| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,467.00 |
2,475.25 |
8.25 |
0.3% |
2,457.00 |
| High |
2,478.75 |
2,479.75 |
1.00 |
0.0% |
2,476.25 |
| Low |
2,466.25 |
2,471.50 |
5.25 |
0.2% |
2,448.00 |
| Close |
2,474.00 |
2,473.25 |
-0.75 |
0.0% |
2,469.50 |
| Range |
12.50 |
8.25 |
-4.25 |
-34.0% |
28.25 |
| ATR |
14.72 |
14.26 |
-0.46 |
-3.1% |
0.00 |
| Volume |
1,074,033 |
972,444 |
-101,589 |
-9.5% |
5,114,711 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.50 |
2,494.75 |
2,477.75 |
|
| R3 |
2,491.25 |
2,486.50 |
2,475.50 |
|
| R2 |
2,483.00 |
2,483.00 |
2,474.75 |
|
| R1 |
2,478.25 |
2,478.25 |
2,474.00 |
2,476.50 |
| PP |
2,474.75 |
2,474.75 |
2,474.75 |
2,474.00 |
| S1 |
2,470.00 |
2,470.00 |
2,472.50 |
2,468.25 |
| S2 |
2,466.50 |
2,466.50 |
2,471.75 |
|
| S3 |
2,458.25 |
2,461.75 |
2,471.00 |
|
| S4 |
2,450.00 |
2,453.50 |
2,468.75 |
|
|
| 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 |
2,479.75 |
2,462.75 |
17.00 |
0.7% |
10.25 |
0.4% |
62% |
True |
False |
1,021,369 |
| 10 |
2,479.75 |
2,439.00 |
40.75 |
1.6% |
11.25 |
0.5% |
84% |
True |
False |
1,005,107 |
| 20 |
2,479.75 |
2,402.25 |
77.50 |
3.1% |
16.00 |
0.6% |
92% |
True |
False |
1,183,406 |
| 40 |
2,479.75 |
2,400.00 |
79.75 |
3.2% |
15.50 |
0.6% |
92% |
True |
False |
1,126,646 |
| 60 |
2,479.75 |
2,341.75 |
138.00 |
5.6% |
15.25 |
0.6% |
95% |
True |
False |
753,120 |
| 80 |
2,479.75 |
2,320.00 |
159.75 |
6.5% |
16.25 |
0.7% |
96% |
True |
False |
565,491 |
| 100 |
2,479.75 |
2,314.75 |
165.00 |
6.7% |
16.25 |
0.7% |
96% |
True |
False |
452,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,514.75 |
|
2.618 |
2,501.25 |
|
1.618 |
2,493.00 |
|
1.000 |
2,488.00 |
|
0.618 |
2,484.75 |
|
HIGH |
2,479.75 |
|
0.618 |
2,476.50 |
|
0.500 |
2,475.50 |
|
0.382 |
2,474.75 |
|
LOW |
2,471.50 |
|
0.618 |
2,466.50 |
|
1.000 |
2,463.25 |
|
1.618 |
2,458.25 |
|
2.618 |
2,450.00 |
|
4.250 |
2,436.50 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,475.50 |
2,472.75 |
| PP |
2,474.75 |
2,472.25 |
| S1 |
2,474.00 |
2,471.50 |
|