Trading Metrics calculated at close of trading on 02-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,232.7 |
1,224.7 |
-8.0 |
-0.6% |
1,240.7 |
High |
1,233.7 |
1,230.0 |
-3.7 |
-0.3% |
1,244.7 |
Low |
1,224.4 |
1,215.3 |
-9.1 |
-0.7% |
1,226.3 |
Close |
1,227.6 |
1,220.1 |
-7.5 |
-0.6% |
1,232.7 |
Range |
9.3 |
14.7 |
5.4 |
58.1% |
18.4 |
ATR |
11.7 |
11.9 |
0.2 |
1.8% |
0.0 |
Volume |
218,458 |
234,632 |
16,174 |
7.4% |
458,391 |
|
Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.9 |
1,257.7 |
1,228.2 |
|
R3 |
1,251.2 |
1,243.0 |
1,224.1 |
|
R2 |
1,236.5 |
1,236.5 |
1,222.8 |
|
R1 |
1,228.3 |
1,228.3 |
1,221.4 |
1,225.1 |
PP |
1,221.8 |
1,221.8 |
1,221.8 |
1,220.2 |
S1 |
1,213.6 |
1,213.6 |
1,218.8 |
1,210.4 |
S2 |
1,207.1 |
1,207.1 |
1,217.4 |
|
S3 |
1,192.4 |
1,198.9 |
1,216.1 |
|
S4 |
1,177.7 |
1,184.2 |
1,212.0 |
|
|
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 |
1,237.8 |
1,215.3 |
22.5 |
1.8% |
11.1 |
0.9% |
21% |
False |
True |
218,140 |
10 |
1,244.7 |
1,215.3 |
29.4 |
2.4% |
12.2 |
1.0% |
16% |
False |
True |
144,821 |
20 |
1,278.2 |
1,215.3 |
62.9 |
5.2% |
11.9 |
1.0% |
8% |
False |
True |
89,808 |
40 |
1,325.4 |
1,215.3 |
110.1 |
9.0% |
11.4 |
0.9% |
4% |
False |
True |
50,128 |
60 |
1,345.0 |
1,215.3 |
129.7 |
10.6% |
11.2 |
0.9% |
4% |
False |
True |
35,292 |
80 |
1,388.2 |
1,215.3 |
172.9 |
14.2% |
11.6 |
0.9% |
3% |
False |
True |
27,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.5 |
2.618 |
1,268.5 |
1.618 |
1,253.8 |
1.000 |
1,244.7 |
0.618 |
1,239.1 |
HIGH |
1,230.0 |
0.618 |
1,224.4 |
0.500 |
1,222.7 |
0.382 |
1,220.9 |
LOW |
1,215.3 |
0.618 |
1,206.2 |
1.000 |
1,200.6 |
1.618 |
1,191.5 |
2.618 |
1,176.8 |
4.250 |
1,152.8 |
|
|
Fisher Pivots for day following 02-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,222.7 |
1,226.6 |
PP |
1,221.8 |
1,224.4 |
S1 |
1,221.0 |
1,222.3 |
|