| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,827.75 |
2,817.50 |
-10.25 |
-0.4% |
2,808.25 |
| High |
2,829.50 |
2,835.00 |
5.50 |
0.2% |
2,853.50 |
| Low |
2,810.00 |
2,795.50 |
-14.50 |
-0.5% |
2,796.75 |
| Close |
2,815.00 |
2,832.50 |
17.50 |
0.6% |
2,821.50 |
| Range |
19.50 |
39.50 |
20.00 |
102.6% |
56.75 |
| ATR |
24.20 |
25.29 |
1.09 |
4.5% |
0.00 |
| Volume |
2,439 |
10,305 |
7,866 |
322.5% |
12,602 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,939.50 |
2,925.50 |
2,854.25 |
|
| R3 |
2,900.00 |
2,886.00 |
2,843.25 |
|
| R2 |
2,860.50 |
2,860.50 |
2,839.75 |
|
| R1 |
2,846.50 |
2,846.50 |
2,836.00 |
2,853.50 |
| PP |
2,821.00 |
2,821.00 |
2,821.00 |
2,824.50 |
| S1 |
2,807.00 |
2,807.00 |
2,829.00 |
2,814.00 |
| S2 |
2,781.50 |
2,781.50 |
2,825.25 |
|
| S3 |
2,742.00 |
2,767.50 |
2,821.75 |
|
| S4 |
2,702.50 |
2,728.00 |
2,810.75 |
|
|
| 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 |
2,795.50 |
55.75 |
2.0% |
29.00 |
1.0% |
66% |
False |
True |
3,648 |
| 10 |
2,853.50 |
2,795.50 |
58.00 |
2.0% |
25.00 |
0.9% |
64% |
False |
True |
2,969 |
| 20 |
2,853.50 |
2,734.75 |
118.75 |
4.2% |
22.75 |
0.8% |
82% |
False |
False |
2,795 |
| 40 |
2,853.50 |
2,696.75 |
156.75 |
5.5% |
25.25 |
0.9% |
87% |
False |
False |
2,584 |
| 60 |
2,853.50 |
2,675.75 |
177.75 |
6.3% |
25.50 |
0.9% |
88% |
False |
False |
2,062 |
| 80 |
2,853.50 |
2,599.50 |
254.00 |
9.0% |
27.25 |
1.0% |
92% |
False |
False |
1,710 |
| 100 |
2,853.50 |
2,561.75 |
291.75 |
10.3% |
31.75 |
1.1% |
93% |
False |
False |
1,620 |
| 120 |
2,853.50 |
2,561.75 |
291.75 |
10.3% |
33.00 |
1.2% |
93% |
False |
False |
1,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,003.00 |
|
2.618 |
2,938.50 |
|
1.618 |
2,899.00 |
|
1.000 |
2,874.50 |
|
0.618 |
2,859.50 |
|
HIGH |
2,835.00 |
|
0.618 |
2,820.00 |
|
0.500 |
2,815.25 |
|
0.382 |
2,810.50 |
|
LOW |
2,795.50 |
|
0.618 |
2,771.00 |
|
1.000 |
2,756.00 |
|
1.618 |
2,731.50 |
|
2.618 |
2,692.00 |
|
4.250 |
2,627.50 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,826.75 |
2,826.75 |
| PP |
2,821.00 |
2,821.00 |
| S1 |
2,815.25 |
2,815.25 |
|