| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,472.00 |
2,470.50 |
-1.50 |
-0.1% |
2,469.75 |
| High |
2,472.00 |
2,475.00 |
3.00 |
0.1% |
2,480.50 |
| Low |
2,461.50 |
2,465.25 |
3.75 |
0.2% |
2,457.00 |
| Close |
2,470.25 |
2,468.00 |
-2.25 |
-0.1% |
2,470.25 |
| Range |
10.50 |
9.75 |
-0.75 |
-7.1% |
23.50 |
| ATR |
14.60 |
14.26 |
-0.35 |
-2.4% |
0.00 |
| Volume |
1,156,784 |
1,229,202 |
72,418 |
6.3% |
5,708,588 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,498.75 |
2,493.00 |
2,473.25 |
|
| R3 |
2,489.00 |
2,483.25 |
2,470.75 |
|
| R2 |
2,479.25 |
2,479.25 |
2,469.75 |
|
| R1 |
2,473.50 |
2,473.50 |
2,469.00 |
2,471.50 |
| PP |
2,469.50 |
2,469.50 |
2,469.50 |
2,468.50 |
| S1 |
2,463.75 |
2,463.75 |
2,467.00 |
2,461.75 |
| S2 |
2,459.75 |
2,459.75 |
2,466.25 |
|
| S3 |
2,450.00 |
2,454.00 |
2,465.25 |
|
| S4 |
2,440.25 |
2,444.25 |
2,462.75 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.75 |
2,528.50 |
2,483.25 |
|
| R3 |
2,516.25 |
2,505.00 |
2,476.75 |
|
| R2 |
2,492.75 |
2,492.75 |
2,474.50 |
|
| R1 |
2,481.50 |
2,481.50 |
2,472.50 |
2,487.00 |
| PP |
2,469.25 |
2,469.25 |
2,469.25 |
2,472.00 |
| S1 |
2,458.00 |
2,458.00 |
2,468.00 |
2,463.50 |
| S2 |
2,445.75 |
2,445.75 |
2,466.00 |
|
| S3 |
2,422.25 |
2,434.50 |
2,463.75 |
|
| S4 |
2,398.75 |
2,411.00 |
2,457.25 |
|
|
| 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% |
13.00 |
0.5% |
47% |
False |
False |
1,216,008 |
| 10 |
2,480.50 |
2,448.00 |
32.50 |
1.3% |
12.25 |
0.5% |
62% |
False |
False |
1,119,003 |
| 20 |
2,480.50 |
2,405.25 |
75.25 |
3.0% |
13.75 |
0.6% |
83% |
False |
False |
1,108,263 |
| 40 |
2,480.50 |
2,402.25 |
78.25 |
3.2% |
15.50 |
0.6% |
84% |
False |
False |
1,225,218 |
| 60 |
2,480.50 |
2,341.75 |
138.75 |
5.6% |
15.50 |
0.6% |
91% |
False |
False |
820,158 |
| 80 |
2,480.50 |
2,320.00 |
160.50 |
6.5% |
16.00 |
0.6% |
92% |
False |
False |
615,835 |
| 100 |
2,480.50 |
2,314.75 |
165.75 |
6.7% |
16.25 |
0.7% |
92% |
False |
False |
492,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,516.50 |
|
2.618 |
2,500.50 |
|
1.618 |
2,490.75 |
|
1.000 |
2,484.75 |
|
0.618 |
2,481.00 |
|
HIGH |
2,475.00 |
|
0.618 |
2,471.25 |
|
0.500 |
2,470.00 |
|
0.382 |
2,469.00 |
|
LOW |
2,465.25 |
|
0.618 |
2,459.25 |
|
1.000 |
2,455.50 |
|
1.618 |
2,449.50 |
|
2.618 |
2,439.75 |
|
4.250 |
2,423.75 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,470.00 |
2,468.75 |
| PP |
2,469.50 |
2,468.50 |
| S1 |
2,468.75 |
2,468.25 |
|