| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,144.0 |
12,139.0 |
-5.0 |
0.0% |
12,230.0 |
| High |
12,177.0 |
12,203.5 |
26.5 |
0.2% |
12,339.5 |
| Low |
12,088.0 |
12,076.5 |
-11.5 |
-0.1% |
12,088.0 |
| Close |
12,139.0 |
12,109.5 |
-29.5 |
-0.2% |
12,139.0 |
| Range |
89.0 |
127.0 |
38.0 |
42.7% |
251.5 |
| ATR |
140.2 |
139.2 |
-0.9 |
-0.7% |
0.0 |
| Volume |
74,045 |
93,986 |
19,941 |
26.9% |
392,930 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,510.8 |
12,437.2 |
12,179.4 |
|
| R3 |
12,383.8 |
12,310.2 |
12,144.4 |
|
| R2 |
12,256.8 |
12,256.8 |
12,132.8 |
|
| R1 |
12,183.2 |
12,183.2 |
12,121.1 |
12,156.5 |
| PP |
12,129.8 |
12,129.8 |
12,129.8 |
12,116.5 |
| S1 |
12,056.2 |
12,056.2 |
12,097.9 |
12,029.5 |
| S2 |
12,002.8 |
12,002.8 |
12,086.2 |
|
| S3 |
11,875.8 |
11,929.2 |
12,074.6 |
|
| S4 |
11,748.8 |
11,802.2 |
12,039.7 |
|
|
| 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 |
12,076.5 |
263.0 |
2.2% |
112.7 |
0.9% |
13% |
False |
True |
80,871 |
| 10 |
12,569.0 |
12,076.5 |
492.5 |
4.1% |
141.4 |
1.2% |
7% |
False |
True |
85,208 |
| 20 |
12,672.0 |
12,076.5 |
595.5 |
4.9% |
129.6 |
1.1% |
6% |
False |
True |
78,219 |
| 40 |
12,948.5 |
12,076.5 |
872.0 |
7.2% |
130.9 |
1.1% |
4% |
False |
True |
70,623 |
| 60 |
12,948.5 |
12,076.5 |
872.0 |
7.2% |
121.8 |
1.0% |
4% |
False |
True |
47,263 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.1% |
117.5 |
1.0% |
15% |
False |
False |
35,504 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
8.9% |
111.6 |
0.9% |
22% |
False |
False |
28,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,743.3 |
|
2.618 |
12,536.0 |
|
1.618 |
12,409.0 |
|
1.000 |
12,330.5 |
|
0.618 |
12,282.0 |
|
HIGH |
12,203.5 |
|
0.618 |
12,155.0 |
|
0.500 |
12,140.0 |
|
0.382 |
12,125.0 |
|
LOW |
12,076.5 |
|
0.618 |
11,998.0 |
|
1.000 |
11,949.5 |
|
1.618 |
11,871.0 |
|
2.618 |
11,744.0 |
|
4.250 |
11,536.8 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,140.0 |
12,182.5 |
| PP |
12,129.8 |
12,158.2 |
| S1 |
12,119.7 |
12,133.8 |
|