| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,139.0 |
12,128.0 |
-11.0 |
-0.1% |
12,230.0 |
| High |
12,203.5 |
12,296.5 |
93.0 |
0.8% |
12,339.5 |
| Low |
12,076.5 |
12,081.0 |
4.5 |
0.0% |
12,088.0 |
| Close |
12,109.5 |
12,251.0 |
141.5 |
1.2% |
12,139.0 |
| Range |
127.0 |
215.5 |
88.5 |
69.7% |
251.5 |
| ATR |
139.2 |
144.7 |
5.4 |
3.9% |
0.0 |
| Volume |
93,986 |
76,816 |
-17,170 |
-18.3% |
392,930 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,856.0 |
12,769.0 |
12,369.5 |
|
| R3 |
12,640.5 |
12,553.5 |
12,310.3 |
|
| R2 |
12,425.0 |
12,425.0 |
12,290.5 |
|
| R1 |
12,338.0 |
12,338.0 |
12,270.8 |
12,381.5 |
| PP |
12,209.5 |
12,209.5 |
12,209.5 |
12,231.3 |
| S1 |
12,122.5 |
12,122.5 |
12,231.2 |
12,166.0 |
| S2 |
11,994.0 |
11,994.0 |
12,211.5 |
|
| S3 |
11,778.5 |
11,907.0 |
12,191.7 |
|
| S4 |
11,563.0 |
11,691.5 |
12,132.5 |
|
|
| 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 |
2.1% |
137.5 |
1.1% |
66% |
False |
False |
82,249 |
| 10 |
12,567.0 |
12,076.5 |
490.5 |
4.0% |
143.4 |
1.2% |
36% |
False |
False |
86,046 |
| 20 |
12,672.0 |
12,076.5 |
595.5 |
4.9% |
135.2 |
1.1% |
29% |
False |
False |
79,688 |
| 40 |
12,948.5 |
12,076.5 |
872.0 |
7.1% |
136.3 |
1.1% |
20% |
False |
False |
72,544 |
| 60 |
12,948.5 |
12,076.5 |
872.0 |
7.1% |
121.1 |
1.0% |
20% |
False |
False |
48,541 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.0% |
119.1 |
1.0% |
29% |
False |
False |
36,463 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
8.8% |
113.1 |
0.9% |
35% |
False |
False |
29,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,212.4 |
|
2.618 |
12,860.7 |
|
1.618 |
12,645.2 |
|
1.000 |
12,512.0 |
|
0.618 |
12,429.7 |
|
HIGH |
12,296.5 |
|
0.618 |
12,214.2 |
|
0.500 |
12,188.8 |
|
0.382 |
12,163.3 |
|
LOW |
12,081.0 |
|
0.618 |
11,947.8 |
|
1.000 |
11,865.5 |
|
1.618 |
11,732.3 |
|
2.618 |
11,516.8 |
|
4.250 |
11,165.1 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,230.3 |
12,229.5 |
| PP |
12,209.5 |
12,208.0 |
| S1 |
12,188.8 |
12,186.5 |
|