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 |
1,230.5 |
1,232.7 |
2.2 |
0.2% |
1,240.7 |
High |
1,237.8 |
1,233.7 |
-4.1 |
-0.3% |
1,244.7 |
Low |
1,222.6 |
1,224.4 |
1.8 |
0.1% |
1,226.3 |
Close |
1,233.6 |
1,227.6 |
-6.0 |
-0.5% |
1,232.7 |
Range |
15.2 |
9.3 |
-5.9 |
-38.8% |
18.4 |
ATR |
11.9 |
11.7 |
-0.2 |
-1.5% |
0.0 |
Volume |
297,825 |
218,458 |
-79,367 |
-26.6% |
458,391 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.5 |
1,251.3 |
1,232.7 |
|
R3 |
1,247.2 |
1,242.0 |
1,230.2 |
|
R2 |
1,237.9 |
1,237.9 |
1,229.3 |
|
R1 |
1,232.7 |
1,232.7 |
1,228.5 |
1,230.7 |
PP |
1,228.6 |
1,228.6 |
1,228.6 |
1,227.5 |
S1 |
1,223.4 |
1,223.4 |
1,226.7 |
1,221.4 |
S2 |
1,219.3 |
1,219.3 |
1,225.9 |
|
S3 |
1,210.0 |
1,214.1 |
1,225.0 |
|
S4 |
1,200.7 |
1,204.8 |
1,222.5 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.8 |
1,279.6 |
1,242.8 |
|
R3 |
1,271.4 |
1,261.2 |
1,237.8 |
|
R2 |
1,253.0 |
1,253.0 |
1,236.1 |
|
R1 |
1,242.8 |
1,242.8 |
1,234.4 |
1,238.7 |
PP |
1,234.6 |
1,234.6 |
1,234.6 |
1,232.5 |
S1 |
1,224.4 |
1,224.4 |
1,231.0 |
1,220.3 |
S2 |
1,216.2 |
1,216.2 |
1,229.3 |
|
S3 |
1,197.8 |
1,206.0 |
1,227.6 |
|
S4 |
1,179.4 |
1,187.6 |
1,222.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,244.6 |
1,222.6 |
22.0 |
1.8% |
10.9 |
0.9% |
23% |
False |
False |
191,493 |
10 |
1,244.7 |
1,221.0 |
23.7 |
1.9% |
12.5 |
1.0% |
28% |
False |
False |
127,918 |
20 |
1,278.2 |
1,221.0 |
57.2 |
4.7% |
11.7 |
1.0% |
12% |
False |
False |
79,627 |
40 |
1,325.4 |
1,221.0 |
104.4 |
8.5% |
11.2 |
0.9% |
6% |
False |
False |
44,409 |
60 |
1,345.0 |
1,221.0 |
124.0 |
10.1% |
11.2 |
0.9% |
5% |
False |
False |
31,452 |
80 |
1,388.2 |
1,221.0 |
167.2 |
13.6% |
11.5 |
0.9% |
4% |
False |
False |
24,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.2 |
2.618 |
1,258.0 |
1.618 |
1,248.7 |
1.000 |
1,243.0 |
0.618 |
1,239.4 |
HIGH |
1,233.7 |
0.618 |
1,230.1 |
0.500 |
1,229.1 |
0.382 |
1,228.0 |
LOW |
1,224.4 |
0.618 |
1,218.7 |
1.000 |
1,215.1 |
1.618 |
1,209.4 |
2.618 |
1,200.1 |
4.250 |
1,184.9 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,229.1 |
1,230.2 |
PP |
1,228.6 |
1,229.3 |
S1 |
1,228.1 |
1,228.5 |
|