| 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 |
3,465.0 |
3,480.0 |
15.0 |
0.4% |
3,526.0 |
| High |
3,495.0 |
3,501.0 |
6.0 |
0.2% |
3,531.0 |
| Low |
3,464.0 |
3,462.0 |
-2.0 |
-0.1% |
3,429.0 |
| Close |
3,482.0 |
3,481.0 |
-1.0 |
0.0% |
3,445.0 |
| Range |
31.0 |
39.0 |
8.0 |
25.8% |
102.0 |
| ATR |
42.0 |
41.8 |
-0.2 |
-0.5% |
0.0 |
| Volume |
678,375 |
794,663 |
116,288 |
17.1% |
4,666,128 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,598.3 |
3,578.7 |
3,502.5 |
|
| R3 |
3,559.3 |
3,539.7 |
3,491.7 |
|
| R2 |
3,520.3 |
3,520.3 |
3,488.2 |
|
| R1 |
3,500.7 |
3,500.7 |
3,484.6 |
3,510.5 |
| PP |
3,481.3 |
3,481.3 |
3,481.3 |
3,486.3 |
| S1 |
3,461.7 |
3,461.7 |
3,477.4 |
3,471.5 |
| S2 |
3,442.3 |
3,442.3 |
3,473.9 |
|
| S3 |
3,403.3 |
3,422.7 |
3,470.3 |
|
| S4 |
3,364.3 |
3,383.7 |
3,459.6 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,774.3 |
3,711.7 |
3,501.1 |
|
| R3 |
3,672.3 |
3,609.7 |
3,473.1 |
|
| R2 |
3,570.3 |
3,570.3 |
3,463.7 |
|
| R1 |
3,507.7 |
3,507.7 |
3,454.4 |
3,488.0 |
| PP |
3,468.3 |
3,468.3 |
3,468.3 |
3,458.5 |
| S1 |
3,405.7 |
3,405.7 |
3,435.7 |
3,386.0 |
| S2 |
3,366.3 |
3,366.3 |
3,426.3 |
|
| S3 |
3,264.3 |
3,303.7 |
3,417.0 |
|
| S4 |
3,162.3 |
3,201.7 |
3,388.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,502.0 |
3,425.0 |
77.0 |
2.2% |
43.8 |
1.3% |
73% |
False |
False |
886,674 |
| 10 |
3,531.0 |
3,425.0 |
106.0 |
3.0% |
40.7 |
1.2% |
53% |
False |
False |
835,785 |
| 20 |
3,548.0 |
3,425.0 |
123.0 |
3.5% |
42.5 |
1.2% |
46% |
False |
False |
831,208 |
| 40 |
3,601.0 |
3,425.0 |
176.0 |
5.1% |
39.6 |
1.1% |
32% |
False |
False |
764,519 |
| 60 |
3,634.0 |
3,425.0 |
209.0 |
6.0% |
37.4 |
1.1% |
27% |
False |
False |
510,603 |
| 80 |
3,634.0 |
3,319.0 |
315.0 |
9.0% |
36.1 |
1.0% |
51% |
False |
False |
383,023 |
| 100 |
3,634.0 |
3,290.0 |
344.0 |
9.9% |
34.1 |
1.0% |
56% |
False |
False |
306,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,666.8 |
|
2.618 |
3,603.1 |
|
1.618 |
3,564.1 |
|
1.000 |
3,540.0 |
|
0.618 |
3,525.1 |
|
HIGH |
3,501.0 |
|
0.618 |
3,486.1 |
|
0.500 |
3,481.5 |
|
0.382 |
3,476.9 |
|
LOW |
3,462.0 |
|
0.618 |
3,437.9 |
|
1.000 |
3,423.0 |
|
1.618 |
3,398.9 |
|
2.618 |
3,359.9 |
|
4.250 |
3,296.3 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,481.5 |
3,478.7 |
| PP |
3,481.3 |
3,476.3 |
| S1 |
3,481.2 |
3,474.0 |
|