| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,265.0 |
1,276.3 |
11.3 |
0.9% |
1,261.4 |
| High |
1,277.0 |
1,277.3 |
0.3 |
0.0% |
1,277.0 |
| Low |
1,263.2 |
1,271.7 |
8.5 |
0.7% |
1,249.4 |
| Close |
1,275.3 |
1,273.4 |
-1.9 |
-0.1% |
1,275.3 |
| Range |
13.8 |
5.6 |
-8.2 |
-59.4% |
27.6 |
| ATR |
12.6 |
12.1 |
-0.5 |
-4.0% |
0.0 |
| Volume |
250,893 |
165,132 |
-85,761 |
-34.2% |
634,589 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.9 |
1,287.8 |
1,276.5 |
|
| R3 |
1,285.3 |
1,282.2 |
1,274.9 |
|
| R2 |
1,279.7 |
1,279.7 |
1,274.4 |
|
| R1 |
1,276.6 |
1,276.6 |
1,273.9 |
1,275.4 |
| PP |
1,274.1 |
1,274.1 |
1,274.1 |
1,273.5 |
| S1 |
1,271.0 |
1,271.0 |
1,272.9 |
1,269.8 |
| S2 |
1,268.5 |
1,268.5 |
1,272.4 |
|
| S3 |
1,262.9 |
1,265.4 |
1,271.9 |
|
| S4 |
1,257.3 |
1,259.8 |
1,270.3 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.0 |
1,340.3 |
1,290.5 |
|
| R3 |
1,322.4 |
1,312.7 |
1,282.9 |
|
| R2 |
1,294.8 |
1,294.8 |
1,280.4 |
|
| R1 |
1,285.1 |
1,285.1 |
1,277.8 |
1,290.0 |
| PP |
1,267.2 |
1,267.2 |
1,267.2 |
1,269.7 |
| S1 |
1,257.5 |
1,257.5 |
1,272.8 |
1,262.4 |
| S2 |
1,239.6 |
1,239.6 |
1,270.2 |
|
| S3 |
1,212.0 |
1,229.9 |
1,267.7 |
|
| S4 |
1,184.4 |
1,202.3 |
1,260.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,277.3 |
1,249.4 |
27.9 |
2.2% |
12.0 |
0.9% |
86% |
True |
False |
147,113 |
| 10 |
1,277.3 |
1,239.1 |
38.2 |
3.0% |
11.2 |
0.9% |
90% |
True |
False |
95,277 |
| 20 |
1,277.3 |
1,211.1 |
66.2 |
5.2% |
12.1 |
1.0% |
94% |
True |
False |
61,089 |
| 40 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
11.9 |
0.9% |
66% |
False |
False |
33,919 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
11.9 |
0.9% |
66% |
False |
False |
24,242 |
| 80 |
1,307.0 |
1,211.1 |
95.9 |
7.5% |
12.1 |
1.0% |
65% |
False |
False |
19,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,301.1 |
|
2.618 |
1,292.0 |
|
1.618 |
1,286.4 |
|
1.000 |
1,282.9 |
|
0.618 |
1,280.8 |
|
HIGH |
1,277.3 |
|
0.618 |
1,275.2 |
|
0.500 |
1,274.5 |
|
0.382 |
1,273.8 |
|
LOW |
1,271.7 |
|
0.618 |
1,268.2 |
|
1.000 |
1,266.1 |
|
1.618 |
1,262.6 |
|
2.618 |
1,257.0 |
|
4.250 |
1,247.9 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,274.5 |
1,271.9 |
| PP |
1,274.1 |
1,270.3 |
| S1 |
1,273.8 |
1,268.8 |
|