| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,475.25 |
2,474.50 |
-0.75 |
0.0% |
2,457.00 |
| High |
2,479.75 |
2,480.50 |
0.75 |
0.0% |
2,476.25 |
| Low |
2,471.50 |
2,457.00 |
-14.50 |
-0.6% |
2,448.00 |
| Close |
2,473.25 |
2,472.00 |
-1.25 |
-0.1% |
2,469.50 |
| Range |
8.25 |
23.50 |
15.25 |
184.8% |
28.25 |
| ATR |
14.26 |
14.92 |
0.66 |
4.6% |
0.00 |
| Volume |
972,444 |
1,647,577 |
675,133 |
69.4% |
5,114,711 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,540.25 |
2,529.75 |
2,485.00 |
|
| R3 |
2,516.75 |
2,506.25 |
2,478.50 |
|
| R2 |
2,493.25 |
2,493.25 |
2,476.25 |
|
| R1 |
2,482.75 |
2,482.75 |
2,474.25 |
2,476.25 |
| PP |
2,469.75 |
2,469.75 |
2,469.75 |
2,466.50 |
| S1 |
2,459.25 |
2,459.25 |
2,469.75 |
2,452.75 |
| S2 |
2,446.25 |
2,446.25 |
2,467.75 |
|
| S3 |
2,422.75 |
2,435.75 |
2,465.50 |
|
| S4 |
2,399.25 |
2,412.25 |
2,459.00 |
|
|
| 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 |
2,480.50 |
2,457.00 |
23.50 |
1.0% |
12.75 |
0.5% |
64% |
True |
True |
1,129,548 |
| 10 |
2,480.50 |
2,442.00 |
38.50 |
1.6% |
12.75 |
0.5% |
78% |
True |
False |
1,075,759 |
| 20 |
2,480.50 |
2,402.25 |
78.25 |
3.2% |
15.75 |
0.6% |
89% |
True |
False |
1,187,764 |
| 40 |
2,480.50 |
2,402.25 |
78.25 |
3.2% |
15.75 |
0.6% |
89% |
True |
False |
1,167,456 |
| 60 |
2,480.50 |
2,341.75 |
138.75 |
5.6% |
15.50 |
0.6% |
94% |
True |
False |
780,537 |
| 80 |
2,480.50 |
2,320.00 |
160.50 |
6.5% |
16.25 |
0.7% |
95% |
True |
False |
586,069 |
| 100 |
2,480.50 |
2,314.75 |
165.75 |
6.7% |
16.25 |
0.7% |
95% |
True |
False |
469,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,580.50 |
|
2.618 |
2,542.00 |
|
1.618 |
2,518.50 |
|
1.000 |
2,504.00 |
|
0.618 |
2,495.00 |
|
HIGH |
2,480.50 |
|
0.618 |
2,471.50 |
|
0.500 |
2,468.75 |
|
0.382 |
2,466.00 |
|
LOW |
2,457.00 |
|
0.618 |
2,442.50 |
|
1.000 |
2,433.50 |
|
1.618 |
2,419.00 |
|
2.618 |
2,395.50 |
|
4.250 |
2,357.00 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,471.00 |
2,471.00 |
| PP |
2,469.75 |
2,469.75 |
| S1 |
2,468.75 |
2,468.75 |
|