| 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 |
12,818.0 |
12,680.0 |
-138.0 |
-1.1% |
12,518.5 |
| High |
12,832.0 |
12,692.0 |
-140.0 |
-1.1% |
12,880.5 |
| Low |
12,689.0 |
12,484.5 |
-204.5 |
-1.6% |
12,477.0 |
| Close |
12,737.0 |
12,532.5 |
-204.5 |
-1.6% |
12,865.0 |
| Range |
143.0 |
207.5 |
64.5 |
45.1% |
403.5 |
| ATR |
164.3 |
170.6 |
6.3 |
3.8% |
0.0 |
| Volume |
111,900 |
66,476 |
-45,424 |
-40.6% |
420,766 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,192.2 |
13,069.8 |
12,646.6 |
|
| R3 |
12,984.7 |
12,862.3 |
12,589.6 |
|
| R2 |
12,777.2 |
12,777.2 |
12,570.5 |
|
| R1 |
12,654.8 |
12,654.8 |
12,551.5 |
12,612.3 |
| PP |
12,569.7 |
12,569.7 |
12,569.7 |
12,548.4 |
| S1 |
12,447.3 |
12,447.3 |
12,513.5 |
12,404.8 |
| S2 |
12,362.2 |
12,362.2 |
12,494.5 |
|
| S3 |
12,154.7 |
12,239.8 |
12,475.4 |
|
| S4 |
11,947.2 |
12,032.3 |
12,418.4 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,951.3 |
13,811.7 |
13,086.9 |
|
| R3 |
13,547.8 |
13,408.2 |
12,976.0 |
|
| R2 |
13,144.3 |
13,144.3 |
12,939.0 |
|
| R1 |
13,004.7 |
13,004.7 |
12,902.0 |
13,074.5 |
| PP |
12,740.8 |
12,740.8 |
12,740.8 |
12,775.8 |
| S1 |
12,601.2 |
12,601.2 |
12,828.0 |
12,671.0 |
| S2 |
12,337.3 |
12,337.3 |
12,791.0 |
|
| S3 |
11,933.8 |
12,197.7 |
12,754.0 |
|
| S4 |
11,530.3 |
11,794.2 |
12,643.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,880.5 |
12,484.5 |
396.0 |
3.2% |
131.5 |
1.0% |
12% |
False |
True |
80,849 |
| 10 |
12,880.5 |
12,454.5 |
426.0 |
3.4% |
155.4 |
1.2% |
18% |
False |
False |
83,194 |
| 20 |
12,880.5 |
12,376.5 |
504.0 |
4.0% |
135.8 |
1.1% |
31% |
False |
False |
81,695 |
| 40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
168.7 |
1.3% |
41% |
False |
False |
83,851 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
156.6 |
1.2% |
41% |
False |
False |
56,246 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
149.6 |
1.2% |
41% |
False |
False |
42,211 |
| 100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
154.6 |
1.2% |
55% |
False |
False |
33,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,573.9 |
|
2.618 |
13,235.2 |
|
1.618 |
13,027.7 |
|
1.000 |
12,899.5 |
|
0.618 |
12,820.2 |
|
HIGH |
12,692.0 |
|
0.618 |
12,612.7 |
|
0.500 |
12,588.3 |
|
0.382 |
12,563.8 |
|
LOW |
12,484.5 |
|
0.618 |
12,356.3 |
|
1.000 |
12,277.0 |
|
1.618 |
12,148.8 |
|
2.618 |
11,941.3 |
|
4.250 |
11,602.6 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,588.3 |
12,669.3 |
| PP |
12,569.7 |
12,623.7 |
| S1 |
12,551.1 |
12,578.1 |
|