| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,430.3 |
1,430.0 |
-0.3 |
0.0% |
1,435.0 |
| High |
1,433.0 |
1,433.3 |
0.3 |
0.0% |
1,452.3 |
| Low |
1,424.0 |
1,418.9 |
-5.1 |
-0.4% |
1,424.0 |
| Close |
1,429.9 |
1,424.4 |
-5.5 |
-0.4% |
1,429.9 |
| Range |
9.0 |
14.4 |
5.4 |
60.0% |
28.3 |
| ATR |
15.0 |
15.0 |
0.0 |
-0.3% |
0.0 |
| Volume |
88,376 |
94,640 |
6,264 |
7.1% |
484,688 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,468.8 |
1,461.0 |
1,432.3 |
|
| R3 |
1,454.3 |
1,446.5 |
1,428.3 |
|
| R2 |
1,440.0 |
1,440.0 |
1,427.0 |
|
| R1 |
1,432.3 |
1,432.3 |
1,425.8 |
1,428.8 |
| PP |
1,425.5 |
1,425.5 |
1,425.5 |
1,424.0 |
| S1 |
1,417.8 |
1,417.8 |
1,423.0 |
1,414.5 |
| S2 |
1,411.3 |
1,411.3 |
1,421.8 |
|
| S3 |
1,396.8 |
1,403.3 |
1,420.5 |
|
| S4 |
1,382.3 |
1,389.0 |
1,416.5 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.3 |
1,503.5 |
1,445.5 |
|
| R3 |
1,492.0 |
1,475.0 |
1,437.8 |
|
| R2 |
1,463.8 |
1,463.8 |
1,435.0 |
|
| R1 |
1,446.8 |
1,446.8 |
1,432.5 |
1,441.0 |
| PP |
1,435.5 |
1,435.5 |
1,435.5 |
1,432.5 |
| S1 |
1,418.5 |
1,418.5 |
1,427.3 |
1,412.8 |
| S2 |
1,407.0 |
1,407.0 |
1,424.8 |
|
| S3 |
1,378.8 |
1,390.3 |
1,422.0 |
|
| S4 |
1,350.5 |
1,362.0 |
1,414.3 |
|
|
| 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 |
1,418.9 |
33.4 |
2.3% |
15.0 |
1.1% |
16% |
False |
True |
99,792 |
| 10 |
1,452.3 |
1,418.9 |
33.4 |
2.3% |
13.5 |
0.9% |
16% |
False |
True |
93,492 |
| 20 |
1,452.3 |
1,398.1 |
54.2 |
3.8% |
14.8 |
1.0% |
49% |
False |
False |
96,891 |
| 40 |
1,452.3 |
1,383.3 |
69.0 |
4.8% |
16.3 |
1.1% |
60% |
False |
False |
115,750 |
| 60 |
1,452.3 |
1,344.3 |
108.0 |
7.6% |
14.8 |
1.0% |
74% |
False |
False |
77,238 |
| 80 |
1,452.3 |
1,343.1 |
109.2 |
7.7% |
13.0 |
0.9% |
74% |
False |
False |
57,931 |
| 100 |
1,452.3 |
1,332.3 |
120.0 |
8.4% |
12.3 |
0.9% |
77% |
False |
False |
46,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,494.5 |
|
2.618 |
1,471.0 |
|
1.618 |
1,456.5 |
|
1.000 |
1,447.8 |
|
0.618 |
1,442.3 |
|
HIGH |
1,433.3 |
|
0.618 |
1,427.8 |
|
0.500 |
1,426.0 |
|
0.382 |
1,424.5 |
|
LOW |
1,419.0 |
|
0.618 |
1,410.0 |
|
1.000 |
1,404.5 |
|
1.618 |
1,395.5 |
|
2.618 |
1,381.3 |
|
4.250 |
1,357.8 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,426.0 |
1,433.0 |
| PP |
1,425.5 |
1,430.3 |
| S1 |
1,425.0 |
1,427.3 |
|