| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,426.0 |
1,427.1 |
1.1 |
0.1% |
1,413.7 |
| High |
1,433.5 |
1,434.6 |
1.1 |
0.1% |
1,433.5 |
| Low |
1,420.7 |
1,422.4 |
1.7 |
0.1% |
1,399.9 |
| Close |
1,428.6 |
1,431.0 |
2.4 |
0.2% |
1,428.6 |
| Range |
12.8 |
12.2 |
-0.6 |
-4.7% |
33.6 |
| ATR |
16.9 |
16.5 |
-0.3 |
-2.0% |
0.0 |
| Volume |
98,721 |
73,293 |
-25,428 |
-25.8% |
496,256 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,466.0 |
1,460.8 |
1,437.8 |
|
| R3 |
1,453.8 |
1,448.5 |
1,434.3 |
|
| R2 |
1,441.5 |
1,441.5 |
1,433.3 |
|
| R1 |
1,436.3 |
1,436.3 |
1,432.0 |
1,439.0 |
| PP |
1,429.3 |
1,429.3 |
1,429.3 |
1,430.8 |
| S1 |
1,424.0 |
1,424.0 |
1,430.0 |
1,426.8 |
| S2 |
1,417.3 |
1,417.3 |
1,428.8 |
|
| S3 |
1,405.0 |
1,411.8 |
1,427.8 |
|
| S4 |
1,392.8 |
1,399.8 |
1,424.3 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,521.5 |
1,508.8 |
1,447.0 |
|
| R3 |
1,487.8 |
1,475.0 |
1,437.8 |
|
| R2 |
1,454.3 |
1,454.3 |
1,434.8 |
|
| R1 |
1,441.5 |
1,441.5 |
1,431.8 |
1,447.8 |
| PP |
1,420.8 |
1,420.8 |
1,420.8 |
1,424.0 |
| S1 |
1,407.8 |
1,407.8 |
1,425.5 |
1,414.3 |
| S2 |
1,387.0 |
1,387.0 |
1,422.5 |
|
| S3 |
1,353.5 |
1,374.3 |
1,419.3 |
|
| S4 |
1,319.8 |
1,340.8 |
1,410.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,434.6 |
1,399.9 |
34.7 |
2.4% |
14.8 |
1.0% |
90% |
True |
False |
94,720 |
| 10 |
1,434.6 |
1,398.1 |
36.5 |
2.6% |
16.0 |
1.1% |
90% |
True |
False |
100,289 |
| 20 |
1,434.6 |
1,393.5 |
41.1 |
2.9% |
17.0 |
1.2% |
91% |
True |
False |
113,619 |
| 40 |
1,434.6 |
1,351.0 |
83.6 |
5.8% |
16.3 |
1.1% |
96% |
True |
False |
92,430 |
| 60 |
1,434.6 |
1,344.3 |
90.3 |
6.3% |
13.8 |
1.0% |
96% |
True |
False |
61,659 |
| 80 |
1,434.6 |
1,339.5 |
95.1 |
6.6% |
12.8 |
0.9% |
96% |
True |
False |
46,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,486.5 |
|
2.618 |
1,466.5 |
|
1.618 |
1,454.3 |
|
1.000 |
1,446.8 |
|
0.618 |
1,442.3 |
|
HIGH |
1,434.5 |
|
0.618 |
1,430.0 |
|
0.500 |
1,428.5 |
|
0.382 |
1,427.0 |
|
LOW |
1,422.5 |
|
0.618 |
1,414.8 |
|
1.000 |
1,410.3 |
|
1.618 |
1,402.8 |
|
2.618 |
1,390.5 |
|
4.250 |
1,370.5 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,430.3 |
1,428.8 |
| PP |
1,429.3 |
1,426.5 |
| S1 |
1,428.5 |
1,424.3 |
|