| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,817.50 |
2,833.50 |
16.00 |
0.6% |
2,820.25 |
| High |
2,835.00 |
2,845.25 |
10.25 |
0.4% |
2,845.25 |
| Low |
2,795.50 |
2,829.00 |
33.50 |
1.2% |
2,795.50 |
| Close |
2,832.50 |
2,843.75 |
11.25 |
0.4% |
2,843.75 |
| Range |
39.50 |
16.25 |
-23.25 |
-58.9% |
49.75 |
| ATR |
25.29 |
24.65 |
-0.65 |
-2.6% |
0.00 |
| Volume |
10,305 |
1,427 |
-8,878 |
-86.2% |
17,593 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.00 |
2,882.25 |
2,852.75 |
|
| R3 |
2,871.75 |
2,866.00 |
2,848.25 |
|
| R2 |
2,855.50 |
2,855.50 |
2,846.75 |
|
| R1 |
2,849.75 |
2,849.75 |
2,845.25 |
2,852.50 |
| PP |
2,839.25 |
2,839.25 |
2,839.25 |
2,840.75 |
| S1 |
2,833.50 |
2,833.50 |
2,842.25 |
2,836.50 |
| S2 |
2,823.00 |
2,823.00 |
2,840.75 |
|
| S3 |
2,806.75 |
2,817.25 |
2,839.25 |
|
| S4 |
2,790.50 |
2,801.00 |
2,834.75 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.50 |
2,960.25 |
2,871.00 |
|
| R3 |
2,927.75 |
2,910.50 |
2,857.50 |
|
| R2 |
2,878.00 |
2,878.00 |
2,852.75 |
|
| R1 |
2,860.75 |
2,860.75 |
2,848.25 |
2,869.50 |
| PP |
2,828.25 |
2,828.25 |
2,828.25 |
2,832.50 |
| S1 |
2,811.00 |
2,811.00 |
2,839.25 |
2,819.50 |
| S2 |
2,778.50 |
2,778.50 |
2,834.75 |
|
| S3 |
2,728.75 |
2,761.25 |
2,830.00 |
|
| S4 |
2,679.00 |
2,711.50 |
2,816.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,845.25 |
2,795.50 |
49.75 |
1.7% |
24.50 |
0.9% |
97% |
True |
False |
3,518 |
| 10 |
2,853.50 |
2,795.50 |
58.00 |
2.0% |
24.75 |
0.9% |
83% |
False |
False |
3,019 |
| 20 |
2,853.50 |
2,765.50 |
88.00 |
3.1% |
22.00 |
0.8% |
89% |
False |
False |
2,771 |
| 40 |
2,853.50 |
2,696.75 |
156.75 |
5.5% |
25.25 |
0.9% |
94% |
False |
False |
2,616 |
| 60 |
2,853.50 |
2,683.00 |
170.50 |
6.0% |
25.25 |
0.9% |
94% |
False |
False |
2,084 |
| 80 |
2,853.50 |
2,599.50 |
254.00 |
8.9% |
27.00 |
0.9% |
96% |
False |
False |
1,712 |
| 100 |
2,853.50 |
2,561.75 |
291.75 |
10.3% |
31.50 |
1.1% |
97% |
False |
False |
1,634 |
| 120 |
2,853.50 |
2,561.75 |
291.75 |
10.3% |
32.75 |
1.1% |
97% |
False |
False |
1,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,914.25 |
|
2.618 |
2,887.75 |
|
1.618 |
2,871.50 |
|
1.000 |
2,861.50 |
|
0.618 |
2,855.25 |
|
HIGH |
2,845.25 |
|
0.618 |
2,839.00 |
|
0.500 |
2,837.00 |
|
0.382 |
2,835.25 |
|
LOW |
2,829.00 |
|
0.618 |
2,819.00 |
|
1.000 |
2,812.75 |
|
1.618 |
2,802.75 |
|
2.618 |
2,786.50 |
|
4.250 |
2,760.00 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,841.50 |
2,836.00 |
| PP |
2,839.25 |
2,828.25 |
| S1 |
2,837.00 |
2,820.50 |
|