| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,437.0 |
12,230.0 |
-207.0 |
-1.7% |
12,646.5 |
| High |
12,460.0 |
12,249.0 |
-211.0 |
-1.7% |
12,668.0 |
| Low |
12,180.5 |
12,133.0 |
-47.5 |
-0.4% |
12,180.5 |
| Close |
12,224.5 |
12,190.5 |
-34.0 |
-0.3% |
12,224.5 |
| Range |
279.5 |
116.0 |
-163.5 |
-58.5% |
487.5 |
| ATR |
150.8 |
148.3 |
-2.5 |
-1.6% |
0.0 |
| Volume |
83,864 |
82,560 |
-1,304 |
-1.6% |
462,104 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,538.8 |
12,480.7 |
12,254.3 |
|
| R3 |
12,422.8 |
12,364.7 |
12,222.4 |
|
| R2 |
12,306.8 |
12,306.8 |
12,211.8 |
|
| R1 |
12,248.7 |
12,248.7 |
12,201.1 |
12,219.8 |
| PP |
12,190.8 |
12,190.8 |
12,190.8 |
12,176.4 |
| S1 |
12,132.7 |
12,132.7 |
12,179.9 |
12,103.8 |
| S2 |
12,074.8 |
12,074.8 |
12,169.2 |
|
| S3 |
11,958.8 |
12,016.7 |
12,158.6 |
|
| S4 |
11,842.8 |
11,900.7 |
12,126.7 |
|
|
| 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 |
12,569.0 |
12,133.0 |
436.0 |
3.6% |
170.1 |
1.4% |
13% |
False |
True |
89,546 |
| 10 |
12,672.0 |
12,133.0 |
539.0 |
4.4% |
147.8 |
1.2% |
11% |
False |
True |
81,054 |
| 20 |
12,835.0 |
12,133.0 |
702.0 |
5.8% |
149.4 |
1.2% |
8% |
False |
True |
83,055 |
| 40 |
12,948.5 |
12,133.0 |
815.5 |
6.7% |
128.7 |
1.1% |
7% |
False |
True |
60,625 |
| 60 |
12,948.5 |
12,133.0 |
815.5 |
6.7% |
121.2 |
1.0% |
7% |
False |
True |
40,542 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.1% |
116.0 |
1.0% |
23% |
False |
False |
30,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,742.0 |
|
2.618 |
12,552.7 |
|
1.618 |
12,436.7 |
|
1.000 |
12,365.0 |
|
0.618 |
12,320.7 |
|
HIGH |
12,249.0 |
|
0.618 |
12,204.7 |
|
0.500 |
12,191.0 |
|
0.382 |
12,177.3 |
|
LOW |
12,133.0 |
|
0.618 |
12,061.3 |
|
1.000 |
12,017.0 |
|
1.618 |
11,945.3 |
|
2.618 |
11,829.3 |
|
4.250 |
11,640.0 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,191.0 |
12,350.0 |
| PP |
12,190.8 |
12,296.8 |
| S1 |
12,190.7 |
12,243.7 |
|