| 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 |
2,423.00 |
2,423.75 |
0.75 |
0.0% |
2,422.00 |
| High |
2,430.00 |
2,427.75 |
-2.25 |
-0.1% |
2,436.50 |
| Low |
2,419.25 |
2,410.25 |
-9.00 |
-0.4% |
2,405.25 |
| Close |
2,424.50 |
2,424.50 |
0.00 |
0.0% |
2,422.50 |
| Range |
10.75 |
17.50 |
6.75 |
62.8% |
31.25 |
| ATR |
17.57 |
17.56 |
0.00 |
0.0% |
0.00 |
| Volume |
861,222 |
1,132,273 |
271,051 |
31.5% |
4,923,788 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.25 |
2,466.50 |
2,434.00 |
|
| R3 |
2,455.75 |
2,449.00 |
2,429.25 |
|
| R2 |
2,438.25 |
2,438.25 |
2,427.75 |
|
| R1 |
2,431.50 |
2,431.50 |
2,426.00 |
2,435.00 |
| PP |
2,420.75 |
2,420.75 |
2,420.75 |
2,422.50 |
| S1 |
2,414.00 |
2,414.00 |
2,423.00 |
2,417.50 |
| S2 |
2,403.25 |
2,403.25 |
2,421.25 |
|
| S3 |
2,385.75 |
2,396.50 |
2,419.75 |
|
| S4 |
2,368.25 |
2,379.00 |
2,415.00 |
|
|
| 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 |
2,432.25 |
2,405.25 |
27.00 |
1.1% |
16.75 |
0.7% |
71% |
False |
False |
1,230,211 |
| 10 |
2,445.00 |
2,402.25 |
42.75 |
1.8% |
20.50 |
0.8% |
52% |
False |
False |
1,409,359 |
| 20 |
2,451.50 |
2,402.25 |
49.25 |
2.0% |
18.00 |
0.7% |
45% |
False |
False |
1,424,836 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
17.00 |
0.7% |
75% |
False |
False |
848,355 |
| 60 |
2,451.50 |
2,320.00 |
131.50 |
5.4% |
16.25 |
0.7% |
79% |
False |
False |
566,764 |
| 80 |
2,451.50 |
2,314.75 |
136.75 |
5.6% |
17.00 |
0.7% |
80% |
False |
False |
425,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,502.00 |
|
2.618 |
2,473.50 |
|
1.618 |
2,456.00 |
|
1.000 |
2,445.25 |
|
0.618 |
2,438.50 |
|
HIGH |
2,427.75 |
|
0.618 |
2,421.00 |
|
0.500 |
2,419.00 |
|
0.382 |
2,417.00 |
|
LOW |
2,410.25 |
|
0.618 |
2,399.50 |
|
1.000 |
2,392.75 |
|
1.618 |
2,382.00 |
|
2.618 |
2,364.50 |
|
4.250 |
2,336.00 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,422.75 |
2,422.50 |
| PP |
2,420.75 |
2,420.75 |
| S1 |
2,419.00 |
2,418.75 |
|