| Trading Metrics calculated at close of trading on 28-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,275.5 |
12,144.0 |
-131.5 |
-1.1% |
12,230.0 |
| High |
12,288.5 |
12,177.0 |
-111.5 |
-0.9% |
12,339.5 |
| Low |
12,138.0 |
12,088.0 |
-50.0 |
-0.4% |
12,088.0 |
| Close |
12,188.5 |
12,139.0 |
-49.5 |
-0.4% |
12,139.0 |
| Range |
150.5 |
89.0 |
-61.5 |
-40.9% |
251.5 |
| ATR |
143.2 |
140.2 |
-3.1 |
-2.1% |
0.0 |
| Volume |
75,271 |
74,045 |
-1,226 |
-1.6% |
392,930 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,401.7 |
12,359.3 |
12,188.0 |
|
| R3 |
12,312.7 |
12,270.3 |
12,163.5 |
|
| R2 |
12,223.7 |
12,223.7 |
12,155.3 |
|
| R1 |
12,181.3 |
12,181.3 |
12,147.2 |
12,158.0 |
| PP |
12,134.7 |
12,134.7 |
12,134.7 |
12,123.0 |
| S1 |
12,092.3 |
12,092.3 |
12,130.8 |
12,069.0 |
| S2 |
12,045.7 |
12,045.7 |
12,122.7 |
|
| S3 |
11,956.7 |
12,003.3 |
12,114.5 |
|
| S4 |
11,867.7 |
11,914.3 |
12,090.1 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,943.3 |
12,792.7 |
12,277.3 |
|
| R3 |
12,691.8 |
12,541.2 |
12,208.2 |
|
| R2 |
12,440.3 |
12,440.3 |
12,185.1 |
|
| R1 |
12,289.7 |
12,289.7 |
12,162.1 |
12,239.3 |
| PP |
12,188.8 |
12,188.8 |
12,188.8 |
12,163.6 |
| S1 |
12,038.2 |
12,038.2 |
12,115.9 |
11,987.8 |
| S2 |
11,937.3 |
11,937.3 |
12,092.9 |
|
| S3 |
11,685.8 |
11,786.7 |
12,069.8 |
|
| S4 |
11,434.3 |
11,535.2 |
12,000.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,339.5 |
12,088.0 |
251.5 |
2.1% |
110.5 |
0.9% |
20% |
False |
True |
78,586 |
| 10 |
12,668.0 |
12,088.0 |
580.0 |
4.8% |
142.4 |
1.2% |
9% |
False |
True |
85,503 |
| 20 |
12,672.0 |
12,088.0 |
584.0 |
4.8% |
130.7 |
1.1% |
9% |
False |
True |
76,949 |
| 40 |
12,948.5 |
12,088.0 |
860.5 |
7.1% |
131.4 |
1.1% |
6% |
False |
True |
68,317 |
| 60 |
12,948.5 |
12,088.0 |
860.5 |
7.1% |
123.5 |
1.0% |
6% |
False |
True |
45,701 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.1% |
116.7 |
1.0% |
18% |
False |
False |
34,331 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
8.9% |
110.7 |
0.9% |
25% |
False |
False |
27,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,555.3 |
|
2.618 |
12,410.0 |
|
1.618 |
12,321.0 |
|
1.000 |
12,266.0 |
|
0.618 |
12,232.0 |
|
HIGH |
12,177.0 |
|
0.618 |
12,143.0 |
|
0.500 |
12,132.5 |
|
0.382 |
12,122.0 |
|
LOW |
12,088.0 |
|
0.618 |
12,033.0 |
|
1.000 |
11,999.0 |
|
1.618 |
11,944.0 |
|
2.618 |
11,855.0 |
|
4.250 |
11,709.8 |
|
|
| Fisher Pivots for day following 28-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,136.8 |
12,213.8 |
| PP |
12,134.7 |
12,188.8 |
| S1 |
12,132.5 |
12,163.9 |
|