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 |
1,216.0 |
1,222.0 |
6.0 |
0.5% |
1,231.1 |
High |
1,228.5 |
1,226.0 |
-2.5 |
-0.2% |
1,237.8 |
Low |
1,212.5 |
1,214.4 |
1.9 |
0.2% |
1,212.5 |
Close |
1,223.2 |
1,217.7 |
-5.5 |
-0.4% |
1,223.2 |
Range |
16.0 |
11.6 |
-4.4 |
-27.5% |
25.3 |
ATR |
12.2 |
12.2 |
0.0 |
-0.4% |
0.0 |
Volume |
280,209 |
199,536 |
-80,673 |
-28.8% |
1,214,876 |
|
Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.2 |
1,247.5 |
1,224.1 |
|
R3 |
1,242.6 |
1,235.9 |
1,220.9 |
|
R2 |
1,231.0 |
1,231.0 |
1,219.8 |
|
R1 |
1,224.3 |
1,224.3 |
1,218.8 |
1,221.9 |
PP |
1,219.4 |
1,219.4 |
1,219.4 |
1,218.1 |
S1 |
1,212.7 |
1,212.7 |
1,216.6 |
1,210.3 |
S2 |
1,207.8 |
1,207.8 |
1,215.6 |
|
S3 |
1,196.2 |
1,201.1 |
1,214.5 |
|
S4 |
1,184.6 |
1,189.5 |
1,211.3 |
|
|
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% |
13.4 |
1.1% |
21% |
False |
False |
246,132 |
10 |
1,244.6 |
1,212.5 |
32.1 |
2.6% |
11.9 |
1.0% |
16% |
False |
False |
179,687 |
20 |
1,272.3 |
1,212.5 |
59.8 |
4.9% |
12.5 |
1.0% |
9% |
False |
False |
111,462 |
40 |
1,325.4 |
1,212.5 |
112.9 |
9.3% |
11.7 |
1.0% |
5% |
False |
False |
61,701 |
60 |
1,345.0 |
1,212.5 |
132.5 |
10.9% |
11.3 |
0.9% |
4% |
False |
False |
43,156 |
80 |
1,377.8 |
1,212.5 |
165.3 |
13.6% |
11.3 |
0.9% |
3% |
False |
False |
33,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.3 |
2.618 |
1,256.4 |
1.618 |
1,244.8 |
1.000 |
1,237.6 |
0.618 |
1,233.2 |
HIGH |
1,226.0 |
0.618 |
1,221.6 |
0.500 |
1,220.2 |
0.382 |
1,218.8 |
LOW |
1,214.4 |
0.618 |
1,207.2 |
1.000 |
1,202.8 |
1.618 |
1,195.6 |
2.618 |
1,184.0 |
4.250 |
1,165.1 |
|
|
Fisher Pivots for day following 06-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,220.2 |
1,221.3 |
PP |
1,219.4 |
1,220.1 |
S1 |
1,218.5 |
1,218.9 |
|