| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,853.00 |
2,863.75 |
10.75 |
0.4% |
2,820.25 |
| High |
2,868.00 |
2,866.50 |
-1.50 |
-0.1% |
2,845.25 |
| Low |
2,852.75 |
2,856.75 |
4.00 |
0.1% |
2,795.50 |
| Close |
2,864.00 |
2,859.50 |
-4.50 |
-0.2% |
2,843.75 |
| Range |
15.25 |
9.75 |
-5.50 |
-36.1% |
49.75 |
| ATR |
23.55 |
22.57 |
-0.99 |
-4.2% |
0.00 |
| Volume |
2,906 |
1,485 |
-1,421 |
-48.9% |
17,593 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.25 |
2,884.50 |
2,864.75 |
|
| R3 |
2,880.50 |
2,874.75 |
2,862.25 |
|
| R2 |
2,870.75 |
2,870.75 |
2,861.25 |
|
| R1 |
2,865.00 |
2,865.00 |
2,860.50 |
2,863.00 |
| PP |
2,861.00 |
2,861.00 |
2,861.00 |
2,860.00 |
| S1 |
2,855.25 |
2,855.25 |
2,858.50 |
2,853.25 |
| S2 |
2,851.25 |
2,851.25 |
2,857.75 |
|
| S3 |
2,841.50 |
2,845.50 |
2,856.75 |
|
| S4 |
2,831.75 |
2,835.75 |
2,854.25 |
|
|
| 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 |
2,868.00 |
2,795.50 |
72.50 |
2.5% |
19.75 |
0.7% |
88% |
False |
False |
3,520 |
| 10 |
2,868.00 |
2,795.50 |
72.50 |
2.5% |
21.75 |
0.8% |
88% |
False |
False |
2,854 |
| 20 |
2,868.00 |
2,778.00 |
90.00 |
3.1% |
20.75 |
0.7% |
91% |
False |
False |
2,600 |
| 40 |
2,868.00 |
2,696.75 |
171.25 |
6.0% |
25.00 |
0.9% |
95% |
False |
False |
2,652 |
| 60 |
2,868.00 |
2,683.00 |
185.00 |
6.5% |
24.75 |
0.9% |
95% |
False |
False |
2,127 |
| 80 |
2,868.00 |
2,599.50 |
268.50 |
9.4% |
26.50 |
0.9% |
97% |
False |
False |
1,766 |
| 100 |
2,868.00 |
2,561.75 |
306.25 |
10.7% |
31.50 |
1.1% |
97% |
False |
False |
1,691 |
| 120 |
2,868.00 |
2,561.75 |
306.25 |
10.7% |
32.00 |
1.1% |
97% |
False |
False |
1,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,908.00 |
|
2.618 |
2,892.00 |
|
1.618 |
2,882.25 |
|
1.000 |
2,876.25 |
|
0.618 |
2,872.50 |
|
HIGH |
2,866.50 |
|
0.618 |
2,862.75 |
|
0.500 |
2,861.50 |
|
0.382 |
2,860.50 |
|
LOW |
2,856.75 |
|
0.618 |
2,850.75 |
|
1.000 |
2,847.00 |
|
1.618 |
2,841.00 |
|
2.618 |
2,831.25 |
|
4.250 |
2,815.25 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,861.50 |
2,857.50 |
| PP |
2,861.00 |
2,855.50 |
| S1 |
2,860.25 |
2,853.50 |
|