| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,446.50 |
2,457.00 |
10.50 |
0.4% |
2,423.00 |
| High |
2,461.25 |
2,460.50 |
-0.75 |
0.0% |
2,461.25 |
| Low |
2,442.00 |
2,454.00 |
12.00 |
0.5% |
2,410.25 |
| Close |
2,456.00 |
2,458.50 |
2.50 |
0.1% |
2,456.00 |
| Range |
19.25 |
6.50 |
-12.75 |
-66.2% |
51.00 |
| ATR |
17.28 |
16.51 |
-0.77 |
-4.5% |
0.00 |
| Volume |
1,091,078 |
862,469 |
-228,609 |
-21.0% |
5,188,973 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,477.25 |
2,474.25 |
2,462.00 |
|
| R3 |
2,470.75 |
2,467.75 |
2,460.25 |
|
| R2 |
2,464.25 |
2,464.25 |
2,459.75 |
|
| R1 |
2,461.25 |
2,461.25 |
2,459.00 |
2,462.75 |
| PP |
2,457.75 |
2,457.75 |
2,457.75 |
2,458.50 |
| S1 |
2,454.75 |
2,454.75 |
2,458.00 |
2,456.25 |
| S2 |
2,451.25 |
2,451.25 |
2,457.25 |
|
| S3 |
2,444.75 |
2,448.25 |
2,456.75 |
|
| S4 |
2,438.25 |
2,441.75 |
2,455.00 |
|
|
| 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% |
14.50 |
0.6% |
95% |
False |
False |
1,038,044 |
| 10 |
2,461.25 |
2,405.25 |
56.00 |
2.3% |
15.50 |
0.6% |
95% |
False |
False |
1,097,523 |
| 20 |
2,461.25 |
2,402.25 |
59.00 |
2.4% |
17.50 |
0.7% |
95% |
False |
False |
1,280,087 |
| 40 |
2,461.25 |
2,358.50 |
102.75 |
4.2% |
16.00 |
0.6% |
97% |
False |
False |
949,164 |
| 60 |
2,461.25 |
2,337.75 |
123.50 |
5.0% |
15.75 |
0.6% |
98% |
False |
False |
634,252 |
| 80 |
2,461.25 |
2,314.75 |
146.50 |
6.0% |
16.75 |
0.7% |
98% |
False |
False |
476,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,488.00 |
|
2.618 |
2,477.50 |
|
1.618 |
2,471.00 |
|
1.000 |
2,467.00 |
|
0.618 |
2,464.50 |
|
HIGH |
2,460.50 |
|
0.618 |
2,458.00 |
|
0.500 |
2,457.25 |
|
0.382 |
2,456.50 |
|
LOW |
2,454.00 |
|
0.618 |
2,450.00 |
|
1.000 |
2,447.50 |
|
1.618 |
2,443.50 |
|
2.618 |
2,437.00 |
|
4.250 |
2,426.50 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,458.00 |
2,455.75 |
| PP |
2,457.75 |
2,453.00 |
| S1 |
2,457.25 |
2,450.00 |
|