| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,446.5 |
12,493.0 |
46.5 |
0.4% |
12,451.0 |
| High |
12,481.5 |
12,567.0 |
85.5 |
0.7% |
12,672.0 |
| Low |
12,408.0 |
12,381.0 |
-27.0 |
-0.2% |
12,394.5 |
| Close |
12,432.5 |
12,422.0 |
-10.5 |
-0.1% |
12,611.0 |
| Range |
73.5 |
186.0 |
112.5 |
153.1% |
277.5 |
| ATR |
137.4 |
140.9 |
3.5 |
2.5% |
0.0 |
| Volume |
94,966 |
117,906 |
22,940 |
24.2% |
342,798 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,014.7 |
12,904.3 |
12,524.3 |
|
| R3 |
12,828.7 |
12,718.3 |
12,473.2 |
|
| R2 |
12,642.7 |
12,642.7 |
12,456.1 |
|
| R1 |
12,532.3 |
12,532.3 |
12,439.1 |
12,494.5 |
| PP |
12,456.7 |
12,456.7 |
12,456.7 |
12,437.8 |
| S1 |
12,346.3 |
12,346.3 |
12,405.0 |
12,308.5 |
| S2 |
12,270.7 |
12,270.7 |
12,387.9 |
|
| S3 |
12,084.7 |
12,160.3 |
12,370.9 |
|
| S4 |
11,898.7 |
11,974.3 |
12,319.7 |
|
|
| 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 |
12,668.0 |
12,373.5 |
294.5 |
2.4% |
136.7 |
1.1% |
16% |
False |
False |
88,777 |
| 10 |
12,672.0 |
12,328.0 |
344.0 |
2.8% |
125.6 |
1.0% |
27% |
False |
False |
78,202 |
| 20 |
12,835.0 |
12,303.0 |
532.0 |
4.3% |
140.4 |
1.1% |
22% |
False |
False |
81,241 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
124.0 |
1.0% |
18% |
False |
False |
56,485 |
| 60 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
115.8 |
0.9% |
18% |
False |
False |
37,774 |
| 80 |
12,948.5 |
11,946.0 |
1,002.5 |
8.1% |
113.9 |
0.9% |
47% |
False |
False |
28,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,357.5 |
|
2.618 |
13,053.9 |
|
1.618 |
12,867.9 |
|
1.000 |
12,753.0 |
|
0.618 |
12,681.9 |
|
HIGH |
12,567.0 |
|
0.618 |
12,495.9 |
|
0.500 |
12,474.0 |
|
0.382 |
12,452.1 |
|
LOW |
12,381.0 |
|
0.618 |
12,266.1 |
|
1.000 |
12,195.0 |
|
1.618 |
12,080.1 |
|
2.618 |
11,894.1 |
|
4.250 |
11,590.5 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,474.0 |
12,471.3 |
| PP |
12,456.7 |
12,454.8 |
| S1 |
12,439.3 |
12,438.4 |
|