| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,442.5 |
1,435.0 |
-7.5 |
-0.5% |
1,427.1 |
| High |
1,444.8 |
1,438.0 |
-6.8 |
-0.5% |
1,445.4 |
| Low |
1,432.2 |
1,427.9 |
-4.3 |
-0.3% |
1,420.1 |
| Close |
1,435.3 |
1,436.4 |
1.1 |
0.1% |
1,435.3 |
| Range |
12.6 |
10.1 |
-2.5 |
-19.8% |
25.3 |
| ATR |
15.4 |
15.0 |
-0.4 |
-2.5% |
0.0 |
| Volume |
89,698 |
80,367 |
-9,331 |
-10.4% |
428,894 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.5 |
1,460.5 |
1,442.0 |
|
| R3 |
1,454.3 |
1,450.5 |
1,439.3 |
|
| R2 |
1,444.3 |
1,444.3 |
1,438.3 |
|
| R1 |
1,440.3 |
1,440.3 |
1,437.3 |
1,442.3 |
| PP |
1,434.0 |
1,434.0 |
1,434.0 |
1,435.0 |
| S1 |
1,430.3 |
1,430.3 |
1,435.5 |
1,432.3 |
| S2 |
1,424.0 |
1,424.0 |
1,434.5 |
|
| S3 |
1,414.0 |
1,420.0 |
1,433.5 |
|
| S4 |
1,403.8 |
1,410.0 |
1,430.8 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,509.5 |
1,497.8 |
1,449.3 |
|
| R3 |
1,484.3 |
1,472.5 |
1,442.3 |
|
| R2 |
1,459.0 |
1,459.0 |
1,440.0 |
|
| R1 |
1,447.0 |
1,447.0 |
1,437.5 |
1,453.0 |
| PP |
1,433.5 |
1,433.5 |
1,433.5 |
1,436.5 |
| S1 |
1,421.8 |
1,421.8 |
1,433.0 |
1,427.8 |
| S2 |
1,408.3 |
1,408.3 |
1,430.8 |
|
| S3 |
1,383.0 |
1,396.5 |
1,428.3 |
|
| S4 |
1,357.8 |
1,371.3 |
1,421.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,445.4 |
1,420.1 |
25.3 |
1.8% |
11.8 |
0.8% |
64% |
False |
False |
87,193 |
| 10 |
1,445.4 |
1,399.9 |
45.5 |
3.2% |
13.3 |
0.9% |
80% |
False |
False |
90,956 |
| 20 |
1,445.4 |
1,398.1 |
47.3 |
3.3% |
16.0 |
1.1% |
81% |
False |
False |
107,705 |
| 40 |
1,445.4 |
1,351.0 |
94.4 |
6.6% |
16.5 |
1.1% |
90% |
False |
False |
103,322 |
| 60 |
1,445.4 |
1,344.3 |
101.1 |
7.0% |
14.0 |
1.0% |
91% |
False |
False |
68,922 |
| 80 |
1,445.4 |
1,339.5 |
105.9 |
7.4% |
12.8 |
0.9% |
92% |
False |
False |
51,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.0 |
|
2.618 |
1,464.5 |
|
1.618 |
1,454.3 |
|
1.000 |
1,448.0 |
|
0.618 |
1,444.3 |
|
HIGH |
1,438.0 |
|
0.618 |
1,434.3 |
|
0.500 |
1,433.0 |
|
0.382 |
1,431.8 |
|
LOW |
1,428.0 |
|
0.618 |
1,421.8 |
|
1.000 |
1,417.8 |
|
1.618 |
1,411.5 |
|
2.618 |
1,401.5 |
|
4.250 |
1,385.0 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,435.3 |
1,436.8 |
| PP |
1,434.0 |
1,436.5 |
| S1 |
1,433.0 |
1,436.5 |
|