| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,261.4 |
1,261.9 |
0.5 |
0.0% |
1,234.9 |
| High |
1,265.1 |
1,264.2 |
-0.9 |
-0.1% |
1,262.1 |
| Low |
1,258.1 |
1,255.1 |
-3.0 |
-0.2% |
1,234.9 |
| Close |
1,260.7 |
1,258.5 |
-2.2 |
-0.2% |
1,261.0 |
| Range |
7.0 |
9.1 |
2.1 |
30.0% |
27.2 |
| ATR |
11.8 |
11.6 |
-0.2 |
-1.6% |
0.0 |
| Volume |
64,153 |
62,310 |
-1,843 |
-2.9% |
167,024 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.6 |
1,281.6 |
1,263.5 |
|
| R3 |
1,277.5 |
1,272.5 |
1,261.0 |
|
| R2 |
1,268.4 |
1,268.4 |
1,260.2 |
|
| R1 |
1,263.4 |
1,263.4 |
1,259.3 |
1,261.4 |
| PP |
1,259.3 |
1,259.3 |
1,259.3 |
1,258.2 |
| S1 |
1,254.3 |
1,254.3 |
1,257.7 |
1,252.3 |
| S2 |
1,250.2 |
1,250.2 |
1,256.8 |
|
| S3 |
1,241.1 |
1,245.2 |
1,256.0 |
|
| S4 |
1,232.0 |
1,236.1 |
1,253.5 |
|
|
| 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 |
1,241.5 |
23.6 |
1.9% |
9.9 |
0.8% |
72% |
False |
False |
49,864 |
| 10 |
1,265.1 |
1,219.8 |
45.3 |
3.6% |
10.8 |
0.9% |
85% |
False |
False |
40,439 |
| 20 |
1,265.1 |
1,211.1 |
54.0 |
4.3% |
11.6 |
0.9% |
88% |
False |
False |
30,436 |
| 40 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.0 |
1.0% |
50% |
False |
False |
17,660 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.1 |
1.0% |
50% |
False |
False |
13,338 |
| 80 |
1,307.0 |
1,211.1 |
95.9 |
7.6% |
12.0 |
1.0% |
49% |
False |
False |
10,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,302.9 |
|
2.618 |
1,288.0 |
|
1.618 |
1,278.9 |
|
1.000 |
1,273.3 |
|
0.618 |
1,269.8 |
|
HIGH |
1,264.2 |
|
0.618 |
1,260.7 |
|
0.500 |
1,259.7 |
|
0.382 |
1,258.6 |
|
LOW |
1,255.1 |
|
0.618 |
1,249.5 |
|
1.000 |
1,246.0 |
|
1.618 |
1,240.4 |
|
2.618 |
1,231.3 |
|
4.250 |
1,216.4 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,259.7 |
1,258.1 |
| PP |
1,259.3 |
1,257.7 |
| S1 |
1,258.9 |
1,257.3 |
|