| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,467.5 |
12,459.5 |
-8.0 |
-0.1% |
12,405.0 |
| High |
12,533.5 |
12,649.0 |
115.5 |
0.9% |
12,492.0 |
| Low |
12,406.0 |
12,445.0 |
39.0 |
0.3% |
12,306.5 |
| Close |
12,418.5 |
12,630.0 |
211.5 |
1.7% |
12,367.0 |
| Range |
127.5 |
204.0 |
76.5 |
60.0% |
185.5 |
| ATR |
139.4 |
145.9 |
6.5 |
4.7% |
0.0 |
| Volume |
83,078 |
58,083 |
-24,995 |
-30.1% |
272,562 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,186.7 |
13,112.3 |
12,742.2 |
|
| R3 |
12,982.7 |
12,908.3 |
12,686.1 |
|
| R2 |
12,778.7 |
12,778.7 |
12,667.4 |
|
| R1 |
12,704.3 |
12,704.3 |
12,648.7 |
12,741.5 |
| PP |
12,574.7 |
12,574.7 |
12,574.7 |
12,593.3 |
| S1 |
12,500.3 |
12,500.3 |
12,611.3 |
12,537.5 |
| S2 |
12,370.7 |
12,370.7 |
12,592.6 |
|
| S3 |
12,166.7 |
12,296.3 |
12,573.9 |
|
| S4 |
11,962.7 |
12,092.3 |
12,517.8 |
|
|
| 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 |
12,649.0 |
12,306.5 |
342.5 |
2.7% |
136.6 |
1.1% |
94% |
True |
False |
68,786 |
| 10 |
12,730.0 |
12,303.0 |
427.0 |
3.4% |
157.7 |
1.2% |
77% |
False |
False |
80,001 |
| 20 |
12,948.5 |
12,303.0 |
645.5 |
5.1% |
143.8 |
1.1% |
51% |
False |
False |
77,012 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.1% |
121.8 |
1.0% |
51% |
False |
False |
44,009 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.8% |
115.8 |
0.9% |
68% |
False |
False |
29,417 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.5% |
112.4 |
0.9% |
70% |
False |
False |
22,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,516.0 |
|
2.618 |
13,183.1 |
|
1.618 |
12,979.1 |
|
1.000 |
12,853.0 |
|
0.618 |
12,775.1 |
|
HIGH |
12,649.0 |
|
0.618 |
12,571.1 |
|
0.500 |
12,547.0 |
|
0.382 |
12,522.9 |
|
LOW |
12,445.0 |
|
0.618 |
12,318.9 |
|
1.000 |
12,241.0 |
|
1.618 |
12,114.9 |
|
2.618 |
11,910.9 |
|
4.250 |
11,578.0 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,602.3 |
12,593.9 |
| PP |
12,574.7 |
12,557.8 |
| S1 |
12,547.0 |
12,521.8 |
|