| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,230.0 |
12,240.5 |
10.5 |
0.1% |
12,646.5 |
| High |
12,249.0 |
12,294.0 |
45.0 |
0.4% |
12,668.0 |
| Low |
12,133.0 |
12,202.5 |
69.5 |
0.6% |
12,180.5 |
| Close |
12,190.5 |
12,264.0 |
73.5 |
0.6% |
12,224.5 |
| Range |
116.0 |
91.5 |
-24.5 |
-21.1% |
487.5 |
| ATR |
148.3 |
145.1 |
-3.2 |
-2.2% |
0.0 |
| Volume |
82,560 |
69,923 |
-12,637 |
-15.3% |
462,104 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,528.0 |
12,487.5 |
12,314.3 |
|
| R3 |
12,436.5 |
12,396.0 |
12,289.2 |
|
| R2 |
12,345.0 |
12,345.0 |
12,280.8 |
|
| R1 |
12,304.5 |
12,304.5 |
12,272.4 |
12,324.8 |
| PP |
12,253.5 |
12,253.5 |
12,253.5 |
12,263.6 |
| S1 |
12,213.0 |
12,213.0 |
12,255.6 |
12,233.3 |
| S2 |
12,162.0 |
12,162.0 |
12,247.2 |
|
| S3 |
12,070.5 |
12,121.5 |
12,238.8 |
|
| S4 |
11,979.0 |
12,030.0 |
12,213.7 |
|
|
| 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 |
12,567.0 |
12,133.0 |
434.0 |
3.5% |
149.3 |
1.2% |
30% |
False |
False |
89,843 |
| 10 |
12,672.0 |
12,133.0 |
539.0 |
4.4% |
144.2 |
1.2% |
24% |
False |
False |
79,739 |
| 20 |
12,751.5 |
12,133.0 |
618.5 |
5.0% |
149.4 |
1.2% |
21% |
False |
False |
81,674 |
| 40 |
12,948.5 |
12,133.0 |
815.5 |
6.6% |
129.6 |
1.1% |
16% |
False |
False |
62,366 |
| 60 |
12,948.5 |
12,133.0 |
815.5 |
6.6% |
122.1 |
1.0% |
16% |
False |
False |
41,705 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.0% |
116.3 |
0.9% |
30% |
False |
False |
31,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,682.9 |
|
2.618 |
12,533.5 |
|
1.618 |
12,442.0 |
|
1.000 |
12,385.5 |
|
0.618 |
12,350.5 |
|
HIGH |
12,294.0 |
|
0.618 |
12,259.0 |
|
0.500 |
12,248.3 |
|
0.382 |
12,237.5 |
|
LOW |
12,202.5 |
|
0.618 |
12,146.0 |
|
1.000 |
12,111.0 |
|
1.618 |
12,054.5 |
|
2.618 |
11,963.0 |
|
4.250 |
11,813.6 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,258.8 |
12,296.5 |
| PP |
12,253.5 |
12,285.7 |
| S1 |
12,248.3 |
12,274.8 |
|