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 |
1,224.7 |
1,216.0 |
-8.7 |
-0.7% |
1,231.1 |
High |
1,230.0 |
1,228.5 |
-1.5 |
-0.1% |
1,237.8 |
Low |
1,215.3 |
1,212.5 |
-2.8 |
-0.2% |
1,212.5 |
Close |
1,220.1 |
1,223.2 |
3.1 |
0.3% |
1,223.2 |
Range |
14.7 |
16.0 |
1.3 |
8.8% |
25.3 |
ATR |
11.9 |
12.2 |
0.3 |
2.5% |
0.0 |
Volume |
234,632 |
280,209 |
45,577 |
19.4% |
1,214,876 |
|
Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.4 |
1,262.3 |
1,232.0 |
|
R3 |
1,253.4 |
1,246.3 |
1,227.6 |
|
R2 |
1,237.4 |
1,237.4 |
1,226.1 |
|
R1 |
1,230.3 |
1,230.3 |
1,224.7 |
1,233.9 |
PP |
1,221.4 |
1,221.4 |
1,221.4 |
1,223.2 |
S1 |
1,214.3 |
1,214.3 |
1,221.7 |
1,217.9 |
S2 |
1,205.4 |
1,205.4 |
1,220.3 |
|
S3 |
1,189.4 |
1,198.3 |
1,218.8 |
|
S4 |
1,173.4 |
1,182.3 |
1,214.4 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.4 |
1,287.1 |
1,237.1 |
|
R3 |
1,275.1 |
1,261.8 |
1,230.2 |
|
R2 |
1,249.8 |
1,249.8 |
1,227.8 |
|
R1 |
1,236.5 |
1,236.5 |
1,225.5 |
1,230.5 |
PP |
1,224.5 |
1,224.5 |
1,224.5 |
1,221.5 |
S1 |
1,211.2 |
1,211.2 |
1,220.9 |
1,205.2 |
S2 |
1,199.2 |
1,199.2 |
1,218.6 |
|
S3 |
1,173.9 |
1,185.9 |
1,216.2 |
|
S4 |
1,148.6 |
1,160.6 |
1,209.3 |
|
|
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 |
1,212.5 |
25.3 |
2.1% |
12.3 |
1.0% |
42% |
False |
True |
242,975 |
10 |
1,244.7 |
1,212.5 |
32.2 |
2.6% |
12.1 |
1.0% |
33% |
False |
True |
167,326 |
20 |
1,278.2 |
1,212.5 |
65.7 |
5.4% |
12.5 |
1.0% |
16% |
False |
True |
103,106 |
40 |
1,325.4 |
1,212.5 |
112.9 |
9.2% |
11.6 |
0.9% |
9% |
False |
True |
56,938 |
60 |
1,345.0 |
1,212.5 |
132.5 |
10.8% |
11.3 |
0.9% |
8% |
False |
True |
39,886 |
80 |
1,377.8 |
1,212.5 |
165.3 |
13.5% |
11.4 |
0.9% |
6% |
False |
True |
30,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.5 |
2.618 |
1,270.4 |
1.618 |
1,254.4 |
1.000 |
1,244.5 |
0.618 |
1,238.4 |
HIGH |
1,228.5 |
0.618 |
1,222.4 |
0.500 |
1,220.5 |
0.382 |
1,218.6 |
LOW |
1,212.5 |
0.618 |
1,202.6 |
1.000 |
1,196.5 |
1.618 |
1,186.6 |
2.618 |
1,170.6 |
4.250 |
1,144.5 |
|
|
Fisher Pivots for day following 03-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,222.3 |
1,223.2 |
PP |
1,221.4 |
1,223.1 |
S1 |
1,220.5 |
1,223.1 |
|