| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,215.8 |
1,218.7 |
2.9 |
0.2% |
1,231.1 |
| High |
1,224.3 |
1,223.8 |
-0.5 |
0.0% |
1,237.8 |
| Low |
1,215.6 |
1,213.6 |
-2.0 |
-0.2% |
1,212.5 |
| Close |
1,218.3 |
1,221.0 |
2.7 |
0.2% |
1,223.2 |
| Range |
8.7 |
10.2 |
1.5 |
17.2% |
25.3 |
| ATR |
11.9 |
11.8 |
-0.1 |
-1.0% |
0.0 |
| Volume |
205,380 |
263,236 |
57,856 |
28.2% |
1,214,876 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,250.1 |
1,245.7 |
1,226.6 |
|
| R3 |
1,239.9 |
1,235.5 |
1,223.8 |
|
| R2 |
1,229.7 |
1,229.7 |
1,222.9 |
|
| R1 |
1,225.3 |
1,225.3 |
1,221.9 |
1,227.5 |
| PP |
1,219.5 |
1,219.5 |
1,219.5 |
1,220.6 |
| S1 |
1,215.1 |
1,215.1 |
1,220.1 |
1,217.3 |
| S2 |
1,209.3 |
1,209.3 |
1,219.1 |
|
| S3 |
1,199.1 |
1,204.9 |
1,218.2 |
|
| S4 |
1,188.9 |
1,194.7 |
1,215.4 |
|
|
| 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 |
1,230.0 |
1,212.5 |
17.5 |
1.4% |
12.2 |
1.0% |
49% |
False |
False |
236,598 |
| 10 |
1,244.6 |
1,212.5 |
32.1 |
2.6% |
11.6 |
0.9% |
26% |
False |
False |
214,045 |
| 20 |
1,259.6 |
1,212.5 |
47.1 |
3.9% |
12.0 |
1.0% |
18% |
False |
False |
130,824 |
| 40 |
1,325.4 |
1,212.5 |
112.9 |
9.2% |
11.7 |
1.0% |
8% |
False |
False |
73,184 |
| 60 |
1,333.4 |
1,212.5 |
120.9 |
9.9% |
11.3 |
0.9% |
7% |
False |
False |
50,838 |
| 80 |
1,377.8 |
1,212.5 |
165.3 |
13.5% |
11.3 |
0.9% |
5% |
False |
False |
39,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,267.2 |
|
2.618 |
1,250.5 |
|
1.618 |
1,240.3 |
|
1.000 |
1,234.0 |
|
0.618 |
1,230.1 |
|
HIGH |
1,223.8 |
|
0.618 |
1,219.9 |
|
0.500 |
1,218.7 |
|
0.382 |
1,217.5 |
|
LOW |
1,213.6 |
|
0.618 |
1,207.3 |
|
1.000 |
1,203.4 |
|
1.618 |
1,197.1 |
|
2.618 |
1,186.9 |
|
4.250 |
1,170.3 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,220.2 |
1,220.6 |
| PP |
1,219.5 |
1,220.2 |
| S1 |
1,218.7 |
1,219.8 |
|