| Trading Metrics calculated at close of trading on 01-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,808.50 |
2,827.75 |
19.25 |
0.7% |
2,808.25 |
| High |
2,831.75 |
2,829.50 |
-2.25 |
-0.1% |
2,853.50 |
| Low |
2,807.25 |
2,810.00 |
2.75 |
0.1% |
2,796.75 |
| Close |
2,821.25 |
2,815.00 |
-6.25 |
-0.2% |
2,821.50 |
| Range |
24.50 |
19.50 |
-5.00 |
-20.4% |
56.75 |
| ATR |
24.56 |
24.20 |
-0.36 |
-1.5% |
0.00 |
| Volume |
1,686 |
2,439 |
753 |
44.7% |
12,602 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,876.75 |
2,865.25 |
2,825.75 |
|
| R3 |
2,857.25 |
2,845.75 |
2,820.25 |
|
| R2 |
2,837.75 |
2,837.75 |
2,818.50 |
|
| R1 |
2,826.25 |
2,826.25 |
2,816.75 |
2,822.25 |
| PP |
2,818.25 |
2,818.25 |
2,818.25 |
2,816.00 |
| S1 |
2,806.75 |
2,806.75 |
2,813.25 |
2,802.75 |
| S2 |
2,798.75 |
2,798.75 |
2,811.50 |
|
| S3 |
2,779.25 |
2,787.25 |
2,809.75 |
|
| S4 |
2,759.75 |
2,767.75 |
2,804.25 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,994.25 |
2,964.50 |
2,852.75 |
|
| R3 |
2,937.50 |
2,907.75 |
2,837.00 |
|
| R2 |
2,880.75 |
2,880.75 |
2,832.00 |
|
| R1 |
2,851.00 |
2,851.00 |
2,826.75 |
2,866.00 |
| PP |
2,824.00 |
2,824.00 |
2,824.00 |
2,831.25 |
| S1 |
2,794.25 |
2,794.25 |
2,816.25 |
2,809.00 |
| S2 |
2,767.25 |
2,767.25 |
2,811.00 |
|
| S3 |
2,710.50 |
2,737.50 |
2,806.00 |
|
| S4 |
2,653.75 |
2,680.75 |
2,790.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,851.25 |
2,802.50 |
48.75 |
1.7% |
23.50 |
0.8% |
26% |
False |
False |
2,188 |
| 10 |
2,853.50 |
2,796.75 |
56.75 |
2.0% |
22.75 |
0.8% |
32% |
False |
False |
2,098 |
| 20 |
2,853.50 |
2,714.75 |
138.75 |
4.9% |
22.25 |
0.8% |
72% |
False |
False |
2,347 |
| 40 |
2,853.50 |
2,696.75 |
156.75 |
5.6% |
25.00 |
0.9% |
75% |
False |
False |
2,329 |
| 60 |
2,853.50 |
2,660.75 |
192.75 |
6.8% |
25.00 |
0.9% |
80% |
False |
False |
1,897 |
| 80 |
2,853.50 |
2,599.50 |
254.00 |
9.0% |
27.25 |
1.0% |
85% |
False |
False |
1,608 |
| 100 |
2,853.50 |
2,561.75 |
291.75 |
10.4% |
31.50 |
1.1% |
87% |
False |
False |
1,518 |
| 120 |
2,853.50 |
2,546.25 |
307.25 |
10.9% |
33.25 |
1.2% |
87% |
False |
False |
1,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.50 |
|
2.618 |
2,880.50 |
|
1.618 |
2,861.00 |
|
1.000 |
2,849.00 |
|
0.618 |
2,841.50 |
|
HIGH |
2,829.50 |
|
0.618 |
2,822.00 |
|
0.500 |
2,819.75 |
|
0.382 |
2,817.50 |
|
LOW |
2,810.00 |
|
0.618 |
2,798.00 |
|
1.000 |
2,790.50 |
|
1.618 |
2,778.50 |
|
2.618 |
2,759.00 |
|
4.250 |
2,727.00 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,819.75 |
2,817.00 |
| PP |
2,818.25 |
2,816.50 |
| S1 |
2,816.50 |
2,815.75 |
|