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 |
1,239.1 |
1,231.7 |
-7.4 |
-0.6% |
1,248.1 |
High |
1,239.1 |
1,234.2 |
-4.9 |
-0.4% |
1,250.0 |
Low |
1,230.7 |
1,222.3 |
-8.4 |
-0.7% |
1,232.9 |
Close |
1,233.4 |
1,225.8 |
-7.6 |
-0.6% |
1,238.4 |
Range |
8.4 |
11.9 |
3.5 |
41.7% |
17.1 |
ATR |
10.1 |
10.2 |
0.1 |
1.3% |
0.0 |
Volume |
973 |
1,464 |
491 |
50.5% |
12,214 |
|
Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.1 |
1,256.4 |
1,232.3 |
|
R3 |
1,251.2 |
1,244.5 |
1,229.1 |
|
R2 |
1,239.3 |
1,239.3 |
1,228.0 |
|
R1 |
1,232.6 |
1,232.6 |
1,226.9 |
1,230.0 |
PP |
1,227.4 |
1,227.4 |
1,227.4 |
1,226.2 |
S1 |
1,220.7 |
1,220.7 |
1,224.7 |
1,218.1 |
S2 |
1,215.5 |
1,215.5 |
1,223.6 |
|
S3 |
1,203.6 |
1,208.8 |
1,222.5 |
|
S4 |
1,191.7 |
1,196.9 |
1,219.3 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.7 |
1,282.2 |
1,247.8 |
|
R3 |
1,274.6 |
1,265.1 |
1,243.1 |
|
R2 |
1,257.5 |
1,257.5 |
1,241.5 |
|
R1 |
1,248.0 |
1,248.0 |
1,240.0 |
1,244.2 |
PP |
1,240.4 |
1,240.4 |
1,240.4 |
1,238.6 |
S1 |
1,230.9 |
1,230.9 |
1,236.8 |
1,227.1 |
S2 |
1,223.3 |
1,223.3 |
1,235.3 |
|
S3 |
1,206.2 |
1,213.8 |
1,233.7 |
|
S4 |
1,189.1 |
1,196.7 |
1,229.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,242.8 |
1,222.3 |
20.5 |
1.7% |
9.5 |
0.8% |
17% |
False |
True |
1,696 |
10 |
1,250.0 |
1,222.3 |
27.7 |
2.3% |
10.4 |
0.8% |
13% |
False |
True |
2,232 |
20 |
1,284.1 |
1,222.3 |
61.8 |
5.0% |
10.4 |
0.8% |
6% |
False |
True |
2,551 |
40 |
1,330.4 |
1,222.3 |
108.1 |
8.8% |
9.3 |
0.8% |
3% |
False |
True |
1,730 |
60 |
1,351.2 |
1,222.3 |
128.9 |
10.5% |
8.7 |
0.7% |
3% |
False |
True |
1,430 |
80 |
1,393.7 |
1,222.3 |
171.4 |
14.0% |
8.4 |
0.7% |
2% |
False |
True |
1,137 |
100 |
1,393.7 |
1,222.3 |
171.4 |
14.0% |
8.4 |
0.7% |
2% |
False |
True |
938 |
120 |
1,393.7 |
1,222.3 |
171.4 |
14.0% |
8.2 |
0.7% |
2% |
False |
True |
809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.8 |
2.618 |
1,265.4 |
1.618 |
1,253.5 |
1.000 |
1,246.1 |
0.618 |
1,241.6 |
HIGH |
1,234.2 |
0.618 |
1,229.7 |
0.500 |
1,228.3 |
0.382 |
1,226.8 |
LOW |
1,222.3 |
0.618 |
1,214.9 |
1.000 |
1,210.4 |
1.618 |
1,203.0 |
2.618 |
1,191.1 |
4.250 |
1,171.7 |
|
|
Fisher Pivots for day following 02-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,228.3 |
1,232.6 |
PP |
1,227.4 |
1,230.3 |
S1 |
1,226.6 |
1,228.1 |
|