| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,240.5 |
1,248.8 |
8.3 |
0.7% |
1,220.1 |
| High |
1,250.9 |
1,250.3 |
-0.6 |
0.0% |
1,239.4 |
| Low |
1,239.1 |
1,242.0 |
2.9 |
0.2% |
1,211.1 |
| Close |
1,248.8 |
1,248.8 |
0.0 |
0.0% |
1,234.5 |
| Range |
11.8 |
8.3 |
-3.5 |
-29.7% |
28.3 |
| ATR |
12.4 |
12.1 |
-0.3 |
-2.4% |
0.0 |
| Volume |
30,200 |
33,404 |
3,204 |
10.6% |
159,454 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,271.9 |
1,268.7 |
1,253.4 |
|
| R3 |
1,263.6 |
1,260.4 |
1,251.1 |
|
| R2 |
1,255.3 |
1,255.3 |
1,250.3 |
|
| R1 |
1,252.1 |
1,252.1 |
1,249.6 |
1,253.0 |
| PP |
1,247.0 |
1,247.0 |
1,247.0 |
1,247.5 |
| S1 |
1,243.8 |
1,243.8 |
1,248.0 |
1,244.7 |
| S2 |
1,238.7 |
1,238.7 |
1,247.3 |
|
| S3 |
1,230.4 |
1,235.5 |
1,246.5 |
|
| S4 |
1,222.1 |
1,227.2 |
1,244.2 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.2 |
1,302.2 |
1,250.1 |
|
| R3 |
1,284.9 |
1,273.9 |
1,242.3 |
|
| R2 |
1,256.6 |
1,256.6 |
1,239.7 |
|
| R1 |
1,245.6 |
1,245.6 |
1,237.1 |
1,251.1 |
| PP |
1,228.3 |
1,228.3 |
1,228.3 |
1,231.1 |
| S1 |
1,217.3 |
1,217.3 |
1,231.9 |
1,222.8 |
| S2 |
1,200.0 |
1,200.0 |
1,229.3 |
|
| S3 |
1,171.7 |
1,189.0 |
1,226.7 |
|
| S4 |
1,143.4 |
1,160.7 |
1,218.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,250.9 |
1,221.0 |
29.9 |
2.4% |
10.8 |
0.9% |
93% |
False |
False |
32,188 |
| 10 |
1,250.9 |
1,211.1 |
39.8 |
3.2% |
11.5 |
0.9% |
95% |
False |
False |
27,051 |
| 20 |
1,267.1 |
1,211.1 |
56.0 |
4.5% |
11.8 |
0.9% |
67% |
False |
False |
20,795 |
| 40 |
1,305.5 |
1,211.1 |
94.4 |
7.6% |
12.1 |
1.0% |
40% |
False |
False |
12,831 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.6% |
12.1 |
1.0% |
40% |
False |
False |
9,925 |
| 80 |
1,307.0 |
1,211.1 |
95.9 |
7.7% |
12.0 |
1.0% |
39% |
False |
False |
8,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,285.6 |
|
2.618 |
1,272.0 |
|
1.618 |
1,263.7 |
|
1.000 |
1,258.6 |
|
0.618 |
1,255.4 |
|
HIGH |
1,250.3 |
|
0.618 |
1,247.1 |
|
0.500 |
1,246.2 |
|
0.382 |
1,245.2 |
|
LOW |
1,242.0 |
|
0.618 |
1,236.9 |
|
1.000 |
1,233.7 |
|
1.618 |
1,228.6 |
|
2.618 |
1,220.3 |
|
4.250 |
1,206.7 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,247.9 |
1,246.8 |
| PP |
1,247.0 |
1,244.9 |
| S1 |
1,246.2 |
1,242.9 |
|