| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,457.00 |
2,459.25 |
2.25 |
0.1% |
2,423.00 |
| High |
2,460.50 |
2,461.00 |
0.50 |
0.0% |
2,461.25 |
| Low |
2,454.00 |
2,448.00 |
-6.00 |
-0.2% |
2,410.25 |
| Close |
2,458.50 |
2,457.75 |
-0.75 |
0.0% |
2,456.00 |
| Range |
6.50 |
13.00 |
6.50 |
100.0% |
51.00 |
| ATR |
16.51 |
16.26 |
-0.25 |
-1.5% |
0.00 |
| Volume |
862,469 |
1,091,158 |
228,689 |
26.5% |
5,188,973 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.50 |
2,489.25 |
2,465.00 |
|
| R3 |
2,481.50 |
2,476.25 |
2,461.25 |
|
| R2 |
2,468.50 |
2,468.50 |
2,460.25 |
|
| R1 |
2,463.25 |
2,463.25 |
2,459.00 |
2,459.50 |
| PP |
2,455.50 |
2,455.50 |
2,455.50 |
2,453.75 |
| S1 |
2,450.25 |
2,450.25 |
2,456.50 |
2,446.50 |
| S2 |
2,442.50 |
2,442.50 |
2,455.25 |
|
| S3 |
2,429.50 |
2,437.25 |
2,454.25 |
|
| S4 |
2,416.50 |
2,424.25 |
2,450.50 |
|
|
| 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 |
2,422.50 |
38.75 |
1.6% |
13.50 |
0.6% |
91% |
False |
False |
1,029,821 |
| 10 |
2,461.25 |
2,405.25 |
56.00 |
2.3% |
15.25 |
0.6% |
94% |
False |
False |
1,130,016 |
| 20 |
2,461.25 |
2,402.25 |
59.00 |
2.4% |
17.00 |
0.7% |
94% |
False |
False |
1,273,478 |
| 40 |
2,461.25 |
2,375.50 |
85.75 |
3.5% |
15.50 |
0.6% |
96% |
False |
False |
976,240 |
| 60 |
2,461.25 |
2,341.75 |
119.50 |
4.9% |
15.75 |
0.6% |
97% |
False |
False |
652,408 |
| 80 |
2,461.25 |
2,314.75 |
146.50 |
6.0% |
16.75 |
0.7% |
98% |
False |
False |
489,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,516.25 |
|
2.618 |
2,495.00 |
|
1.618 |
2,482.00 |
|
1.000 |
2,474.00 |
|
0.618 |
2,469.00 |
|
HIGH |
2,461.00 |
|
0.618 |
2,456.00 |
|
0.500 |
2,454.50 |
|
0.382 |
2,453.00 |
|
LOW |
2,448.00 |
|
0.618 |
2,440.00 |
|
1.000 |
2,435.00 |
|
1.618 |
2,427.00 |
|
2.618 |
2,414.00 |
|
4.250 |
2,392.75 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,456.75 |
2,455.75 |
| PP |
2,455.50 |
2,453.75 |
| S1 |
2,454.50 |
2,451.50 |
|