| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,425.00 |
2,441.25 |
16.25 |
0.7% |
2,422.00 |
| High |
2,443.75 |
2,447.00 |
3.25 |
0.1% |
2,436.50 |
| Low |
2,422.50 |
2,439.00 |
16.50 |
0.7% |
2,405.25 |
| Close |
2,440.00 |
2,445.50 |
5.50 |
0.2% |
2,422.50 |
| Range |
21.25 |
8.00 |
-13.25 |
-62.4% |
31.25 |
| ATR |
17.83 |
17.12 |
-0.70 |
-3.9% |
0.00 |
| Volume |
1,163,339 |
941,061 |
-222,278 |
-19.1% |
4,923,788 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,467.75 |
2,464.75 |
2,450.00 |
|
| R3 |
2,459.75 |
2,456.75 |
2,447.75 |
|
| R2 |
2,451.75 |
2,451.75 |
2,447.00 |
|
| R1 |
2,448.75 |
2,448.75 |
2,446.25 |
2,450.25 |
| PP |
2,443.75 |
2,443.75 |
2,443.75 |
2,444.50 |
| S1 |
2,440.75 |
2,440.75 |
2,444.75 |
2,442.25 |
| S2 |
2,435.75 |
2,435.75 |
2,444.00 |
|
| S3 |
2,427.75 |
2,432.75 |
2,443.25 |
|
| S4 |
2,419.75 |
2,424.75 |
2,441.00 |
|
|
| 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 |
2,447.00 |
2,407.50 |
39.50 |
1.6% |
15.00 |
0.6% |
96% |
True |
False |
1,072,857 |
| 10 |
2,447.00 |
2,402.25 |
44.75 |
1.8% |
18.50 |
0.8% |
97% |
True |
False |
1,299,768 |
| 20 |
2,451.50 |
2,402.25 |
49.25 |
2.0% |
17.75 |
0.7% |
88% |
False |
False |
1,342,978 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
17.00 |
0.7% |
95% |
False |
False |
900,776 |
| 60 |
2,451.50 |
2,328.50 |
123.00 |
5.0% |
16.00 |
0.7% |
95% |
False |
False |
601,770 |
| 80 |
2,451.50 |
2,314.75 |
136.75 |
5.6% |
17.00 |
0.7% |
96% |
False |
False |
451,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,481.00 |
|
2.618 |
2,468.00 |
|
1.618 |
2,460.00 |
|
1.000 |
2,455.00 |
|
0.618 |
2,452.00 |
|
HIGH |
2,447.00 |
|
0.618 |
2,444.00 |
|
0.500 |
2,443.00 |
|
0.382 |
2,442.00 |
|
LOW |
2,439.00 |
|
0.618 |
2,434.00 |
|
1.000 |
2,431.00 |
|
1.618 |
2,426.00 |
|
2.618 |
2,418.00 |
|
4.250 |
2,405.00 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,444.75 |
2,440.00 |
| PP |
2,443.75 |
2,434.25 |
| S1 |
2,443.00 |
2,428.50 |
|