| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,652.0 |
12,642.5 |
-9.5 |
-0.1% |
12,451.0 |
| High |
12,672.0 |
12,658.5 |
-13.5 |
-0.1% |
12,672.0 |
| Low |
12,605.0 |
12,567.0 |
-38.0 |
-0.3% |
12,394.5 |
| Close |
12,623.5 |
12,611.0 |
-12.5 |
-0.1% |
12,611.0 |
| Range |
67.0 |
91.5 |
24.5 |
36.6% |
277.5 |
| ATR |
140.3 |
136.8 |
-3.5 |
-2.5% |
0.0 |
| Volume |
59,074 |
65,648 |
6,574 |
11.1% |
342,798 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,886.7 |
12,840.3 |
12,661.3 |
|
| R3 |
12,795.2 |
12,748.8 |
12,636.2 |
|
| R2 |
12,703.7 |
12,703.7 |
12,627.8 |
|
| R1 |
12,657.3 |
12,657.3 |
12,619.4 |
12,634.8 |
| PP |
12,612.2 |
12,612.2 |
12,612.2 |
12,600.9 |
| S1 |
12,565.8 |
12,565.8 |
12,602.6 |
12,543.3 |
| S2 |
12,520.7 |
12,520.7 |
12,594.2 |
|
| S3 |
12,429.2 |
12,474.3 |
12,585.8 |
|
| S4 |
12,337.7 |
12,382.8 |
12,560.7 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,391.7 |
13,278.8 |
12,763.6 |
|
| R3 |
13,114.2 |
13,001.3 |
12,687.3 |
|
| R2 |
12,836.7 |
12,836.7 |
12,661.9 |
|
| R1 |
12,723.8 |
12,723.8 |
12,636.4 |
12,780.3 |
| PP |
12,559.2 |
12,559.2 |
12,559.2 |
12,587.4 |
| S1 |
12,446.3 |
12,446.3 |
12,585.6 |
12,502.8 |
| S2 |
12,281.7 |
12,281.7 |
12,560.1 |
|
| S3 |
12,004.2 |
12,168.8 |
12,534.7 |
|
| S4 |
11,726.7 |
11,891.3 |
12,458.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,672.0 |
12,394.5 |
277.5 |
2.2% |
114.9 |
0.9% |
78% |
False |
False |
68,559 |
| 10 |
12,672.0 |
12,303.0 |
369.0 |
2.9% |
119.0 |
0.9% |
83% |
False |
False |
68,394 |
| 20 |
12,948.5 |
12,303.0 |
645.5 |
5.1% |
134.5 |
1.1% |
48% |
False |
False |
76,561 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.1% |
116.6 |
0.9% |
48% |
False |
False |
47,096 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.8% |
114.0 |
0.9% |
66% |
False |
False |
31,484 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.6% |
113.1 |
0.9% |
69% |
False |
False |
23,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,047.4 |
|
2.618 |
12,898.0 |
|
1.618 |
12,806.5 |
|
1.000 |
12,750.0 |
|
0.618 |
12,715.0 |
|
HIGH |
12,658.5 |
|
0.618 |
12,623.5 |
|
0.500 |
12,612.8 |
|
0.382 |
12,602.0 |
|
LOW |
12,567.0 |
|
0.618 |
12,510.5 |
|
1.000 |
12,475.5 |
|
1.618 |
12,419.0 |
|
2.618 |
12,327.5 |
|
4.250 |
12,178.1 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,612.8 |
12,593.5 |
| PP |
12,612.2 |
12,576.0 |
| S1 |
12,611.6 |
12,558.5 |
|