| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
5,663.00 |
5,692.00 |
29.00 |
0.5% |
5,658.00 |
| High |
5,711.50 |
5,722.50 |
11.00 |
0.2% |
5,690.75 |
| Low |
5,650.00 |
5,667.50 |
17.50 |
0.3% |
5,560.25 |
| Close |
5,694.00 |
5,720.00 |
26.00 |
0.5% |
5,655.75 |
| Range |
61.50 |
55.00 |
-6.50 |
-10.6% |
130.50 |
| ATR |
82.73 |
80.75 |
-1.98 |
-2.4% |
0.00 |
| Volume |
241,360 |
283,454 |
42,094 |
17.4% |
1,262,455 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,868.25 |
5,849.25 |
5,750.25 |
|
| R3 |
5,813.25 |
5,794.25 |
5,735.00 |
|
| R2 |
5,758.25 |
5,758.25 |
5,730.00 |
|
| R1 |
5,739.25 |
5,739.25 |
5,725.00 |
5,748.75 |
| PP |
5,703.25 |
5,703.25 |
5,703.25 |
5,708.00 |
| S1 |
5,684.25 |
5,684.25 |
5,715.00 |
5,693.75 |
| S2 |
5,648.25 |
5,648.25 |
5,710.00 |
|
| S3 |
5,593.25 |
5,629.25 |
5,705.00 |
|
| S4 |
5,538.25 |
5,574.25 |
5,689.75 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,027.00 |
5,972.00 |
5,727.50 |
|
| R3 |
5,896.50 |
5,841.50 |
5,691.75 |
|
| R2 |
5,766.00 |
5,766.00 |
5,679.75 |
|
| R1 |
5,711.00 |
5,711.00 |
5,667.75 |
5,673.25 |
| PP |
5,635.50 |
5,635.50 |
5,635.50 |
5,616.75 |
| S1 |
5,580.50 |
5,580.50 |
5,643.75 |
5,542.75 |
| S2 |
5,505.00 |
5,505.00 |
5,631.75 |
|
| S3 |
5,374.50 |
5,450.00 |
5,619.75 |
|
| S4 |
5,244.00 |
5,319.50 |
5,584.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,722.50 |
5,560.25 |
162.25 |
2.8% |
76.25 |
1.3% |
98% |
True |
False |
310,922 |
| 10 |
5,784.00 |
5,560.25 |
223.75 |
3.9% |
98.00 |
1.7% |
71% |
False |
False |
354,310 |
| 20 |
5,852.00 |
5,560.25 |
291.75 |
5.1% |
86.25 |
1.5% |
55% |
False |
False |
339,705 |
| 40 |
5,907.50 |
5,557.00 |
350.50 |
6.1% |
74.00 |
1.3% |
47% |
False |
False |
206,041 |
| 60 |
5,907.50 |
5,353.75 |
553.75 |
9.7% |
61.50 |
1.1% |
66% |
False |
False |
137,424 |
| 80 |
5,907.50 |
5,318.00 |
589.50 |
10.3% |
58.00 |
1.0% |
68% |
False |
False |
103,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,956.25 |
|
2.618 |
5,866.50 |
|
1.618 |
5,811.50 |
|
1.000 |
5,777.50 |
|
0.618 |
5,756.50 |
|
HIGH |
5,722.50 |
|
0.618 |
5,701.50 |
|
0.500 |
5,695.00 |
|
0.382 |
5,688.50 |
|
LOW |
5,667.50 |
|
0.618 |
5,633.50 |
|
1.000 |
5,612.50 |
|
1.618 |
5,578.50 |
|
2.618 |
5,523.50 |
|
4.250 |
5,433.75 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,711.75 |
5,699.00 |
| PP |
5,703.25 |
5,678.00 |
| S1 |
5,695.00 |
5,657.00 |
|