| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
3,455.0 |
3,452.0 |
-3.0 |
-0.1% |
3,450.0 |
| High |
3,474.0 |
3,486.0 |
12.0 |
0.3% |
3,501.0 |
| Low |
3,434.0 |
3,441.0 |
7.0 |
0.2% |
3,425.0 |
| Close |
3,447.0 |
3,473.0 |
26.0 |
0.8% |
3,456.0 |
| Range |
40.0 |
45.0 |
5.0 |
12.5% |
76.0 |
| ATR |
41.4 |
41.7 |
0.3 |
0.6% |
0.0 |
| Volume |
833,764 |
892,030 |
58,266 |
7.0% |
3,987,198 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,601.7 |
3,582.3 |
3,497.8 |
|
| R3 |
3,556.7 |
3,537.3 |
3,485.4 |
|
| R2 |
3,511.7 |
3,511.7 |
3,481.3 |
|
| R1 |
3,492.3 |
3,492.3 |
3,477.1 |
3,502.0 |
| PP |
3,466.7 |
3,466.7 |
3,466.7 |
3,471.5 |
| S1 |
3,447.3 |
3,447.3 |
3,468.9 |
3,457.0 |
| S2 |
3,421.7 |
3,421.7 |
3,464.8 |
|
| S3 |
3,376.7 |
3,402.3 |
3,460.6 |
|
| S4 |
3,331.7 |
3,357.3 |
3,448.3 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,688.7 |
3,648.3 |
3,497.8 |
|
| R3 |
3,612.7 |
3,572.3 |
3,476.9 |
|
| R2 |
3,536.7 |
3,536.7 |
3,469.9 |
|
| R1 |
3,496.3 |
3,496.3 |
3,463.0 |
3,516.5 |
| PP |
3,460.7 |
3,460.7 |
3,460.7 |
3,470.8 |
| S1 |
3,420.3 |
3,420.3 |
3,449.0 |
3,440.5 |
| S2 |
3,384.7 |
3,384.7 |
3,442.1 |
|
| S3 |
3,308.7 |
3,344.3 |
3,435.1 |
|
| S4 |
3,232.7 |
3,268.3 |
3,414.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,501.0 |
3,434.0 |
67.0 |
1.9% |
36.4 |
1.0% |
58% |
False |
False |
810,151 |
| 10 |
3,525.0 |
3,425.0 |
100.0 |
2.9% |
41.0 |
1.2% |
48% |
False |
False |
876,021 |
| 20 |
3,534.0 |
3,425.0 |
109.0 |
3.1% |
37.8 |
1.1% |
44% |
False |
False |
792,060 |
| 40 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
40.3 |
1.2% |
29% |
False |
False |
827,611 |
| 60 |
3,616.0 |
3,425.0 |
191.0 |
5.5% |
36.6 |
1.1% |
25% |
False |
False |
553,535 |
| 80 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
36.0 |
1.0% |
49% |
False |
False |
415,236 |
| 100 |
3,634.0 |
3,295.0 |
339.0 |
9.8% |
34.8 |
1.0% |
53% |
False |
False |
332,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,677.3 |
|
2.618 |
3,603.8 |
|
1.618 |
3,558.8 |
|
1.000 |
3,531.0 |
|
0.618 |
3,513.8 |
|
HIGH |
3,486.0 |
|
0.618 |
3,468.8 |
|
0.500 |
3,463.5 |
|
0.382 |
3,458.2 |
|
LOW |
3,441.0 |
|
0.618 |
3,413.2 |
|
1.000 |
3,396.0 |
|
1.618 |
3,368.2 |
|
2.618 |
3,323.2 |
|
4.250 |
3,249.8 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,469.8 |
3,468.7 |
| PP |
3,466.7 |
3,464.3 |
| S1 |
3,463.5 |
3,460.0 |
|