| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,256.2 |
1,266.8 |
10.6 |
0.8% |
1,234.9 |
| High |
1,269.8 |
1,271.3 |
1.5 |
0.1% |
1,262.1 |
| Low |
1,249.4 |
1,260.3 |
10.9 |
0.9% |
1,234.9 |
| Close |
1,255.6 |
1,266.5 |
10.9 |
0.9% |
1,261.0 |
| Range |
20.4 |
11.0 |
-9.4 |
-46.1% |
27.2 |
| ATR |
12.2 |
12.5 |
0.2 |
2.0% |
0.0 |
| Volume |
95,791 |
161,442 |
65,651 |
68.5% |
167,024 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,299.0 |
1,293.8 |
1,272.6 |
|
| R3 |
1,288.0 |
1,282.8 |
1,269.5 |
|
| R2 |
1,277.0 |
1,277.0 |
1,268.5 |
|
| R1 |
1,271.8 |
1,271.8 |
1,267.5 |
1,268.9 |
| PP |
1,266.0 |
1,266.0 |
1,266.0 |
1,264.6 |
| S1 |
1,260.8 |
1,260.8 |
1,265.5 |
1,257.9 |
| S2 |
1,255.0 |
1,255.0 |
1,264.5 |
|
| S3 |
1,244.0 |
1,249.8 |
1,263.5 |
|
| S4 |
1,233.0 |
1,238.8 |
1,260.5 |
|
|
| 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 |
1,271.3 |
1,249.4 |
21.9 |
1.7% |
12.0 |
1.0% |
78% |
True |
False |
86,975 |
| 10 |
1,271.3 |
1,221.0 |
50.3 |
4.0% |
11.9 |
0.9% |
90% |
True |
False |
58,558 |
| 20 |
1,271.3 |
1,211.1 |
60.2 |
4.8% |
12.3 |
1.0% |
92% |
True |
False |
42,333 |
| 40 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.1 |
1.0% |
59% |
False |
False |
23,745 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.2 |
1.0% |
59% |
False |
False |
17,532 |
| 80 |
1,307.0 |
1,211.1 |
95.9 |
7.6% |
12.1 |
1.0% |
58% |
False |
False |
13,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,318.1 |
|
2.618 |
1,300.1 |
|
1.618 |
1,289.1 |
|
1.000 |
1,282.3 |
|
0.618 |
1,278.1 |
|
HIGH |
1,271.3 |
|
0.618 |
1,267.1 |
|
0.500 |
1,265.8 |
|
0.382 |
1,264.5 |
|
LOW |
1,260.3 |
|
0.618 |
1,253.5 |
|
1.000 |
1,249.3 |
|
1.618 |
1,242.5 |
|
2.618 |
1,231.5 |
|
4.250 |
1,213.6 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,266.3 |
1,264.5 |
| PP |
1,266.0 |
1,262.4 |
| S1 |
1,265.8 |
1,260.4 |
|