| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,257.5 |
12,166.0 |
-91.5 |
-0.7% |
12,230.0 |
| High |
12,275.5 |
12,178.5 |
-97.0 |
-0.8% |
12,339.5 |
| Low |
12,143.5 |
12,085.0 |
-58.5 |
-0.5% |
12,088.0 |
| Close |
12,166.5 |
12,149.0 |
-17.5 |
-0.1% |
12,139.0 |
| Range |
132.0 |
93.5 |
-38.5 |
-29.2% |
251.5 |
| ATR |
143.8 |
140.2 |
-3.6 |
-2.5% |
0.0 |
| Volume |
82,161 |
79,270 |
-2,891 |
-3.5% |
392,930 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,418.0 |
12,377.0 |
12,200.4 |
|
| R3 |
12,324.5 |
12,283.5 |
12,174.7 |
|
| R2 |
12,231.0 |
12,231.0 |
12,166.1 |
|
| R1 |
12,190.0 |
12,190.0 |
12,157.6 |
12,163.8 |
| PP |
12,137.5 |
12,137.5 |
12,137.5 |
12,124.4 |
| S1 |
12,096.5 |
12,096.5 |
12,140.4 |
12,070.3 |
| S2 |
12,044.0 |
12,044.0 |
12,131.9 |
|
| S3 |
11,950.5 |
12,003.0 |
12,123.3 |
|
| S4 |
11,857.0 |
11,909.5 |
12,097.6 |
|
|
| 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 |
12,296.5 |
12,076.5 |
220.0 |
1.8% |
131.4 |
1.1% |
33% |
False |
False |
81,255 |
| 10 |
12,460.0 |
12,076.5 |
383.5 |
3.2% |
140.0 |
1.2% |
19% |
False |
False |
80,902 |
| 20 |
12,672.0 |
12,076.5 |
595.5 |
4.9% |
132.8 |
1.1% |
12% |
False |
False |
79,552 |
| 40 |
12,948.5 |
12,076.5 |
872.0 |
7.2% |
136.0 |
1.1% |
8% |
False |
False |
76,430 |
| 60 |
12,948.5 |
12,076.5 |
872.0 |
7.2% |
122.6 |
1.0% |
8% |
False |
False |
51,226 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.1% |
119.1 |
1.0% |
19% |
False |
False |
38,476 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
8.9% |
113.4 |
0.9% |
26% |
False |
False |
30,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,575.9 |
|
2.618 |
12,423.3 |
|
1.618 |
12,329.8 |
|
1.000 |
12,272.0 |
|
0.618 |
12,236.3 |
|
HIGH |
12,178.5 |
|
0.618 |
12,142.8 |
|
0.500 |
12,131.8 |
|
0.382 |
12,120.7 |
|
LOW |
12,085.0 |
|
0.618 |
12,027.2 |
|
1.000 |
11,991.5 |
|
1.618 |
11,933.7 |
|
2.618 |
11,840.2 |
|
4.250 |
11,687.6 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,143.3 |
12,188.8 |
| PP |
12,137.5 |
12,175.5 |
| S1 |
12,131.8 |
12,162.3 |
|