| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,247.4 |
1,250.8 |
3.4 |
0.3% |
1,234.9 |
| High |
1,253.9 |
1,262.1 |
8.2 |
0.7% |
1,262.1 |
| Low |
1,241.5 |
1,249.4 |
7.9 |
0.6% |
1,234.9 |
| Close |
1,252.1 |
1,261.0 |
8.9 |
0.7% |
1,261.0 |
| Range |
12.4 |
12.7 |
0.3 |
2.4% |
27.2 |
| ATR |
12.1 |
12.2 |
0.0 |
0.3% |
0.0 |
| Volume |
38,274 |
51,180 |
12,906 |
33.7% |
167,024 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,295.6 |
1,291.0 |
1,268.0 |
|
| R3 |
1,282.9 |
1,278.3 |
1,264.5 |
|
| R2 |
1,270.2 |
1,270.2 |
1,263.3 |
|
| R1 |
1,265.6 |
1,265.6 |
1,262.2 |
1,267.9 |
| PP |
1,257.5 |
1,257.5 |
1,257.5 |
1,258.7 |
| S1 |
1,252.9 |
1,252.9 |
1,259.8 |
1,255.2 |
| S2 |
1,244.8 |
1,244.8 |
1,258.7 |
|
| S3 |
1,232.1 |
1,240.2 |
1,257.5 |
|
| S4 |
1,219.4 |
1,227.5 |
1,254.0 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.3 |
1,324.8 |
1,276.0 |
|
| R3 |
1,307.1 |
1,297.6 |
1,268.5 |
|
| R2 |
1,279.9 |
1,279.9 |
1,266.0 |
|
| R1 |
1,270.4 |
1,270.4 |
1,263.5 |
1,275.2 |
| PP |
1,252.7 |
1,252.7 |
1,252.7 |
1,255.0 |
| S1 |
1,243.2 |
1,243.2 |
1,258.5 |
1,248.0 |
| S2 |
1,225.5 |
1,225.5 |
1,256.0 |
|
| S3 |
1,198.3 |
1,216.0 |
1,253.5 |
|
| S4 |
1,171.1 |
1,188.8 |
1,246.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,262.1 |
1,234.9 |
27.2 |
2.2% |
10.5 |
0.8% |
96% |
True |
False |
33,404 |
| 10 |
1,262.1 |
1,211.1 |
51.0 |
4.0% |
11.1 |
0.9% |
98% |
True |
False |
32,647 |
| 20 |
1,267.1 |
1,211.1 |
56.0 |
4.4% |
12.3 |
1.0% |
89% |
False |
False |
24,727 |
| 40 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.1 |
1.0% |
53% |
False |
False |
14,786 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.0 |
1.0% |
53% |
False |
False |
11,290 |
| 80 |
1,307.0 |
1,211.1 |
95.9 |
7.6% |
12.0 |
1.0% |
52% |
False |
False |
9,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,316.1 |
|
2.618 |
1,295.3 |
|
1.618 |
1,282.6 |
|
1.000 |
1,274.8 |
|
0.618 |
1,269.9 |
|
HIGH |
1,262.1 |
|
0.618 |
1,257.2 |
|
0.500 |
1,255.8 |
|
0.382 |
1,254.3 |
|
LOW |
1,249.4 |
|
0.618 |
1,241.6 |
|
1.000 |
1,236.7 |
|
1.618 |
1,228.9 |
|
2.618 |
1,216.2 |
|
4.250 |
1,195.4 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,259.3 |
1,257.9 |
| PP |
1,257.5 |
1,254.9 |
| S1 |
1,255.8 |
1,251.8 |
|