| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,431.6 |
1,426.6 |
-5.0 |
-0.3% |
1,413.7 |
| High |
1,431.7 |
1,442.9 |
11.2 |
0.8% |
1,433.5 |
| Low |
1,420.1 |
1,425.3 |
5.2 |
0.4% |
1,399.9 |
| Close |
1,426.6 |
1,442.2 |
15.6 |
1.1% |
1,428.6 |
| Range |
11.6 |
17.6 |
6.0 |
51.7% |
33.6 |
| ATR |
16.2 |
16.3 |
0.1 |
0.6% |
0.0 |
| Volume |
83,428 |
102,397 |
18,969 |
22.7% |
496,256 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.5 |
1,483.5 |
1,452.0 |
|
| R3 |
1,472.0 |
1,466.0 |
1,447.0 |
|
| R2 |
1,454.5 |
1,454.5 |
1,445.5 |
|
| R1 |
1,448.3 |
1,448.3 |
1,443.8 |
1,451.3 |
| PP |
1,436.8 |
1,436.8 |
1,436.8 |
1,438.3 |
| S1 |
1,430.8 |
1,430.8 |
1,440.5 |
1,433.8 |
| S2 |
1,419.3 |
1,419.3 |
1,439.0 |
|
| S3 |
1,401.5 |
1,413.0 |
1,437.3 |
|
| S4 |
1,384.0 |
1,395.5 |
1,432.5 |
|
|
| 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 |
1,442.9 |
1,413.7 |
29.2 |
2.0% |
13.5 |
0.9% |
98% |
True |
False |
89,390 |
| 10 |
1,442.9 |
1,398.1 |
44.8 |
3.1% |
15.8 |
1.1% |
98% |
True |
False |
99,554 |
| 20 |
1,442.9 |
1,393.5 |
49.4 |
3.4% |
17.0 |
1.2% |
99% |
True |
False |
112,635 |
| 40 |
1,442.9 |
1,351.0 |
91.9 |
6.4% |
16.5 |
1.1% |
99% |
True |
False |
97,074 |
| 60 |
1,442.9 |
1,344.3 |
98.6 |
6.8% |
14.0 |
1.0% |
99% |
True |
False |
64,754 |
| 80 |
1,442.9 |
1,339.5 |
103.4 |
7.2% |
12.8 |
0.9% |
99% |
True |
False |
48,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,517.8 |
|
2.618 |
1,489.0 |
|
1.618 |
1,471.5 |
|
1.000 |
1,460.5 |
|
0.618 |
1,453.8 |
|
HIGH |
1,443.0 |
|
0.618 |
1,436.3 |
|
0.500 |
1,434.0 |
|
0.382 |
1,432.0 |
|
LOW |
1,425.3 |
|
0.618 |
1,414.5 |
|
1.000 |
1,407.8 |
|
1.618 |
1,396.8 |
|
2.618 |
1,379.3 |
|
4.250 |
1,350.5 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,439.5 |
1,438.8 |
| PP |
1,436.8 |
1,435.0 |
| S1 |
1,434.0 |
1,431.5 |
|