| Trading Metrics calculated at close of trading on 02-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,268.4 |
1,268.5 |
0.1 |
0.0% |
1,255.5 |
| High |
1,273.3 |
1,272.3 |
-1.0 |
-0.1% |
1,270.0 |
| Low |
1,262.0 |
1,262.9 |
0.9 |
0.1% |
1,243.2 |
| Close |
1,272.6 |
1,271.8 |
-0.8 |
-0.1% |
1,268.4 |
| Range |
11.3 |
9.4 |
-1.9 |
-16.8% |
26.8 |
| ATR |
12.1 |
12.0 |
-0.2 |
-1.4% |
0.0 |
| Volume |
1,061 |
393 |
-668 |
-63.0% |
983,877 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,297.2 |
1,293.9 |
1,277.0 |
|
| R3 |
1,287.8 |
1,284.5 |
1,274.4 |
|
| R2 |
1,278.4 |
1,278.4 |
1,273.5 |
|
| R1 |
1,275.1 |
1,275.1 |
1,272.7 |
1,276.8 |
| PP |
1,269.0 |
1,269.0 |
1,269.0 |
1,269.8 |
| S1 |
1,265.7 |
1,265.7 |
1,270.9 |
1,267.4 |
| S2 |
1,259.6 |
1,259.6 |
1,270.1 |
|
| S3 |
1,250.2 |
1,256.3 |
1,269.2 |
|
| S4 |
1,240.8 |
1,246.9 |
1,266.6 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.9 |
1,331.5 |
1,283.1 |
|
| R3 |
1,314.1 |
1,304.7 |
1,275.8 |
|
| R2 |
1,287.3 |
1,287.3 |
1,273.3 |
|
| R1 |
1,277.9 |
1,277.9 |
1,270.9 |
1,282.6 |
| PP |
1,260.5 |
1,260.5 |
1,260.5 |
1,262.9 |
| S1 |
1,251.1 |
1,251.1 |
1,265.9 |
1,255.8 |
| S2 |
1,233.7 |
1,233.7 |
1,263.5 |
|
| S3 |
1,206.9 |
1,224.3 |
1,261.0 |
|
| S4 |
1,180.1 |
1,197.5 |
1,253.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,273.3 |
1,253.9 |
19.4 |
1.5% |
10.0 |
0.8% |
92% |
False |
False |
58,744 |
| 10 |
1,273.3 |
1,234.6 |
38.7 |
3.0% |
11.2 |
0.9% |
96% |
False |
False |
150,266 |
| 20 |
1,273.3 |
1,204.0 |
69.3 |
5.4% |
11.5 |
0.9% |
98% |
False |
False |
192,835 |
| 40 |
1,297.6 |
1,204.0 |
93.6 |
7.4% |
12.3 |
1.0% |
72% |
False |
False |
208,166 |
| 60 |
1,298.8 |
1,204.0 |
94.8 |
7.5% |
12.3 |
1.0% |
72% |
False |
False |
170,971 |
| 80 |
1,300.3 |
1,204.0 |
96.3 |
7.6% |
12.4 |
1.0% |
70% |
False |
False |
130,256 |
| 100 |
1,300.3 |
1,203.6 |
96.7 |
7.6% |
12.2 |
1.0% |
71% |
False |
False |
104,876 |
| 120 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.1 |
1.0% |
71% |
False |
False |
87,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,312.3 |
|
2.618 |
1,296.9 |
|
1.618 |
1,287.5 |
|
1.000 |
1,281.7 |
|
0.618 |
1,278.1 |
|
HIGH |
1,272.3 |
|
0.618 |
1,268.7 |
|
0.500 |
1,267.6 |
|
0.382 |
1,266.5 |
|
LOW |
1,262.9 |
|
0.618 |
1,257.1 |
|
1.000 |
1,253.5 |
|
1.618 |
1,247.7 |
|
2.618 |
1,238.3 |
|
4.250 |
1,223.0 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,270.4 |
1,270.4 |
| PP |
1,269.0 |
1,269.0 |
| S1 |
1,267.6 |
1,267.7 |
|