| Trading Metrics calculated at close of trading on 07-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,846.25 |
2,853.00 |
6.75 |
0.2% |
2,820.25 |
| High |
2,857.25 |
2,868.00 |
10.75 |
0.4% |
2,845.25 |
| Low |
2,839.00 |
2,852.75 |
13.75 |
0.5% |
2,795.50 |
| Close |
2,854.25 |
2,864.00 |
9.75 |
0.3% |
2,843.75 |
| Range |
18.25 |
15.25 |
-3.00 |
-16.4% |
49.75 |
| ATR |
24.19 |
23.55 |
-0.64 |
-2.6% |
0.00 |
| Volume |
1,477 |
2,906 |
1,429 |
96.8% |
17,593 |
|
| Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,907.25 |
2,901.00 |
2,872.50 |
|
| R3 |
2,892.00 |
2,885.75 |
2,868.25 |
|
| R2 |
2,876.75 |
2,876.75 |
2,866.75 |
|
| R1 |
2,870.50 |
2,870.50 |
2,865.50 |
2,873.50 |
| PP |
2,861.50 |
2,861.50 |
2,861.50 |
2,863.25 |
| S1 |
2,855.25 |
2,855.25 |
2,862.50 |
2,858.50 |
| S2 |
2,846.25 |
2,846.25 |
2,861.25 |
|
| S3 |
2,831.00 |
2,840.00 |
2,859.75 |
|
| S4 |
2,815.75 |
2,824.75 |
2,855.50 |
|
|
| 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 |
2,868.00 |
2,795.50 |
72.50 |
2.5% |
21.75 |
0.8% |
94% |
True |
False |
3,710 |
| 10 |
2,868.00 |
2,795.50 |
72.50 |
2.5% |
24.25 |
0.8% |
94% |
True |
False |
3,198 |
| 20 |
2,868.00 |
2,769.75 |
98.25 |
3.4% |
21.50 |
0.7% |
96% |
True |
False |
2,752 |
| 40 |
2,868.00 |
2,696.75 |
171.25 |
6.0% |
25.00 |
0.9% |
98% |
True |
False |
2,651 |
| 60 |
2,868.00 |
2,683.00 |
185.00 |
6.5% |
25.00 |
0.9% |
98% |
True |
False |
2,152 |
| 80 |
2,868.00 |
2,599.50 |
268.50 |
9.4% |
26.50 |
0.9% |
99% |
True |
False |
1,754 |
| 100 |
2,868.00 |
2,561.75 |
306.25 |
10.7% |
31.50 |
1.1% |
99% |
True |
False |
1,677 |
| 120 |
2,868.00 |
2,561.75 |
306.25 |
10.7% |
32.25 |
1.1% |
99% |
True |
False |
1,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,932.75 |
|
2.618 |
2,908.00 |
|
1.618 |
2,892.75 |
|
1.000 |
2,883.25 |
|
0.618 |
2,877.50 |
|
HIGH |
2,868.00 |
|
0.618 |
2,862.25 |
|
0.500 |
2,860.50 |
|
0.382 |
2,858.50 |
|
LOW |
2,852.75 |
|
0.618 |
2,843.25 |
|
1.000 |
2,837.50 |
|
1.618 |
2,828.00 |
|
2.618 |
2,812.75 |
|
4.250 |
2,788.00 |
|
|
| Fisher Pivots for day following 07-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,862.75 |
2,858.75 |
| PP |
2,861.50 |
2,853.75 |
| S1 |
2,860.50 |
2,848.50 |
|