| Trading Metrics calculated at close of trading on 10-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,409.25 |
2,423.00 |
13.75 |
0.6% |
2,422.00 |
| High |
2,425.00 |
2,430.00 |
5.00 |
0.2% |
2,436.50 |
| Low |
2,407.50 |
2,419.25 |
11.75 |
0.5% |
2,405.25 |
| Close |
2,422.50 |
2,424.50 |
2.00 |
0.1% |
2,422.50 |
| Range |
17.50 |
10.75 |
-6.75 |
-38.6% |
31.25 |
| ATR |
18.09 |
17.57 |
-0.52 |
-2.9% |
0.00 |
| Volume |
1,266,391 |
861,222 |
-405,169 |
-32.0% |
4,923,788 |
|
| Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.75 |
2,451.50 |
2,430.50 |
|
| R3 |
2,446.00 |
2,440.75 |
2,427.50 |
|
| R2 |
2,435.25 |
2,435.25 |
2,426.50 |
|
| R1 |
2,430.00 |
2,430.00 |
2,425.50 |
2,432.50 |
| PP |
2,424.50 |
2,424.50 |
2,424.50 |
2,426.00 |
| S1 |
2,419.25 |
2,419.25 |
2,423.50 |
2,422.00 |
| S2 |
2,413.75 |
2,413.75 |
2,422.50 |
|
| S3 |
2,403.00 |
2,408.50 |
2,421.50 |
|
| S4 |
2,392.25 |
2,397.75 |
2,418.50 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.25 |
2,500.00 |
2,439.75 |
|
| R3 |
2,484.00 |
2,468.75 |
2,431.00 |
|
| R2 |
2,452.75 |
2,452.75 |
2,428.25 |
|
| R1 |
2,437.50 |
2,437.50 |
2,425.25 |
2,445.00 |
| PP |
2,421.50 |
2,421.50 |
2,421.50 |
2,425.25 |
| S1 |
2,406.25 |
2,406.25 |
2,419.75 |
2,414.00 |
| S2 |
2,390.25 |
2,390.25 |
2,416.75 |
|
| S3 |
2,359.00 |
2,375.00 |
2,414.00 |
|
| S4 |
2,327.75 |
2,343.75 |
2,405.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,436.50 |
2,405.25 |
31.25 |
1.3% |
16.25 |
0.7% |
62% |
False |
False |
1,157,002 |
| 10 |
2,447.50 |
2,402.25 |
45.25 |
1.9% |
20.50 |
0.8% |
49% |
False |
False |
1,422,713 |
| 20 |
2,451.50 |
2,402.25 |
49.25 |
2.0% |
17.75 |
0.7% |
45% |
False |
False |
1,477,005 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
16.75 |
0.7% |
75% |
False |
False |
820,148 |
| 60 |
2,451.50 |
2,320.00 |
131.50 |
5.4% |
16.25 |
0.7% |
79% |
False |
False |
547,935 |
| 80 |
2,451.50 |
2,314.75 |
136.75 |
5.6% |
17.00 |
0.7% |
80% |
False |
False |
411,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,475.75 |
|
2.618 |
2,458.25 |
|
1.618 |
2,447.50 |
|
1.000 |
2,440.75 |
|
0.618 |
2,436.75 |
|
HIGH |
2,430.00 |
|
0.618 |
2,426.00 |
|
0.500 |
2,424.50 |
|
0.382 |
2,423.25 |
|
LOW |
2,419.25 |
|
0.618 |
2,412.50 |
|
1.000 |
2,408.50 |
|
1.618 |
2,401.75 |
|
2.618 |
2,391.00 |
|
4.250 |
2,373.50 |
|
|
| Fisher Pivots for day following 10-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,424.50 |
2,422.25 |
| PP |
2,424.50 |
2,420.00 |
| S1 |
2,424.50 |
2,418.00 |
|