| 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 |
2,824.25 |
2,814.00 |
-10.25 |
-0.4% |
2,805.25 |
| High |
2,825.75 |
2,831.25 |
5.50 |
0.2% |
2,849.50 |
| Low |
2,805.50 |
2,791.00 |
-14.50 |
-0.5% |
2,792.50 |
| Close |
2,810.75 |
2,828.50 |
17.75 |
0.6% |
2,817.50 |
| Range |
20.25 |
40.25 |
20.00 |
98.8% |
57.00 |
| ATR |
24.67 |
25.79 |
1.11 |
4.5% |
0.00 |
| Volume |
1,098,291 |
1,238,138 |
139,847 |
12.7% |
5,994,673 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,937.75 |
2,923.25 |
2,850.75 |
|
| R3 |
2,897.50 |
2,883.00 |
2,839.50 |
|
| R2 |
2,857.25 |
2,857.25 |
2,836.00 |
|
| R1 |
2,842.75 |
2,842.75 |
2,832.25 |
2,850.00 |
| PP |
2,817.00 |
2,817.00 |
2,817.00 |
2,820.50 |
| S1 |
2,802.50 |
2,802.50 |
2,824.75 |
2,809.75 |
| S2 |
2,776.75 |
2,776.75 |
2,821.00 |
|
| S3 |
2,736.50 |
2,762.25 |
2,817.50 |
|
| S4 |
2,696.25 |
2,722.00 |
2,806.25 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.75 |
2,961.25 |
2,848.75 |
|
| R3 |
2,933.75 |
2,904.25 |
2,833.25 |
|
| R2 |
2,876.75 |
2,876.75 |
2,828.00 |
|
| R1 |
2,847.25 |
2,847.25 |
2,822.75 |
2,862.00 |
| PP |
2,819.75 |
2,819.75 |
2,819.75 |
2,827.25 |
| S1 |
2,790.25 |
2,790.25 |
2,812.25 |
2,805.00 |
| S2 |
2,762.75 |
2,762.75 |
2,807.00 |
|
| S3 |
2,705.75 |
2,733.25 |
2,801.75 |
|
| S4 |
2,648.75 |
2,676.25 |
2,786.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,847.00 |
2,791.00 |
56.00 |
2.0% |
29.50 |
1.0% |
67% |
False |
True |
1,272,967 |
| 10 |
2,849.50 |
2,791.00 |
58.50 |
2.1% |
25.50 |
0.9% |
64% |
False |
True |
1,188,111 |
| 20 |
2,849.50 |
2,731.25 |
118.25 |
4.2% |
23.25 |
0.8% |
82% |
False |
False |
1,115,538 |
| 40 |
2,849.50 |
2,693.25 |
156.25 |
5.5% |
25.75 |
0.9% |
87% |
False |
False |
1,255,335 |
| 60 |
2,849.50 |
2,671.00 |
178.50 |
6.3% |
26.00 |
0.9% |
88% |
False |
False |
846,277 |
| 80 |
2,849.50 |
2,595.75 |
253.75 |
9.0% |
28.00 |
1.0% |
92% |
False |
False |
636,732 |
| 100 |
2,849.50 |
2,556.75 |
292.75 |
10.4% |
33.00 |
1.2% |
93% |
False |
False |
511,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.25 |
|
2.618 |
2,936.50 |
|
1.618 |
2,896.25 |
|
1.000 |
2,871.50 |
|
0.618 |
2,856.00 |
|
HIGH |
2,831.25 |
|
0.618 |
2,815.75 |
|
0.500 |
2,811.00 |
|
0.382 |
2,806.50 |
|
LOW |
2,791.00 |
|
0.618 |
2,766.25 |
|
1.000 |
2,750.75 |
|
1.618 |
2,726.00 |
|
2.618 |
2,685.75 |
|
4.250 |
2,620.00 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,822.75 |
2,822.75 |
| PP |
2,817.00 |
2,817.00 |
| S1 |
2,811.00 |
2,811.00 |
|