| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,250.3 |
1,260.5 |
10.2 |
0.8% |
1,228.7 |
| High |
1,263.4 |
1,265.0 |
1.6 |
0.1% |
1,255.9 |
| Low |
1,243.2 |
1,253.9 |
10.7 |
0.9% |
1,227.5 |
| Close |
1,249.4 |
1,260.0 |
10.6 |
0.8% |
1,254.9 |
| Range |
20.2 |
11.1 |
-9.1 |
-45.0% |
28.4 |
| ATR |
12.5 |
12.7 |
0.2 |
1.8% |
0.0 |
| Volume |
256,115 |
220,309 |
-35,806 |
-14.0% |
1,135,671 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,292.9 |
1,287.6 |
1,266.1 |
|
| R3 |
1,281.8 |
1,276.5 |
1,263.1 |
|
| R2 |
1,270.7 |
1,270.7 |
1,262.0 |
|
| R1 |
1,265.4 |
1,265.4 |
1,261.0 |
1,262.5 |
| PP |
1,259.6 |
1,259.6 |
1,259.6 |
1,258.2 |
| S1 |
1,254.3 |
1,254.3 |
1,259.0 |
1,251.4 |
| S2 |
1,248.5 |
1,248.5 |
1,258.0 |
|
| S3 |
1,237.4 |
1,243.2 |
1,256.9 |
|
| S4 |
1,226.3 |
1,232.1 |
1,253.9 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,331.3 |
1,321.5 |
1,270.5 |
|
| R3 |
1,302.9 |
1,293.1 |
1,262.7 |
|
| R2 |
1,274.5 |
1,274.5 |
1,260.1 |
|
| R1 |
1,264.7 |
1,264.7 |
1,257.5 |
1,269.6 |
| PP |
1,246.1 |
1,246.1 |
1,246.1 |
1,248.6 |
| S1 |
1,236.3 |
1,236.3 |
1,252.3 |
1,241.2 |
| S2 |
1,217.7 |
1,217.7 |
1,249.7 |
|
| S3 |
1,189.3 |
1,207.9 |
1,247.1 |
|
| S4 |
1,160.9 |
1,179.5 |
1,239.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,265.0 |
1,242.8 |
22.2 |
1.8% |
12.1 |
1.0% |
77% |
True |
False |
232,045 |
| 10 |
1,265.0 |
1,214.0 |
51.0 |
4.0% |
12.0 |
1.0% |
90% |
True |
False |
232,280 |
| 20 |
1,265.0 |
1,204.0 |
61.0 |
4.8% |
12.5 |
1.0% |
92% |
True |
False |
246,750 |
| 40 |
1,298.8 |
1,204.0 |
94.8 |
7.5% |
12.6 |
1.0% |
59% |
False |
False |
227,607 |
| 60 |
1,298.8 |
1,204.0 |
94.8 |
7.5% |
12.7 |
1.0% |
59% |
False |
False |
171,142 |
| 80 |
1,300.3 |
1,204.0 |
96.3 |
7.6% |
12.6 |
1.0% |
58% |
False |
False |
129,556 |
| 100 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.2 |
1.0% |
59% |
False |
False |
104,297 |
| 120 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.2 |
1.0% |
59% |
False |
False |
87,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,312.2 |
|
2.618 |
1,294.1 |
|
1.618 |
1,283.0 |
|
1.000 |
1,276.1 |
|
0.618 |
1,271.9 |
|
HIGH |
1,265.0 |
|
0.618 |
1,260.8 |
|
0.500 |
1,259.5 |
|
0.382 |
1,258.1 |
|
LOW |
1,253.9 |
|
0.618 |
1,247.0 |
|
1.000 |
1,242.8 |
|
1.618 |
1,235.9 |
|
2.618 |
1,224.8 |
|
4.250 |
1,206.7 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,259.8 |
1,258.0 |
| PP |
1,259.6 |
1,256.1 |
| S1 |
1,259.5 |
1,254.1 |
|