| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
3,478.0 |
3,470.0 |
-8.0 |
-0.2% |
3,458.0 |
| High |
3,488.0 |
3,519.0 |
31.0 |
0.9% |
3,486.0 |
| Low |
3,453.0 |
3,464.0 |
11.0 |
0.3% |
3,427.0 |
| Close |
3,455.0 |
3,513.0 |
58.0 |
1.7% |
3,454.0 |
| Range |
35.0 |
55.0 |
20.0 |
57.1% |
59.0 |
| ATR |
41.6 |
43.2 |
1.6 |
3.8% |
0.0 |
| Volume |
621,934 |
829,286 |
207,352 |
33.3% |
2,982,825 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,663.7 |
3,643.3 |
3,543.3 |
|
| R3 |
3,608.7 |
3,588.3 |
3,528.1 |
|
| R2 |
3,553.7 |
3,553.7 |
3,523.1 |
|
| R1 |
3,533.3 |
3,533.3 |
3,518.0 |
3,543.5 |
| PP |
3,498.7 |
3,498.7 |
3,498.7 |
3,503.8 |
| S1 |
3,478.3 |
3,478.3 |
3,508.0 |
3,488.5 |
| S2 |
3,443.7 |
3,443.7 |
3,502.9 |
|
| S3 |
3,388.7 |
3,423.3 |
3,497.9 |
|
| S4 |
3,333.7 |
3,368.3 |
3,482.8 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,632.7 |
3,602.3 |
3,486.5 |
|
| R3 |
3,573.7 |
3,543.3 |
3,470.2 |
|
| R2 |
3,514.7 |
3,514.7 |
3,464.8 |
|
| R1 |
3,484.3 |
3,484.3 |
3,459.4 |
3,470.0 |
| PP |
3,455.7 |
3,455.7 |
3,455.7 |
3,448.5 |
| S1 |
3,425.3 |
3,425.3 |
3,448.6 |
3,411.0 |
| S2 |
3,396.7 |
3,396.7 |
3,443.2 |
|
| S3 |
3,337.7 |
3,366.3 |
3,437.8 |
|
| S4 |
3,278.7 |
3,307.3 |
3,421.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,519.0 |
3,427.0 |
92.0 |
2.6% |
37.4 |
1.1% |
93% |
True |
False |
708,827 |
| 10 |
3,548.0 |
3,425.0 |
123.0 |
3.5% |
46.5 |
1.3% |
72% |
False |
False |
859,990 |
| 20 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
43.3 |
1.2% |
53% |
False |
False |
876,517 |
| 40 |
3,605.0 |
3,425.0 |
180.0 |
5.1% |
37.7 |
1.1% |
49% |
False |
False |
539,935 |
| 60 |
3,634.0 |
3,319.0 |
315.0 |
9.0% |
35.6 |
1.0% |
62% |
False |
False |
360,188 |
| 80 |
3,634.0 |
3,313.0 |
321.0 |
9.1% |
34.7 |
1.0% |
62% |
False |
False |
270,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,752.8 |
|
2.618 |
3,663.0 |
|
1.618 |
3,608.0 |
|
1.000 |
3,574.0 |
|
0.618 |
3,553.0 |
|
HIGH |
3,519.0 |
|
0.618 |
3,498.0 |
|
0.500 |
3,491.5 |
|
0.382 |
3,485.0 |
|
LOW |
3,464.0 |
|
0.618 |
3,430.0 |
|
1.000 |
3,409.0 |
|
1.618 |
3,375.0 |
|
2.618 |
3,320.0 |
|
4.250 |
3,230.3 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,505.8 |
3,504.0 |
| PP |
3,498.7 |
3,495.0 |
| S1 |
3,491.5 |
3,486.0 |
|