| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,646.5 |
12,554.0 |
-92.5 |
-0.7% |
12,451.0 |
| High |
12,668.0 |
12,569.0 |
-99.0 |
-0.8% |
12,672.0 |
| Low |
12,531.0 |
12,373.5 |
-157.5 |
-1.3% |
12,394.5 |
| Close |
12,587.0 |
12,425.5 |
-161.5 |
-1.3% |
12,611.0 |
| Range |
137.0 |
195.5 |
58.5 |
42.7% |
277.5 |
| ATR |
136.8 |
142.3 |
5.5 |
4.0% |
0.0 |
| Volume |
96,933 |
68,435 |
-28,498 |
-29.4% |
342,798 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,042.5 |
12,929.5 |
12,533.0 |
|
| R3 |
12,847.0 |
12,734.0 |
12,479.3 |
|
| R2 |
12,651.5 |
12,651.5 |
12,461.3 |
|
| R1 |
12,538.5 |
12,538.5 |
12,443.4 |
12,497.3 |
| PP |
12,456.0 |
12,456.0 |
12,456.0 |
12,435.4 |
| S1 |
12,343.0 |
12,343.0 |
12,407.6 |
12,301.8 |
| S2 |
12,260.5 |
12,260.5 |
12,389.7 |
|
| S3 |
12,065.0 |
12,147.5 |
12,371.7 |
|
| S4 |
11,869.5 |
11,952.0 |
12,318.0 |
|
|
| 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 |
12,373.5 |
298.5 |
2.4% |
139.0 |
1.1% |
17% |
False |
True |
69,634 |
| 10 |
12,672.0 |
12,306.5 |
365.5 |
2.9% |
127.0 |
1.0% |
33% |
False |
False |
73,330 |
| 20 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
141.2 |
1.1% |
19% |
False |
False |
77,710 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
121.0 |
1.0% |
19% |
False |
False |
51,219 |
| 60 |
12,948.5 |
12,257.5 |
691.0 |
5.6% |
116.4 |
0.9% |
24% |
False |
False |
34,233 |
| 80 |
12,948.5 |
11,919.5 |
1,029.0 |
8.3% |
113.4 |
0.9% |
49% |
False |
False |
25,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,399.9 |
|
2.618 |
13,080.8 |
|
1.618 |
12,885.3 |
|
1.000 |
12,764.5 |
|
0.618 |
12,689.8 |
|
HIGH |
12,569.0 |
|
0.618 |
12,494.3 |
|
0.500 |
12,471.3 |
|
0.382 |
12,448.2 |
|
LOW |
12,373.5 |
|
0.618 |
12,252.7 |
|
1.000 |
12,178.0 |
|
1.618 |
12,057.2 |
|
2.618 |
11,861.7 |
|
4.250 |
11,542.6 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,471.3 |
12,520.8 |
| PP |
12,456.0 |
12,489.0 |
| S1 |
12,440.8 |
12,457.3 |
|