| 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 |
12,641.0 |
12,609.5 |
-31.5 |
-0.2% |
12,784.5 |
| High |
12,712.0 |
12,734.0 |
22.0 |
0.2% |
12,854.0 |
| Low |
12,528.0 |
12,608.5 |
80.5 |
0.6% |
12,484.5 |
| Close |
12,577.5 |
12,653.5 |
76.0 |
0.6% |
12,611.5 |
| Range |
184.0 |
125.5 |
-58.5 |
-31.8% |
369.5 |
| ATR |
167.4 |
166.7 |
-0.8 |
-0.5% |
0.0 |
| Volume |
71,628 |
77,703 |
6,075 |
8.5% |
434,289 |
|
| Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,041.8 |
12,973.2 |
12,722.5 |
|
| R3 |
12,916.3 |
12,847.7 |
12,688.0 |
|
| R2 |
12,790.8 |
12,790.8 |
12,676.5 |
|
| R1 |
12,722.2 |
12,722.2 |
12,665.0 |
12,756.5 |
| PP |
12,665.3 |
12,665.3 |
12,665.3 |
12,682.5 |
| S1 |
12,596.7 |
12,596.7 |
12,642.0 |
12,631.0 |
| S2 |
12,539.8 |
12,539.8 |
12,630.5 |
|
| S3 |
12,414.3 |
12,471.2 |
12,619.0 |
|
| S4 |
12,288.8 |
12,345.7 |
12,584.5 |
|
|
| 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 |
12,832.0 |
12,484.5 |
347.5 |
2.7% |
149.8 |
1.2% |
49% |
False |
False |
83,216 |
| 10 |
12,880.5 |
12,484.5 |
396.0 |
3.1% |
142.5 |
1.1% |
43% |
False |
False |
82,119 |
| 20 |
12,880.5 |
12,376.5 |
504.0 |
4.0% |
139.2 |
1.1% |
55% |
False |
False |
81,909 |
| 40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
163.8 |
1.3% |
52% |
False |
False |
86,081 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
159.6 |
1.3% |
52% |
False |
False |
60,204 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
150.4 |
1.2% |
52% |
False |
False |
45,180 |
| 100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.6% |
155.0 |
1.2% |
64% |
False |
False |
36,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,267.4 |
|
2.618 |
13,062.6 |
|
1.618 |
12,937.1 |
|
1.000 |
12,859.5 |
|
0.618 |
12,811.6 |
|
HIGH |
12,734.0 |
|
0.618 |
12,686.1 |
|
0.500 |
12,671.3 |
|
0.382 |
12,656.4 |
|
LOW |
12,608.5 |
|
0.618 |
12,530.9 |
|
1.000 |
12,483.0 |
|
1.618 |
12,405.4 |
|
2.618 |
12,279.9 |
|
4.250 |
12,075.1 |
|
|
| Fisher Pivots for day following 07-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,671.3 |
12,646.0 |
| PP |
12,665.3 |
12,638.5 |
| S1 |
12,659.4 |
12,631.0 |
|