| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,459.75 |
2,471.00 |
11.25 |
0.5% |
2,423.00 |
| High |
2,472.00 |
2,476.25 |
4.25 |
0.2% |
2,461.25 |
| Low |
2,457.75 |
2,465.50 |
7.75 |
0.3% |
2,410.25 |
| Close |
2,471.50 |
2,471.25 |
-0.25 |
0.0% |
2,456.00 |
| Range |
14.25 |
10.75 |
-3.50 |
-24.6% |
51.00 |
| ATR |
16.11 |
15.73 |
-0.38 |
-2.4% |
0.00 |
| Volume |
958,463 |
1,106,684 |
148,221 |
15.5% |
5,188,973 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.25 |
2,498.00 |
2,477.25 |
|
| R3 |
2,492.50 |
2,487.25 |
2,474.25 |
|
| R2 |
2,481.75 |
2,481.75 |
2,473.25 |
|
| R1 |
2,476.50 |
2,476.50 |
2,472.25 |
2,479.00 |
| PP |
2,471.00 |
2,471.00 |
2,471.00 |
2,472.25 |
| S1 |
2,465.75 |
2,465.75 |
2,470.25 |
2,468.50 |
| S2 |
2,460.25 |
2,460.25 |
2,469.25 |
|
| S3 |
2,449.50 |
2,455.00 |
2,468.25 |
|
| S4 |
2,438.75 |
2,444.25 |
2,465.25 |
|
|
| 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 |
2,476.25 |
2,442.00 |
34.25 |
1.4% |
12.75 |
0.5% |
85% |
True |
False |
1,021,970 |
| 10 |
2,476.25 |
2,407.50 |
68.75 |
2.8% |
14.00 |
0.6% |
93% |
True |
False |
1,047,413 |
| 20 |
2,476.25 |
2,402.25 |
74.00 |
3.0% |
17.00 |
0.7% |
93% |
True |
False |
1,241,396 |
| 40 |
2,476.25 |
2,392.25 |
84.00 |
3.4% |
15.50 |
0.6% |
94% |
True |
False |
1,027,596 |
| 60 |
2,476.25 |
2,341.75 |
134.50 |
5.4% |
15.50 |
0.6% |
96% |
True |
False |
686,664 |
| 80 |
2,476.25 |
2,320.00 |
156.25 |
6.3% |
16.50 |
0.7% |
97% |
True |
False |
515,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.00 |
|
2.618 |
2,504.50 |
|
1.618 |
2,493.75 |
|
1.000 |
2,487.00 |
|
0.618 |
2,483.00 |
|
HIGH |
2,476.25 |
|
0.618 |
2,472.25 |
|
0.500 |
2,471.00 |
|
0.382 |
2,469.50 |
|
LOW |
2,465.50 |
|
0.618 |
2,458.75 |
|
1.000 |
2,454.75 |
|
1.618 |
2,448.00 |
|
2.618 |
2,437.25 |
|
4.250 |
2,419.75 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,471.00 |
2,468.25 |
| PP |
2,471.00 |
2,465.25 |
| S1 |
2,471.00 |
2,462.00 |
|