| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,471.00 |
2,472.50 |
1.50 |
0.1% |
2,457.00 |
| High |
2,476.25 |
2,475.25 |
-1.00 |
0.0% |
2,476.25 |
| Low |
2,465.50 |
2,462.75 |
-2.75 |
-0.1% |
2,448.00 |
| Close |
2,471.25 |
2,469.50 |
-1.75 |
-0.1% |
2,469.50 |
| Range |
10.75 |
12.50 |
1.75 |
16.3% |
28.25 |
| ATR |
15.73 |
15.50 |
-0.23 |
-1.5% |
0.00 |
| Volume |
1,106,684 |
1,095,937 |
-10,747 |
-1.0% |
5,114,711 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,506.75 |
2,500.50 |
2,476.50 |
|
| R3 |
2,494.25 |
2,488.00 |
2,473.00 |
|
| R2 |
2,481.75 |
2,481.75 |
2,471.75 |
|
| R1 |
2,475.50 |
2,475.50 |
2,470.75 |
2,472.50 |
| PP |
2,469.25 |
2,469.25 |
2,469.25 |
2,467.50 |
| S1 |
2,463.00 |
2,463.00 |
2,468.25 |
2,460.00 |
| S2 |
2,456.75 |
2,456.75 |
2,467.25 |
|
| S3 |
2,444.25 |
2,450.50 |
2,466.00 |
|
| S4 |
2,431.75 |
2,438.00 |
2,462.50 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,549.25 |
2,537.75 |
2,485.00 |
|
| R3 |
2,521.00 |
2,509.50 |
2,477.25 |
|
| R2 |
2,492.75 |
2,492.75 |
2,474.75 |
|
| R1 |
2,481.25 |
2,481.25 |
2,472.00 |
2,487.00 |
| PP |
2,464.50 |
2,464.50 |
2,464.50 |
2,467.50 |
| S1 |
2,453.00 |
2,453.00 |
2,467.00 |
2,458.75 |
| S2 |
2,436.25 |
2,436.25 |
2,464.25 |
|
| S3 |
2,408.00 |
2,424.75 |
2,461.75 |
|
| S4 |
2,379.75 |
2,396.50 |
2,454.00 |
|
|
| 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 |
2,448.00 |
28.25 |
1.1% |
11.50 |
0.5% |
76% |
False |
False |
1,022,942 |
| 10 |
2,476.25 |
2,410.25 |
66.00 |
2.7% |
13.50 |
0.5% |
90% |
False |
False |
1,030,368 |
| 20 |
2,476.25 |
2,402.25 |
74.00 |
3.0% |
17.00 |
0.7% |
91% |
False |
False |
1,243,352 |
| 40 |
2,476.25 |
2,400.00 |
76.25 |
3.1% |
15.50 |
0.6% |
91% |
False |
False |
1,054,815 |
| 60 |
2,476.25 |
2,341.75 |
134.50 |
5.4% |
15.50 |
0.6% |
95% |
False |
False |
704,883 |
| 80 |
2,476.25 |
2,320.00 |
156.25 |
6.3% |
16.25 |
0.7% |
96% |
False |
False |
529,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,528.50 |
|
2.618 |
2,508.00 |
|
1.618 |
2,495.50 |
|
1.000 |
2,487.75 |
|
0.618 |
2,483.00 |
|
HIGH |
2,475.25 |
|
0.618 |
2,470.50 |
|
0.500 |
2,469.00 |
|
0.382 |
2,467.50 |
|
LOW |
2,462.75 |
|
0.618 |
2,455.00 |
|
1.000 |
2,450.25 |
|
1.618 |
2,442.50 |
|
2.618 |
2,430.00 |
|
4.250 |
2,409.50 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,469.25 |
2,468.75 |
| PP |
2,469.25 |
2,467.75 |
| S1 |
2,469.00 |
2,467.00 |
|