| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,261.9 |
1,256.2 |
-5.7 |
-0.5% |
1,234.9 |
| High |
1,264.2 |
1,269.8 |
5.6 |
0.4% |
1,262.1 |
| Low |
1,255.1 |
1,249.4 |
-5.7 |
-0.5% |
1,234.9 |
| Close |
1,258.5 |
1,255.6 |
-2.9 |
-0.2% |
1,261.0 |
| Range |
9.1 |
20.4 |
11.3 |
124.2% |
27.2 |
| ATR |
11.6 |
12.2 |
0.6 |
5.4% |
0.0 |
| Volume |
62,310 |
95,791 |
33,481 |
53.7% |
167,024 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.5 |
1,307.9 |
1,266.8 |
|
| R3 |
1,299.1 |
1,287.5 |
1,261.2 |
|
| R2 |
1,278.7 |
1,278.7 |
1,259.3 |
|
| R1 |
1,267.1 |
1,267.1 |
1,257.5 |
1,262.7 |
| PP |
1,258.3 |
1,258.3 |
1,258.3 |
1,256.1 |
| S1 |
1,246.7 |
1,246.7 |
1,253.7 |
1,242.3 |
| S2 |
1,237.9 |
1,237.9 |
1,251.9 |
|
| S3 |
1,217.5 |
1,226.3 |
1,250.0 |
|
| S4 |
1,197.1 |
1,205.9 |
1,244.4 |
|
|
| 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 |
1,269.8 |
1,241.5 |
28.3 |
2.3% |
12.3 |
1.0% |
50% |
True |
False |
62,341 |
| 10 |
1,269.8 |
1,221.0 |
48.8 |
3.9% |
11.6 |
0.9% |
71% |
True |
False |
47,265 |
| 20 |
1,269.8 |
1,211.1 |
58.7 |
4.7% |
12.1 |
1.0% |
76% |
True |
False |
34,502 |
| 40 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.2 |
1.0% |
47% |
False |
False |
19,828 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.1 |
1.0% |
47% |
False |
False |
14,914 |
| 80 |
1,307.0 |
1,211.1 |
95.9 |
7.6% |
12.1 |
1.0% |
46% |
False |
False |
11,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.5 |
|
2.618 |
1,323.2 |
|
1.618 |
1,302.8 |
|
1.000 |
1,290.2 |
|
0.618 |
1,282.4 |
|
HIGH |
1,269.8 |
|
0.618 |
1,262.0 |
|
0.500 |
1,259.6 |
|
0.382 |
1,257.2 |
|
LOW |
1,249.4 |
|
0.618 |
1,236.8 |
|
1.000 |
1,229.0 |
|
1.618 |
1,216.4 |
|
2.618 |
1,196.0 |
|
4.250 |
1,162.7 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,259.6 |
1,259.6 |
| PP |
1,258.3 |
1,258.3 |
| S1 |
1,256.9 |
1,256.9 |
|