| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,250.8 |
1,261.4 |
10.6 |
0.8% |
1,234.9 |
| High |
1,262.1 |
1,265.1 |
3.0 |
0.2% |
1,262.1 |
| Low |
1,249.4 |
1,258.1 |
8.7 |
0.7% |
1,234.9 |
| Close |
1,261.0 |
1,260.7 |
-0.3 |
0.0% |
1,261.0 |
| Range |
12.7 |
7.0 |
-5.7 |
-44.9% |
27.2 |
| ATR |
12.2 |
11.8 |
-0.4 |
-3.0% |
0.0 |
| Volume |
51,180 |
64,153 |
12,973 |
25.3% |
167,024 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.3 |
1,278.5 |
1,264.6 |
|
| R3 |
1,275.3 |
1,271.5 |
1,262.6 |
|
| R2 |
1,268.3 |
1,268.3 |
1,262.0 |
|
| R1 |
1,264.5 |
1,264.5 |
1,261.3 |
1,262.9 |
| PP |
1,261.3 |
1,261.3 |
1,261.3 |
1,260.5 |
| S1 |
1,257.5 |
1,257.5 |
1,260.1 |
1,255.9 |
| S2 |
1,254.3 |
1,254.3 |
1,259.4 |
|
| S3 |
1,247.3 |
1,250.5 |
1,258.8 |
|
| S4 |
1,240.3 |
1,243.5 |
1,256.9 |
|
|
| 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 |
1,265.1 |
1,239.1 |
26.0 |
2.1% |
10.4 |
0.8% |
83% |
True |
False |
43,442 |
| 10 |
1,265.1 |
1,214.6 |
50.5 |
4.0% |
10.8 |
0.9% |
91% |
True |
False |
36,380 |
| 20 |
1,265.9 |
1,211.1 |
54.8 |
4.3% |
12.2 |
1.0% |
91% |
False |
False |
27,522 |
| 40 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.2 |
1.0% |
53% |
False |
False |
16,229 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.0 |
1.0% |
53% |
False |
False |
12,339 |
| 80 |
1,307.0 |
1,211.1 |
95.9 |
7.6% |
12.0 |
1.0% |
52% |
False |
False |
9,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,294.9 |
|
2.618 |
1,283.4 |
|
1.618 |
1,276.4 |
|
1.000 |
1,272.1 |
|
0.618 |
1,269.4 |
|
HIGH |
1,265.1 |
|
0.618 |
1,262.4 |
|
0.500 |
1,261.6 |
|
0.382 |
1,260.8 |
|
LOW |
1,258.1 |
|
0.618 |
1,253.8 |
|
1.000 |
1,251.1 |
|
1.618 |
1,246.8 |
|
2.618 |
1,239.8 |
|
4.250 |
1,228.4 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,261.6 |
1,258.2 |
| PP |
1,261.3 |
1,255.8 |
| S1 |
1,261.0 |
1,253.3 |
|