| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,248.5 |
12,275.5 |
27.0 |
0.2% |
12,646.5 |
| High |
12,339.5 |
12,288.5 |
-51.0 |
-0.4% |
12,668.0 |
| Low |
12,234.0 |
12,138.0 |
-96.0 |
-0.8% |
12,180.5 |
| Close |
12,294.0 |
12,188.5 |
-105.5 |
-0.9% |
12,224.5 |
| Range |
105.5 |
150.5 |
45.0 |
42.7% |
487.5 |
| ATR |
142.2 |
143.2 |
1.0 |
0.7% |
0.0 |
| Volume |
91,131 |
75,271 |
-15,860 |
-17.4% |
462,104 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,656.5 |
12,573.0 |
12,271.3 |
|
| R3 |
12,506.0 |
12,422.5 |
12,229.9 |
|
| R2 |
12,355.5 |
12,355.5 |
12,216.1 |
|
| R1 |
12,272.0 |
12,272.0 |
12,202.3 |
12,238.5 |
| PP |
12,205.0 |
12,205.0 |
12,205.0 |
12,188.3 |
| S1 |
12,121.5 |
12,121.5 |
12,174.7 |
12,088.0 |
| S2 |
12,054.5 |
12,054.5 |
12,160.9 |
|
| S3 |
11,904.0 |
11,971.0 |
12,147.1 |
|
| S4 |
11,753.5 |
11,820.5 |
12,105.7 |
|
|
| 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 |
12,460.0 |
12,133.0 |
327.0 |
2.7% |
148.6 |
1.2% |
17% |
False |
False |
80,549 |
| 10 |
12,668.0 |
12,133.0 |
535.0 |
4.4% |
142.7 |
1.2% |
10% |
False |
False |
84,663 |
| 20 |
12,730.0 |
12,133.0 |
597.0 |
4.9% |
145.7 |
1.2% |
9% |
False |
False |
78,485 |
| 40 |
12,948.5 |
12,133.0 |
815.5 |
6.7% |
131.0 |
1.1% |
7% |
False |
False |
66,495 |
| 60 |
12,948.5 |
12,133.0 |
815.5 |
6.7% |
123.9 |
1.0% |
7% |
False |
False |
44,470 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.1% |
117.6 |
1.0% |
23% |
False |
False |
33,408 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
8.8% |
110.2 |
0.9% |
30% |
False |
False |
26,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,928.1 |
|
2.618 |
12,682.5 |
|
1.618 |
12,532.0 |
|
1.000 |
12,439.0 |
|
0.618 |
12,381.5 |
|
HIGH |
12,288.5 |
|
0.618 |
12,231.0 |
|
0.500 |
12,213.3 |
|
0.382 |
12,195.5 |
|
LOW |
12,138.0 |
|
0.618 |
12,045.0 |
|
1.000 |
11,987.5 |
|
1.618 |
11,894.5 |
|
2.618 |
11,744.0 |
|
4.250 |
11,498.4 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,213.3 |
12,238.8 |
| PP |
12,205.0 |
12,222.0 |
| S1 |
12,196.8 |
12,205.3 |
|