| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,423.75 |
2,425.00 |
1.25 |
0.1% |
2,422.00 |
| High |
2,427.75 |
2,443.75 |
16.00 |
0.7% |
2,436.50 |
| Low |
2,410.25 |
2,422.50 |
12.25 |
0.5% |
2,405.25 |
| Close |
2,424.50 |
2,440.00 |
15.50 |
0.6% |
2,422.50 |
| Range |
17.50 |
21.25 |
3.75 |
21.4% |
31.25 |
| ATR |
17.56 |
17.83 |
0.26 |
1.5% |
0.00 |
| Volume |
1,132,273 |
1,163,339 |
31,066 |
2.7% |
4,923,788 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.25 |
2,490.75 |
2,451.75 |
|
| R3 |
2,478.00 |
2,469.50 |
2,445.75 |
|
| R2 |
2,456.75 |
2,456.75 |
2,444.00 |
|
| R1 |
2,448.25 |
2,448.25 |
2,442.00 |
2,452.50 |
| PP |
2,435.50 |
2,435.50 |
2,435.50 |
2,437.50 |
| S1 |
2,427.00 |
2,427.00 |
2,438.00 |
2,431.25 |
| S2 |
2,414.25 |
2,414.25 |
2,436.00 |
|
| S3 |
2,393.00 |
2,405.75 |
2,434.25 |
|
| S4 |
2,371.75 |
2,384.50 |
2,428.25 |
|
|
| 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 |
2,443.75 |
2,405.25 |
38.50 |
1.6% |
18.50 |
0.8% |
90% |
True |
False |
1,205,394 |
| 10 |
2,445.00 |
2,402.25 |
42.75 |
1.8% |
20.75 |
0.8% |
88% |
False |
False |
1,361,705 |
| 20 |
2,451.50 |
2,402.25 |
49.25 |
2.0% |
18.25 |
0.8% |
77% |
False |
False |
1,386,839 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
17.00 |
0.7% |
90% |
False |
False |
877,355 |
| 60 |
2,451.50 |
2,327.75 |
123.75 |
5.1% |
16.25 |
0.7% |
91% |
False |
False |
586,128 |
| 80 |
2,451.50 |
2,314.75 |
136.75 |
5.6% |
17.00 |
0.7% |
92% |
False |
False |
440,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,534.00 |
|
2.618 |
2,499.50 |
|
1.618 |
2,478.25 |
|
1.000 |
2,465.00 |
|
0.618 |
2,457.00 |
|
HIGH |
2,443.75 |
|
0.618 |
2,435.75 |
|
0.500 |
2,433.00 |
|
0.382 |
2,430.50 |
|
LOW |
2,422.50 |
|
0.618 |
2,409.25 |
|
1.000 |
2,401.25 |
|
1.618 |
2,388.00 |
|
2.618 |
2,366.75 |
|
4.250 |
2,332.25 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,437.75 |
2,435.75 |
| PP |
2,435.50 |
2,431.25 |
| S1 |
2,433.00 |
2,427.00 |
|