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 |
12,580.0 |
12,641.0 |
61.0 |
0.5% |
12,784.5 |
High |
12,641.0 |
12,712.0 |
71.0 |
0.6% |
12,854.0 |
Low |
12,552.0 |
12,528.0 |
-24.0 |
-0.2% |
12,484.5 |
Close |
12,611.5 |
12,577.5 |
-34.0 |
-0.3% |
12,611.5 |
Range |
89.0 |
184.0 |
95.0 |
106.7% |
369.5 |
ATR |
166.2 |
167.4 |
1.3 |
0.8% |
0.0 |
Volume |
88,375 |
71,628 |
-16,747 |
-18.9% |
434,289 |
|
Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,157.8 |
13,051.7 |
12,678.7 |
|
R3 |
12,973.8 |
12,867.7 |
12,628.1 |
|
R2 |
12,789.8 |
12,789.8 |
12,611.2 |
|
R1 |
12,683.7 |
12,683.7 |
12,594.4 |
12,644.8 |
PP |
12,605.8 |
12,605.8 |
12,605.8 |
12,586.4 |
S1 |
12,499.7 |
12,499.7 |
12,560.6 |
12,460.8 |
S2 |
12,421.8 |
12,421.8 |
12,543.8 |
|
S3 |
12,237.8 |
12,315.7 |
12,526.9 |
|
S4 |
12,053.8 |
12,131.7 |
12,476.3 |
|
|
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% |
150.0 |
1.2% |
25% |
False |
False |
84,858 |
10 |
12,880.5 |
12,484.5 |
396.0 |
3.1% |
147.4 |
1.2% |
23% |
False |
False |
83,274 |
20 |
12,880.5 |
12,376.5 |
504.0 |
4.0% |
138.6 |
1.1% |
40% |
False |
False |
82,805 |
40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
164.4 |
1.3% |
45% |
False |
False |
86,177 |
60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
158.9 |
1.3% |
45% |
False |
False |
58,909 |
80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
150.4 |
1.2% |
45% |
False |
False |
44,209 |
100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
154.4 |
1.2% |
59% |
False |
False |
35,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,494.0 |
2.618 |
13,193.7 |
1.618 |
13,009.7 |
1.000 |
12,896.0 |
0.618 |
12,825.7 |
HIGH |
12,712.0 |
0.618 |
12,641.7 |
0.500 |
12,620.0 |
0.382 |
12,598.3 |
LOW |
12,528.0 |
0.618 |
12,414.3 |
1.000 |
12,344.0 |
1.618 |
12,230.3 |
2.618 |
12,046.3 |
4.250 |
11,746.0 |
|
|
Fisher Pivots for day following 06-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
12,620.0 |
12,598.3 |
PP |
12,605.8 |
12,591.3 |
S1 |
12,591.7 |
12,584.4 |
|