| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,240.5 |
12,248.5 |
8.0 |
0.1% |
12,646.5 |
| High |
12,294.0 |
12,339.5 |
45.5 |
0.4% |
12,668.0 |
| Low |
12,202.5 |
12,234.0 |
31.5 |
0.3% |
12,180.5 |
| Close |
12,264.0 |
12,294.0 |
30.0 |
0.2% |
12,224.5 |
| Range |
91.5 |
105.5 |
14.0 |
15.3% |
487.5 |
| ATR |
145.1 |
142.2 |
-2.8 |
-1.9% |
0.0 |
| Volume |
69,923 |
91,131 |
21,208 |
30.3% |
462,104 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,605.7 |
12,555.3 |
12,352.0 |
|
| R3 |
12,500.2 |
12,449.8 |
12,323.0 |
|
| R2 |
12,394.7 |
12,394.7 |
12,313.3 |
|
| R1 |
12,344.3 |
12,344.3 |
12,303.7 |
12,369.5 |
| PP |
12,289.2 |
12,289.2 |
12,289.2 |
12,301.8 |
| S1 |
12,238.8 |
12,238.8 |
12,284.3 |
12,264.0 |
| S2 |
12,183.7 |
12,183.7 |
12,274.7 |
|
| S3 |
12,078.2 |
12,133.3 |
12,265.0 |
|
| S4 |
11,972.7 |
12,027.8 |
12,236.0 |
|
|
| 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% |
155.7 |
1.3% |
37% |
False |
False |
89,076 |
| 10 |
12,672.0 |
12,133.0 |
539.0 |
4.4% |
134.3 |
1.1% |
30% |
False |
False |
83,044 |
| 20 |
12,730.0 |
12,133.0 |
597.0 |
4.9% |
146.0 |
1.2% |
27% |
False |
False |
81,522 |
| 40 |
12,948.5 |
12,133.0 |
815.5 |
6.6% |
130.4 |
1.1% |
20% |
False |
False |
64,635 |
| 60 |
12,948.5 |
12,133.0 |
815.5 |
6.6% |
122.2 |
1.0% |
20% |
False |
False |
43,221 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.0% |
117.0 |
1.0% |
33% |
False |
False |
32,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,787.9 |
|
2.618 |
12,615.7 |
|
1.618 |
12,510.2 |
|
1.000 |
12,445.0 |
|
0.618 |
12,404.7 |
|
HIGH |
12,339.5 |
|
0.618 |
12,299.2 |
|
0.500 |
12,286.8 |
|
0.382 |
12,274.3 |
|
LOW |
12,234.0 |
|
0.618 |
12,168.8 |
|
1.000 |
12,128.5 |
|
1.618 |
12,063.3 |
|
2.618 |
11,957.8 |
|
4.250 |
11,785.6 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,291.6 |
12,274.8 |
| PP |
12,289.2 |
12,255.5 |
| S1 |
12,286.8 |
12,236.3 |
|