| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,493.0 |
12,437.0 |
-56.0 |
-0.4% |
12,646.5 |
| High |
12,567.0 |
12,460.0 |
-107.0 |
-0.9% |
12,668.0 |
| Low |
12,381.0 |
12,180.5 |
-200.5 |
-1.6% |
12,180.5 |
| Close |
12,422.0 |
12,224.5 |
-197.5 |
-1.6% |
12,224.5 |
| Range |
186.0 |
279.5 |
93.5 |
50.3% |
487.5 |
| ATR |
140.9 |
150.8 |
9.9 |
7.0% |
0.0 |
| Volume |
117,906 |
83,864 |
-34,042 |
-28.9% |
462,104 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,126.8 |
12,955.2 |
12,378.2 |
|
| R3 |
12,847.3 |
12,675.7 |
12,301.4 |
|
| R2 |
12,567.8 |
12,567.8 |
12,275.7 |
|
| R1 |
12,396.2 |
12,396.2 |
12,250.1 |
12,342.3 |
| PP |
12,288.3 |
12,288.3 |
12,288.3 |
12,261.4 |
| S1 |
12,116.7 |
12,116.7 |
12,198.9 |
12,062.8 |
| S2 |
12,008.8 |
12,008.8 |
12,173.3 |
|
| S3 |
11,729.3 |
11,837.2 |
12,147.6 |
|
| S4 |
11,449.8 |
11,557.7 |
12,070.8 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,820.2 |
13,509.8 |
12,492.6 |
|
| R3 |
13,332.7 |
13,022.3 |
12,358.6 |
|
| R2 |
12,845.2 |
12,845.2 |
12,313.9 |
|
| R1 |
12,534.8 |
12,534.8 |
12,269.2 |
12,446.3 |
| PP |
12,357.7 |
12,357.7 |
12,357.7 |
12,313.4 |
| S1 |
12,047.3 |
12,047.3 |
12,179.8 |
11,958.8 |
| S2 |
11,870.2 |
11,870.2 |
12,135.1 |
|
| S3 |
11,382.7 |
11,559.8 |
12,090.4 |
|
| S4 |
10,895.2 |
11,072.3 |
11,956.4 |
|
|
| 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 |
12,180.5 |
487.5 |
4.0% |
174.3 |
1.4% |
9% |
False |
True |
92,420 |
| 10 |
12,672.0 |
12,180.5 |
491.5 |
4.0% |
144.6 |
1.2% |
9% |
False |
True |
80,490 |
| 20 |
12,835.0 |
12,180.5 |
654.5 |
5.4% |
149.8 |
1.2% |
7% |
False |
True |
81,973 |
| 40 |
12,948.5 |
12,180.5 |
768.0 |
6.3% |
127.5 |
1.0% |
6% |
False |
True |
58,570 |
| 60 |
12,948.5 |
12,180.5 |
768.0 |
6.3% |
119.8 |
1.0% |
6% |
False |
True |
39,168 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.0% |
116.2 |
1.0% |
26% |
False |
False |
29,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,647.9 |
|
2.618 |
13,191.7 |
|
1.618 |
12,912.2 |
|
1.000 |
12,739.5 |
|
0.618 |
12,632.7 |
|
HIGH |
12,460.0 |
|
0.618 |
12,353.2 |
|
0.500 |
12,320.3 |
|
0.382 |
12,287.3 |
|
LOW |
12,180.5 |
|
0.618 |
12,007.8 |
|
1.000 |
11,901.0 |
|
1.618 |
11,728.3 |
|
2.618 |
11,448.8 |
|
4.250 |
10,992.6 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,320.3 |
12,373.8 |
| PP |
12,288.3 |
12,324.0 |
| S1 |
12,256.4 |
12,274.3 |
|