| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,427.1 |
1,431.6 |
4.5 |
0.3% |
1,413.7 |
| High |
1,434.6 |
1,431.7 |
-2.9 |
-0.2% |
1,433.5 |
| Low |
1,422.4 |
1,420.1 |
-2.3 |
-0.2% |
1,399.9 |
| Close |
1,431.0 |
1,426.6 |
-4.4 |
-0.3% |
1,428.6 |
| Range |
12.2 |
11.6 |
-0.6 |
-4.9% |
33.6 |
| ATR |
16.5 |
16.2 |
-0.4 |
-2.1% |
0.0 |
| Volume |
73,293 |
83,428 |
10,135 |
13.8% |
496,256 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,461.0 |
1,455.3 |
1,433.0 |
|
| R3 |
1,449.3 |
1,443.8 |
1,429.8 |
|
| R2 |
1,437.8 |
1,437.8 |
1,428.8 |
|
| R1 |
1,432.3 |
1,432.3 |
1,427.8 |
1,429.3 |
| PP |
1,426.3 |
1,426.3 |
1,426.3 |
1,424.5 |
| S1 |
1,420.5 |
1,420.5 |
1,425.5 |
1,417.5 |
| S2 |
1,414.5 |
1,414.5 |
1,424.5 |
|
| S3 |
1,403.0 |
1,409.0 |
1,423.5 |
|
| S4 |
1,391.3 |
1,397.3 |
1,420.3 |
|
|
| 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 |
1,411.7 |
22.9 |
1.6% |
14.3 |
1.0% |
65% |
False |
False |
92,067 |
| 10 |
1,434.6 |
1,398.1 |
36.5 |
2.6% |
15.3 |
1.1% |
78% |
False |
False |
100,749 |
| 20 |
1,434.6 |
1,393.5 |
41.1 |
2.9% |
17.0 |
1.2% |
81% |
False |
False |
112,667 |
| 40 |
1,434.6 |
1,351.0 |
83.6 |
5.9% |
16.3 |
1.1% |
90% |
False |
False |
94,514 |
| 60 |
1,434.6 |
1,344.3 |
90.3 |
6.3% |
13.8 |
1.0% |
91% |
False |
False |
63,049 |
| 80 |
1,434.6 |
1,339.5 |
95.1 |
6.7% |
12.8 |
0.9% |
92% |
False |
False |
47,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.0 |
|
2.618 |
1,462.0 |
|
1.618 |
1,450.5 |
|
1.000 |
1,443.3 |
|
0.618 |
1,438.8 |
|
HIGH |
1,431.8 |
|
0.618 |
1,427.3 |
|
0.500 |
1,426.0 |
|
0.382 |
1,424.5 |
|
LOW |
1,420.0 |
|
0.618 |
1,413.0 |
|
1.000 |
1,408.5 |
|
1.618 |
1,401.3 |
|
2.618 |
1,389.8 |
|
4.250 |
1,370.8 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,426.3 |
1,427.3 |
| PP |
1,426.3 |
1,427.0 |
| S1 |
1,426.0 |
1,426.8 |
|