| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,435.0 |
1,436.7 |
1.7 |
0.1% |
1,427.1 |
| High |
1,438.0 |
1,452.3 |
14.3 |
1.0% |
1,445.4 |
| Low |
1,427.9 |
1,435.7 |
7.8 |
0.5% |
1,420.1 |
| Close |
1,436.4 |
1,449.9 |
13.5 |
0.9% |
1,435.3 |
| Range |
10.1 |
16.6 |
6.5 |
64.4% |
25.3 |
| ATR |
15.0 |
15.2 |
0.1 |
0.7% |
0.0 |
| Volume |
80,367 |
98,797 |
18,430 |
22.9% |
428,894 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,495.8 |
1,489.5 |
1,459.0 |
|
| R3 |
1,479.3 |
1,472.8 |
1,454.5 |
|
| R2 |
1,462.5 |
1,462.5 |
1,453.0 |
|
| R1 |
1,456.3 |
1,456.3 |
1,451.5 |
1,459.5 |
| PP |
1,446.0 |
1,446.0 |
1,446.0 |
1,447.5 |
| S1 |
1,439.8 |
1,439.8 |
1,448.5 |
1,442.8 |
| S2 |
1,429.3 |
1,429.3 |
1,446.8 |
|
| S3 |
1,412.8 |
1,423.0 |
1,445.3 |
|
| S4 |
1,396.3 |
1,406.5 |
1,440.8 |
|
|
| 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 |
1,452.3 |
1,425.3 |
27.0 |
1.9% |
12.8 |
0.9% |
91% |
True |
False |
90,267 |
| 10 |
1,452.3 |
1,411.7 |
40.6 |
2.8% |
13.5 |
0.9% |
94% |
True |
False |
91,167 |
| 20 |
1,452.3 |
1,398.1 |
54.2 |
3.7% |
16.3 |
1.1% |
96% |
True |
False |
106,884 |
| 40 |
1,452.3 |
1,351.0 |
101.3 |
7.0% |
16.8 |
1.2% |
98% |
True |
False |
105,792 |
| 60 |
1,452.3 |
1,344.3 |
108.0 |
7.4% |
14.3 |
1.0% |
98% |
True |
False |
70,569 |
| 80 |
1,452.3 |
1,339.5 |
112.8 |
7.8% |
13.0 |
0.9% |
98% |
True |
False |
52,930 |
| 100 |
1,452.3 |
1,332.3 |
120.0 |
8.3% |
11.8 |
0.8% |
98% |
True |
False |
42,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,522.8 |
|
2.618 |
1,495.8 |
|
1.618 |
1,479.3 |
|
1.000 |
1,469.0 |
|
0.618 |
1,462.5 |
|
HIGH |
1,452.3 |
|
0.618 |
1,446.0 |
|
0.500 |
1,444.0 |
|
0.382 |
1,442.0 |
|
LOW |
1,435.8 |
|
0.618 |
1,425.5 |
|
1.000 |
1,419.0 |
|
1.618 |
1,408.8 |
|
2.618 |
1,392.3 |
|
4.250 |
1,365.3 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,448.0 |
1,446.8 |
| PP |
1,446.0 |
1,443.3 |
| S1 |
1,444.0 |
1,440.0 |
|