12,581.8 |
| S2 |
12,512.5 |
12,512.5 |
12,595.2 |
|
| S3 |
12,423.5 |
12,473.0 |
12,587.0 |
|
| S4 |
12,334.5 |
12,384.0 |
12,562.6 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,758.5 |
13,554.5 |
12,814.7 |
|
| R3 |
13,389.0 |
13,185.0 |
12,713.1 |
|
| R2 |
13,019.5 |
13,019.5 |
12,679.2 |
|
| R1 |
12,815.5 |
12,815.5 |
12,645.4 |
12,732.8 |
| PP |
12,650.0 |
12,650.0 |
12,650.0 |
12,608.6 |
| S1 |
12,446.0 |
12,446.0 |
12,577.6 |
12,363.3 |
| S2 |
12,280.5 |
12,280.5 |
12,543.8 |
|
| S3 |
11,911.0 |
12,076.5 |
12,509.9 |
|
| S4 |
11,541.5 |
11,707.0 |
12,408.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,854.0 |
12,484.5 |
369.5 |
2.9% |
129.9 |
1.0% |
34% |
False |
False |
86,857 |
| 10 |
12,880.5 |
12,477.0 |
403.5 |
3.2% |
139.9 |
1.1% |
33% |
False |
False |
85,505 |
| 20 |
12,880.5 |
12,376.5 |
504.0 |
4.0% |
133.7 |
1.1% |
47% |
False |
False |
82,916 |
| 40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
164.7 |
1.3% |
48% |
False |
False |
85,824 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
157.1 |
1.2% |
48% |
False |
False |
57,717 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
149.1 |
1.2% |
48% |
False |
False |
43,315 |
| 100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.6% |
153.6 |
1.2% |
61% |
False |
False |
34,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,019.3 |
|
2.618 |
12,874.0 |
|
1.618 |
12,785.0 |
|
1.000 |
12,730.0 |
|
0.618 |
12,696.0 |
|
HIGH |
12,641.0 |
|
0.618 |
12,607.0 |
|
0.500 |
12,596.5 |
|
0.382 |
12,586.0 |
|
LOW |
12,552.0 |
|
0.618 |
12,497.0 |
|
1.000 |
12,463.0 |
|
1.618 |
12,408.0 |
|
2.618 |
12,319.0 |
|
4.250 |
12,173.8 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,606.5 |
12,658.3 |
| PP |
12,601.5 |
12,642.7 |
| S1 |
12,596.5 |
12,627.1 |
|