| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,441.25 |
2,446.50 |
5.25 |
0.2% |
2,423.00 |
| High |
2,447.00 |
2,461.25 |
14.25 |
0.6% |
2,461.25 |
| Low |
2,439.00 |
2,442.00 |
3.00 |
0.1% |
2,410.25 |
| Close |
2,445.50 |
2,456.00 |
10.50 |
0.4% |
2,456.00 |
| Range |
8.00 |
19.25 |
11.25 |
140.6% |
51.00 |
| ATR |
17.12 |
17.28 |
0.15 |
0.9% |
0.00 |
| Volume |
941,061 |
1,091,078 |
150,017 |
15.9% |
5,188,973 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.75 |
2,502.75 |
2,466.50 |
|
| R3 |
2,491.50 |
2,483.50 |
2,461.25 |
|
| R2 |
2,472.25 |
2,472.25 |
2,459.50 |
|
| R1 |
2,464.25 |
2,464.25 |
2,457.75 |
2,468.25 |
| PP |
2,453.00 |
2,453.00 |
2,453.00 |
2,455.00 |
| S1 |
2,445.00 |
2,445.00 |
2,454.25 |
2,449.00 |
| S2 |
2,433.75 |
2,433.75 |
2,452.50 |
|
| S3 |
2,414.50 |
2,425.75 |
2,450.75 |
|
| S4 |
2,395.25 |
2,406.50 |
2,445.50 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,595.50 |
2,576.75 |
2,484.00 |
|
| R3 |
2,544.50 |
2,525.75 |
2,470.00 |
|
| R2 |
2,493.50 |
2,493.50 |
2,465.25 |
|
| R1 |
2,474.75 |
2,474.75 |
2,460.75 |
2,484.00 |
| PP |
2,442.50 |
2,442.50 |
2,442.50 |
2,447.25 |
| S1 |
2,423.75 |
2,423.75 |
2,451.25 |
2,433.00 |
| S2 |
2,391.50 |
2,391.50 |
2,446.75 |
|
| S3 |
2,340.50 |
2,372.75 |
2,442.00 |
|
| S4 |
2,289.50 |
2,321.75 |
2,428.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,461.25 |
2,410.25 |
51.00 |
2.1% |
15.25 |
0.6% |
90% |
True |
False |
1,037,794 |
| 10 |
2,461.25 |
2,405.25 |
56.00 |
2.3% |
16.25 |
0.7% |
91% |
True |
False |
1,175,097 |
| 20 |
2,461.25 |
2,402.25 |
59.00 |
2.4% |
18.00 |
0.7% |
91% |
True |
False |
1,303,798 |
| 40 |
2,461.25 |
2,341.75 |
119.50 |
4.9% |
16.50 |
0.7% |
96% |
True |
False |
927,786 |
| 60 |
2,461.25 |
2,330.00 |
131.25 |
5.3% |
16.00 |
0.7% |
96% |
True |
False |
619,921 |
| 80 |
2,461.25 |
2,314.75 |
146.50 |
6.0% |
16.75 |
0.7% |
96% |
True |
False |
465,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,543.00 |
|
2.618 |
2,511.75 |
|
1.618 |
2,492.50 |
|
1.000 |
2,480.50 |
|
0.618 |
2,473.25 |
|
HIGH |
2,461.25 |
|
0.618 |
2,454.00 |
|
0.500 |
2,451.50 |
|
0.382 |
2,449.25 |
|
LOW |
2,442.00 |
|
0.618 |
2,430.00 |
|
1.000 |
2,422.75 |
|
1.618 |
2,410.75 |
|
2.618 |
2,391.50 |
|
4.250 |
2,360.25 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,454.50 |
2,451.25 |
| PP |
2,453.00 |
2,446.50 |
| S1 |
2,451.50 |
2,442.00 |
|