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 |
1,223.80 |
1,215.94 |
-7.86 |
-0.6% |
1,231.54 |
High |
1,224.45 |
1,220.65 |
-3.80 |
-0.3% |
1,234.76 |
Low |
1,215.81 |
1,207.07 |
-8.74 |
-0.7% |
1,217.68 |
Close |
1,217.70 |
1,207.60 |
-10.10 |
-0.8% |
1,222.68 |
Range |
8.64 |
13.58 |
4.94 |
57.2% |
17.08 |
ATR |
10.62 |
10.83 |
0.21 |
2.0% |
0.00 |
Volume |
10,022 |
10,282 |
260 |
2.6% |
51,911 |
|
Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.51 |
1,243.64 |
1,215.07 |
|
R3 |
1,238.93 |
1,230.06 |
1,211.33 |
|
R2 |
1,225.35 |
1,225.35 |
1,210.09 |
|
R1 |
1,216.48 |
1,216.48 |
1,208.84 |
1,214.13 |
PP |
1,211.77 |
1,211.77 |
1,211.77 |
1,210.60 |
S1 |
1,202.90 |
1,202.90 |
1,206.36 |
1,200.55 |
S2 |
1,198.19 |
1,198.19 |
1,205.11 |
|
S3 |
1,184.61 |
1,189.32 |
1,203.87 |
|
S4 |
1,171.03 |
1,175.74 |
1,200.13 |
|
|
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 |
1,227.46 |
1,207.07 |
20.39 |
1.7% |
9.78 |
0.8% |
3% |
False |
True |
9,981 |
10 |
1,234.76 |
1,207.07 |
27.69 |
2.3% |
11.00 |
0.9% |
2% |
False |
True |
10,253 |
20 |
1,265.59 |
1,207.07 |
58.52 |
4.8% |
11.01 |
0.9% |
1% |
False |
True |
11,583 |
40 |
1,308.89 |
1,207.07 |
101.82 |
8.4% |
10.58 |
0.9% |
1% |
False |
True |
10,773 |
60 |
1,325.56 |
1,207.07 |
118.49 |
9.8% |
10.36 |
0.9% |
0% |
False |
True |
10,625 |
80 |
1,354.81 |
1,207.07 |
147.74 |
12.2% |
10.57 |
0.9% |
0% |
False |
True |
10,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.37 |
2.618 |
1,256.20 |
1.618 |
1,242.62 |
1.000 |
1,234.23 |
0.618 |
1,229.04 |
HIGH |
1,220.65 |
0.618 |
1,215.46 |
0.500 |
1,213.86 |
0.382 |
1,212.26 |
LOW |
1,207.07 |
0.618 |
1,198.68 |
1.000 |
1,193.49 |
1.618 |
1,185.10 |
2.618 |
1,171.52 |
4.250 |
1,149.36 |
|
|
Fisher Pivots for day following 02-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,213.86 |
1,217.27 |
PP |
1,211.77 |
1,214.04 |
S1 |
1,209.69 |
1,210.82 |
|