| 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 |
1,409.0 |
1,413.7 |
4.7 |
0.3% |
1,411.1 |
| High |
1,414.1 |
1,433.0 |
18.9 |
1.3% |
1,429.9 |
| Low |
1,399.9 |
1,411.7 |
11.8 |
0.8% |
1,398.1 |
| Close |
1,413.1 |
1,422.0 |
8.9 |
0.6% |
1,414.2 |
| Range |
14.2 |
21.3 |
7.1 |
50.0% |
31.8 |
| ATR |
17.2 |
17.5 |
0.3 |
1.7% |
0.0 |
| Volume |
96,693 |
115,781 |
19,088 |
19.7% |
433,342 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.3 |
1,475.3 |
1,433.8 |
|
| R3 |
1,464.8 |
1,454.0 |
1,427.8 |
|
| R2 |
1,443.5 |
1,443.5 |
1,426.0 |
|
| R1 |
1,432.8 |
1,432.8 |
1,424.0 |
1,438.3 |
| PP |
1,422.3 |
1,422.3 |
1,422.3 |
1,425.0 |
| S1 |
1,411.5 |
1,411.5 |
1,420.0 |
1,416.8 |
| S2 |
1,401.0 |
1,401.0 |
1,418.0 |
|
| S3 |
1,379.8 |
1,390.3 |
1,416.3 |
|
| S4 |
1,358.3 |
1,368.8 |
1,410.3 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,509.5 |
1,493.8 |
1,431.8 |
|
| R3 |
1,477.8 |
1,461.8 |
1,423.0 |
|
| R2 |
1,445.8 |
1,445.8 |
1,420.0 |
|
| R1 |
1,430.0 |
1,430.0 |
1,417.0 |
1,438.0 |
| PP |
1,414.0 |
1,414.0 |
1,414.0 |
1,418.0 |
| S1 |
1,398.3 |
1,398.3 |
1,411.3 |
1,406.3 |
| S2 |
1,382.3 |
1,382.3 |
1,408.3 |
|
| S3 |
1,350.5 |
1,366.5 |
1,405.5 |
|
| S4 |
1,318.8 |
1,334.8 |
1,396.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,433.0 |
1,398.1 |
34.9 |
2.5% |
18.3 |
1.3% |
68% |
True |
False |
109,718 |
| 10 |
1,433.0 |
1,398.1 |
34.9 |
2.5% |
19.3 |
1.4% |
68% |
True |
False |
120,806 |
| 20 |
1,433.0 |
1,393.5 |
39.5 |
2.8% |
18.0 |
1.3% |
72% |
True |
False |
125,066 |
| 40 |
1,434.6 |
1,344.3 |
90.3 |
6.4% |
16.8 |
1.2% |
86% |
False |
False |
85,908 |
| 60 |
1,434.6 |
1,344.3 |
90.3 |
6.4% |
13.5 |
0.9% |
86% |
False |
False |
57,307 |
| 80 |
1,434.6 |
1,332.3 |
102.3 |
7.2% |
13.0 |
0.9% |
88% |
False |
False |
42,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,523.5 |
|
2.618 |
1,488.8 |
|
1.618 |
1,467.5 |
|
1.000 |
1,454.3 |
|
0.618 |
1,446.3 |
|
HIGH |
1,433.0 |
|
0.618 |
1,424.8 |
|
0.500 |
1,422.3 |
|
0.382 |
1,419.8 |
|
LOW |
1,411.8 |
|
0.618 |
1,398.5 |
|
1.000 |
1,390.5 |
|
1.618 |
1,377.3 |
|
2.618 |
1,356.0 |
|
4.250 |
1,321.3 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,422.3 |
1,420.3 |
| PP |
1,422.3 |
1,418.3 |
| S1 |
1,422.0 |
1,416.5 |
|