| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,459.25 |
2,459.75 |
0.50 |
0.0% |
2,423.00 |
| High |
2,461.00 |
2,472.00 |
11.00 |
0.4% |
2,461.25 |
| Low |
2,448.00 |
2,457.75 |
9.75 |
0.4% |
2,410.25 |
| Close |
2,457.75 |
2,471.50 |
13.75 |
0.6% |
2,456.00 |
| Range |
13.00 |
14.25 |
1.25 |
9.6% |
51.00 |
| ATR |
16.26 |
16.11 |
-0.14 |
-0.9% |
0.00 |
| Volume |
1,091,158 |
958,463 |
-132,695 |
-12.2% |
5,188,973 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,509.75 |
2,505.00 |
2,479.25 |
|
| R3 |
2,495.50 |
2,490.75 |
2,475.50 |
|
| R2 |
2,481.25 |
2,481.25 |
2,474.00 |
|
| R1 |
2,476.50 |
2,476.50 |
2,472.75 |
2,479.00 |
| PP |
2,467.00 |
2,467.00 |
2,467.00 |
2,468.25 |
| S1 |
2,462.25 |
2,462.25 |
2,470.25 |
2,464.50 |
| S2 |
2,452.75 |
2,452.75 |
2,469.00 |
|
| S3 |
2,438.50 |
2,448.00 |
2,467.50 |
|
| S4 |
2,424.25 |
2,433.75 |
2,463.75 |
|
|
| 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 |
2,472.00 |
2,439.00 |
33.00 |
1.3% |
12.25 |
0.5% |
98% |
True |
False |
988,845 |
| 10 |
2,472.00 |
2,405.25 |
66.75 |
2.7% |
15.25 |
0.6% |
99% |
True |
False |
1,097,120 |
| 20 |
2,472.00 |
2,402.25 |
69.75 |
2.8% |
17.00 |
0.7% |
99% |
True |
False |
1,254,800 |
| 40 |
2,472.00 |
2,384.00 |
88.00 |
3.6% |
15.50 |
0.6% |
99% |
True |
False |
1,000,125 |
| 60 |
2,472.00 |
2,341.75 |
130.25 |
5.3% |
15.50 |
0.6% |
100% |
True |
False |
668,331 |
| 80 |
2,472.00 |
2,314.75 |
157.25 |
6.4% |
16.50 |
0.7% |
100% |
True |
False |
501,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,532.50 |
|
2.618 |
2,509.25 |
|
1.618 |
2,495.00 |
|
1.000 |
2,486.25 |
|
0.618 |
2,480.75 |
|
HIGH |
2,472.00 |
|
0.618 |
2,466.50 |
|
0.500 |
2,465.00 |
|
0.382 |
2,463.25 |
|
LOW |
2,457.75 |
|
0.618 |
2,449.00 |
|
1.000 |
2,443.50 |
|
1.618 |
2,434.75 |
|
2.618 |
2,420.50 |
|
4.250 |
2,397.25 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,469.25 |
2,467.75 |
| PP |
2,467.00 |
2,463.75 |
| S1 |
2,465.00 |
2,460.00 |
|