| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,451.0 |
12,467.5 |
16.5 |
0.1% |
12,405.0 |
| High |
12,479.0 |
12,533.5 |
54.5 |
0.4% |
12,492.0 |
| Low |
12,394.5 |
12,406.0 |
11.5 |
0.1% |
12,306.5 |
| Close |
12,435.0 |
12,418.5 |
-16.5 |
-0.1% |
12,367.0 |
| Range |
84.5 |
127.5 |
43.0 |
50.9% |
185.5 |
| ATR |
140.3 |
139.4 |
-0.9 |
-0.7% |
0.0 |
| Volume |
76,915 |
83,078 |
6,163 |
8.0% |
272,562 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,835.2 |
12,754.3 |
12,488.6 |
|
| R3 |
12,707.7 |
12,626.8 |
12,453.6 |
|
| R2 |
12,580.2 |
12,580.2 |
12,441.9 |
|
| R1 |
12,499.3 |
12,499.3 |
12,430.2 |
12,476.0 |
| PP |
12,452.7 |
12,452.7 |
12,452.7 |
12,441.0 |
| S1 |
12,371.8 |
12,371.8 |
12,406.8 |
12,348.5 |
| S2 |
12,325.2 |
12,325.2 |
12,395.1 |
|
| S3 |
12,197.7 |
12,244.3 |
12,383.4 |
|
| S4 |
12,070.2 |
12,116.8 |
12,348.4 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,945.0 |
12,841.5 |
12,469.0 |
|
| R3 |
12,759.5 |
12,656.0 |
12,418.0 |
|
| R2 |
12,574.0 |
12,574.0 |
12,401.0 |
|
| R1 |
12,470.5 |
12,470.5 |
12,384.0 |
12,429.5 |
| PP |
12,388.5 |
12,388.5 |
12,388.5 |
12,368.0 |
| S1 |
12,285.0 |
12,285.0 |
12,350.0 |
12,244.0 |
| S2 |
12,203.0 |
12,203.0 |
12,333.0 |
|
| S3 |
12,017.5 |
12,099.5 |
12,316.0 |
|
| S4 |
11,832.0 |
11,914.0 |
12,265.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,533.5 |
12,306.5 |
227.0 |
1.8% |
114.9 |
0.9% |
49% |
True |
False |
77,025 |
| 10 |
12,751.5 |
12,303.0 |
448.5 |
3.6% |
154.6 |
1.2% |
26% |
False |
False |
83,610 |
| 20 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
139.3 |
1.1% |
18% |
False |
False |
77,315 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
118.1 |
1.0% |
18% |
False |
False |
42,575 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.9% |
113.7 |
0.9% |
46% |
False |
False |
28,458 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.7% |
110.7 |
0.9% |
51% |
False |
False |
21,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,075.4 |
|
2.618 |
12,867.3 |
|
1.618 |
12,739.8 |
|
1.000 |
12,661.0 |
|
0.618 |
12,612.3 |
|
HIGH |
12,533.5 |
|
0.618 |
12,484.8 |
|
0.500 |
12,469.8 |
|
0.382 |
12,454.7 |
|
LOW |
12,406.0 |
|
0.618 |
12,327.2 |
|
1.000 |
12,278.5 |
|
1.618 |
12,199.7 |
|
2.618 |
12,072.2 |
|
4.250 |
11,864.1 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,469.8 |
12,430.8 |
| PP |
12,452.7 |
12,426.7 |
| S1 |
12,435.6 |
12,422.6 |
|