| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,554.0 |
12,446.5 |
-107.5 |
-0.9% |
12,451.0 |
| High |
12,569.0 |
12,481.5 |
-87.5 |
-0.7% |
12,672.0 |
| Low |
12,373.5 |
12,408.0 |
34.5 |
0.3% |
12,394.5 |
| Close |
12,425.5 |
12,432.5 |
7.0 |
0.1% |
12,611.0 |
| Range |
195.5 |
73.5 |
-122.0 |
-62.4% |
277.5 |
| ATR |
142.3 |
137.4 |
-4.9 |
-3.5% |
0.0 |
| Volume |
68,435 |
94,966 |
26,531 |
38.8% |
342,798 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,661.2 |
12,620.3 |
12,472.9 |
|
| R3 |
12,587.7 |
12,546.8 |
12,452.7 |
|
| R2 |
12,514.2 |
12,514.2 |
12,446.0 |
|
| R1 |
12,473.3 |
12,473.3 |
12,439.2 |
12,457.0 |
| PP |
12,440.7 |
12,440.7 |
12,440.7 |
12,432.5 |
| S1 |
12,399.8 |
12,399.8 |
12,425.8 |
12,383.5 |
| S2 |
12,367.2 |
12,367.2 |
12,419.0 |
|
| S3 |
12,293.7 |
12,326.3 |
12,412.3 |
|
| S4 |
12,220.2 |
12,252.8 |
12,392.1 |
|
|
| 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% |
112.9 |
0.9% |
20% |
False |
False |
77,011 |
| 10 |
12,672.0 |
12,306.5 |
365.5 |
2.9% |
124.8 |
1.0% |
34% |
False |
False |
72,899 |
| 20 |
12,835.0 |
12,303.0 |
532.0 |
4.3% |
136.1 |
1.1% |
24% |
False |
False |
78,463 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
120.1 |
1.0% |
20% |
False |
False |
53,549 |
| 60 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
113.8 |
0.9% |
20% |
False |
False |
35,812 |
| 80 |
12,948.5 |
11,946.0 |
1,002.5 |
8.1% |
112.5 |
0.9% |
49% |
False |
False |
26,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,793.9 |
|
2.618 |
12,673.9 |
|
1.618 |
12,600.4 |
|
1.000 |
12,555.0 |
|
0.618 |
12,526.9 |
|
HIGH |
12,481.5 |
|
0.618 |
12,453.4 |
|
0.500 |
12,444.8 |
|
0.382 |
12,436.1 |
|
LOW |
12,408.0 |
|
0.618 |
12,362.6 |
|
1.000 |
12,334.5 |
|
1.618 |
12,289.1 |
|
2.618 |
12,215.6 |
|
4.250 |
12,095.6 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,444.8 |
12,520.8 |
| PP |
12,440.7 |
12,491.3 |
| S1 |
12,436.6 |
12,461.9 |
|