| 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 |
1,222.0 |
1,215.8 |
-6.2 |
-0.5% |
1,231.1 |
| High |
1,226.0 |
1,224.3 |
-1.7 |
-0.1% |
1,237.8 |
| Low |
1,214.4 |
1,215.6 |
1.2 |
0.1% |
1,212.5 |
| Close |
1,217.7 |
1,218.3 |
0.6 |
0.0% |
1,223.2 |
| Range |
11.6 |
8.7 |
-2.9 |
-25.0% |
25.3 |
| ATR |
12.2 |
11.9 |
-0.2 |
-2.0% |
0.0 |
| Volume |
199,536 |
205,380 |
5,844 |
2.9% |
1,214,876 |
|
| Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.5 |
1,240.6 |
1,223.1 |
|
| R3 |
1,236.8 |
1,231.9 |
1,220.7 |
|
| R2 |
1,228.1 |
1,228.1 |
1,219.9 |
|
| R1 |
1,223.2 |
1,223.2 |
1,219.1 |
1,225.7 |
| PP |
1,219.4 |
1,219.4 |
1,219.4 |
1,220.6 |
| S1 |
1,214.5 |
1,214.5 |
1,217.5 |
1,217.0 |
| S2 |
1,210.7 |
1,210.7 |
1,216.7 |
|
| S3 |
1,202.0 |
1,205.8 |
1,215.9 |
|
| S4 |
1,193.3 |
1,197.1 |
1,213.5 |
|
|
| 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 |
1,233.7 |
1,212.5 |
21.2 |
1.7% |
12.1 |
1.0% |
27% |
False |
False |
227,643 |
| 10 |
1,244.6 |
1,212.5 |
32.1 |
2.6% |
11.6 |
1.0% |
18% |
False |
False |
193,616 |
| 20 |
1,268.8 |
1,212.5 |
56.3 |
4.6% |
12.3 |
1.0% |
10% |
False |
False |
120,448 |
| 40 |
1,325.4 |
1,212.5 |
112.9 |
9.3% |
11.7 |
1.0% |
5% |
False |
False |
66,736 |
| 60 |
1,341.1 |
1,212.5 |
128.6 |
10.6% |
11.3 |
0.9% |
5% |
False |
False |
46,520 |
| 80 |
1,377.8 |
1,212.5 |
165.3 |
13.6% |
11.3 |
0.9% |
4% |
False |
False |
35,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,261.3 |
|
2.618 |
1,247.1 |
|
1.618 |
1,238.4 |
|
1.000 |
1,233.0 |
|
0.618 |
1,229.7 |
|
HIGH |
1,224.3 |
|
0.618 |
1,221.0 |
|
0.500 |
1,220.0 |
|
0.382 |
1,218.9 |
|
LOW |
1,215.6 |
|
0.618 |
1,210.2 |
|
1.000 |
1,206.9 |
|
1.618 |
1,201.5 |
|
2.618 |
1,192.8 |
|
4.250 |
1,178.6 |
|
|
| Fisher Pivots for day following 07-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,220.0 |
1,220.5 |
| PP |
1,219.4 |
1,219.8 |
| S1 |
1,218.9 |
1,219.0 |
|