Trading Metrics calculated at close of trading on 03-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,214.7 |
1,206.5 |
-8.2 |
-0.7% |
1,222.5 |
High |
1,219.3 |
1,219.0 |
-0.3 |
0.0% |
1,228.1 |
Low |
1,205.8 |
1,205.1 |
-0.7 |
-0.1% |
1,205.1 |
Close |
1,210.6 |
1,214.2 |
3.6 |
0.3% |
1,214.2 |
Range |
13.5 |
13.9 |
0.4 |
3.0% |
23.0 |
ATR |
12.0 |
12.1 |
0.1 |
1.2% |
0.0 |
Volume |
411 |
784 |
373 |
90.8% |
67,182 |
|
Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.5 |
1,248.2 |
1,221.8 |
|
R3 |
1,240.6 |
1,234.3 |
1,218.0 |
|
R2 |
1,226.7 |
1,226.7 |
1,216.7 |
|
R1 |
1,220.4 |
1,220.4 |
1,215.5 |
1,223.6 |
PP |
1,212.8 |
1,212.8 |
1,212.8 |
1,214.3 |
S1 |
1,206.5 |
1,206.5 |
1,212.9 |
1,209.7 |
S2 |
1,198.9 |
1,198.9 |
1,211.7 |
|
S3 |
1,185.0 |
1,192.6 |
1,210.4 |
|
S4 |
1,171.1 |
1,178.7 |
1,206.6 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.8 |
1,272.5 |
1,226.9 |
|
R3 |
1,261.8 |
1,249.5 |
1,220.5 |
|
R2 |
1,238.8 |
1,238.8 |
1,218.4 |
|
R1 |
1,226.5 |
1,226.5 |
1,216.3 |
1,221.2 |
PP |
1,215.8 |
1,215.8 |
1,215.8 |
1,213.1 |
S1 |
1,203.5 |
1,203.5 |
1,212.1 |
1,198.2 |
S2 |
1,192.8 |
1,192.8 |
1,210.0 |
|
S3 |
1,169.8 |
1,180.5 |
1,207.9 |
|
S4 |
1,146.8 |
1,157.5 |
1,201.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,228.1 |
1,205.1 |
23.0 |
1.9% |
11.5 |
0.9% |
40% |
False |
True |
13,436 |
10 |
1,235.3 |
1,205.1 |
30.2 |
2.5% |
11.7 |
1.0% |
30% |
False |
True |
151,186 |
20 |
1,266.9 |
1,205.1 |
61.8 |
5.1% |
12.4 |
1.0% |
15% |
False |
True |
218,698 |
40 |
1,313.0 |
1,205.1 |
107.9 |
8.9% |
11.8 |
1.0% |
8% |
False |
True |
242,374 |
60 |
1,332.4 |
1,205.1 |
127.3 |
10.5% |
11.6 |
1.0% |
7% |
False |
True |
209,692 |
80 |
1,365.1 |
1,205.1 |
160.0 |
13.2% |
11.8 |
1.0% |
6% |
False |
True |
160,745 |
100 |
1,375.1 |
1,205.1 |
170.0 |
14.0% |
12.4 |
1.0% |
5% |
False |
True |
129,615 |
120 |
1,375.1 |
1,205.1 |
170.0 |
14.0% |
12.5 |
1.0% |
5% |
False |
True |
108,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.1 |
2.618 |
1,255.4 |
1.618 |
1,241.5 |
1.000 |
1,232.9 |
0.618 |
1,227.6 |
HIGH |
1,219.0 |
0.618 |
1,213.7 |
0.500 |
1,212.1 |
0.382 |
1,210.4 |
LOW |
1,205.1 |
0.618 |
1,196.5 |
1.000 |
1,191.2 |
1.618 |
1,182.6 |
2.618 |
1,168.7 |
4.250 |
1,146.0 |
|
|
Fisher Pivots for day following 03-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,213.5 |
1,214.4 |
PP |
1,212.8 |
1,214.3 |
S1 |
1,212.1 |
1,214.3 |
|