Trading Metrics calculated at close of trading on 01-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,221.51 |
1,223.80 |
2.29 |
0.2% |
1,231.54 |
High |
1,227.46 |
1,224.45 |
-3.01 |
-0.2% |
1,234.76 |
Low |
1,215.22 |
1,215.81 |
0.59 |
0.0% |
1,217.68 |
Close |
1,223.38 |
1,217.70 |
-5.68 |
-0.5% |
1,222.68 |
Range |
12.24 |
8.64 |
-3.60 |
-29.4% |
17.08 |
ATR |
10.78 |
10.62 |
-0.15 |
-1.4% |
0.00 |
Volume |
10,096 |
10,022 |
-74 |
-0.7% |
51,911 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.24 |
1,240.11 |
1,222.45 |
|
R3 |
1,236.60 |
1,231.47 |
1,220.08 |
|
R2 |
1,227.96 |
1,227.96 |
1,219.28 |
|
R1 |
1,222.83 |
1,222.83 |
1,218.49 |
1,221.08 |
PP |
1,219.32 |
1,219.32 |
1,219.32 |
1,218.44 |
S1 |
1,214.19 |
1,214.19 |
1,216.91 |
1,212.44 |
S2 |
1,210.68 |
1,210.68 |
1,216.12 |
|
S3 |
1,202.04 |
1,205.55 |
1,215.32 |
|
S4 |
1,193.40 |
1,196.91 |
1,212.95 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.28 |
1,266.56 |
1,232.07 |
|
R3 |
1,259.20 |
1,249.48 |
1,227.38 |
|
R2 |
1,242.12 |
1,242.12 |
1,225.81 |
|
R1 |
1,232.40 |
1,232.40 |
1,224.25 |
1,228.72 |
PP |
1,225.04 |
1,225.04 |
1,225.04 |
1,223.20 |
S1 |
1,215.32 |
1,215.32 |
1,221.11 |
1,211.64 |
S2 |
1,207.96 |
1,207.96 |
1,219.55 |
|
S3 |
1,190.88 |
1,198.24 |
1,217.98 |
|
S4 |
1,173.80 |
1,181.16 |
1,213.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.76 |
1,215.22 |
19.54 |
1.6% |
9.55 |
0.8% |
13% |
False |
False |
10,060 |
10 |
1,234.76 |
1,212.11 |
22.65 |
1.9% |
11.25 |
0.9% |
25% |
False |
False |
10,323 |
20 |
1,265.59 |
1,212.11 |
53.48 |
4.4% |
10.76 |
0.9% |
10% |
False |
False |
11,576 |
40 |
1,308.89 |
1,212.11 |
96.78 |
7.9% |
10.57 |
0.9% |
6% |
False |
False |
10,773 |
60 |
1,325.56 |
1,212.11 |
113.45 |
9.3% |
10.32 |
0.8% |
5% |
False |
False |
10,640 |
80 |
1,354.81 |
1,212.11 |
142.70 |
11.7% |
10.64 |
0.9% |
4% |
False |
False |
10,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,261.17 |
2.618 |
1,247.07 |
1.618 |
1,238.43 |
1.000 |
1,233.09 |
0.618 |
1,229.79 |
HIGH |
1,224.45 |
0.618 |
1,221.15 |
0.500 |
1,220.13 |
0.382 |
1,219.11 |
LOW |
1,215.81 |
0.618 |
1,210.47 |
1.000 |
1,207.17 |
1.618 |
1,201.83 |
2.618 |
1,193.19 |
4.250 |
1,179.09 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,220.13 |
1,221.34 |
PP |
1,219.32 |
1,220.13 |
S1 |
1,218.51 |
1,218.91 |
|