| Trading Metrics calculated at close of trading on 06-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,833.50 |
2,846.25 |
12.75 |
0.4% |
2,820.25 |
| High |
2,845.25 |
2,857.25 |
12.00 |
0.4% |
2,845.25 |
| Low |
2,829.00 |
2,839.00 |
10.00 |
0.4% |
2,795.50 |
| Close |
2,843.75 |
2,854.25 |
10.50 |
0.4% |
2,843.75 |
| Range |
16.25 |
18.25 |
2.00 |
12.3% |
49.75 |
| ATR |
24.65 |
24.19 |
-0.46 |
-1.9% |
0.00 |
| Volume |
1,427 |
1,477 |
50 |
3.5% |
17,593 |
|
| Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,905.00 |
2,897.75 |
2,864.25 |
|
| R3 |
2,886.75 |
2,879.50 |
2,859.25 |
|
| R2 |
2,868.50 |
2,868.50 |
2,857.50 |
|
| R1 |
2,861.25 |
2,861.25 |
2,856.00 |
2,865.00 |
| PP |
2,850.25 |
2,850.25 |
2,850.25 |
2,852.00 |
| S1 |
2,843.00 |
2,843.00 |
2,852.50 |
2,846.50 |
| S2 |
2,832.00 |
2,832.00 |
2,851.00 |
|
| S3 |
2,813.75 |
2,824.75 |
2,849.25 |
|
| S4 |
2,795.50 |
2,806.50 |
2,844.25 |
|
|
| 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 |
2,857.25 |
2,795.50 |
61.75 |
2.2% |
23.50 |
0.8% |
95% |
True |
False |
3,466 |
| 10 |
2,857.25 |
2,795.50 |
61.75 |
2.2% |
24.75 |
0.9% |
95% |
True |
False |
3,076 |
| 20 |
2,857.25 |
2,769.75 |
87.50 |
3.1% |
21.50 |
0.8% |
97% |
True |
False |
2,739 |
| 40 |
2,857.25 |
2,696.75 |
160.50 |
5.6% |
25.00 |
0.9% |
98% |
True |
False |
2,634 |
| 60 |
2,857.25 |
2,683.00 |
174.25 |
6.1% |
25.00 |
0.9% |
98% |
True |
False |
2,106 |
| 80 |
2,857.25 |
2,599.50 |
257.75 |
9.0% |
26.75 |
0.9% |
99% |
True |
False |
1,720 |
| 100 |
2,857.25 |
2,561.75 |
295.50 |
10.4% |
31.50 |
1.1% |
99% |
True |
False |
1,648 |
| 120 |
2,857.25 |
2,561.75 |
295.50 |
10.4% |
32.50 |
1.1% |
99% |
True |
False |
1,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,934.75 |
|
2.618 |
2,905.00 |
|
1.618 |
2,886.75 |
|
1.000 |
2,875.50 |
|
0.618 |
2,868.50 |
|
HIGH |
2,857.25 |
|
0.618 |
2,850.25 |
|
0.500 |
2,848.00 |
|
0.382 |
2,846.00 |
|
LOW |
2,839.00 |
|
0.618 |
2,827.75 |
|
1.000 |
2,820.75 |
|
1.618 |
2,809.50 |
|
2.618 |
2,791.25 |
|
4.250 |
2,761.50 |
|
|
| Fisher Pivots for day following 06-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,852.25 |
2,845.00 |
| PP |
2,850.25 |
2,835.75 |
| S1 |
2,848.00 |
2,826.50 |
|