| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,276.3 |
1,275.6 |
-0.7 |
-0.1% |
1,261.4 |
| High |
1,277.3 |
1,280.3 |
3.0 |
0.2% |
1,277.0 |
| Low |
1,271.7 |
1,268.4 |
-3.3 |
-0.3% |
1,249.4 |
| Close |
1,273.4 |
1,279.4 |
6.0 |
0.5% |
1,275.3 |
| Range |
5.6 |
11.9 |
6.3 |
112.5% |
27.6 |
| ATR |
12.1 |
12.1 |
0.0 |
-0.1% |
0.0 |
| Volume |
165,132 |
213,543 |
48,411 |
29.3% |
634,589 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.7 |
1,307.5 |
1,285.9 |
|
| R3 |
1,299.8 |
1,295.6 |
1,282.7 |
|
| R2 |
1,287.9 |
1,287.9 |
1,281.6 |
|
| R1 |
1,283.7 |
1,283.7 |
1,280.5 |
1,285.8 |
| PP |
1,276.0 |
1,276.0 |
1,276.0 |
1,277.1 |
| S1 |
1,271.8 |
1,271.8 |
1,278.3 |
1,273.9 |
| S2 |
1,264.1 |
1,264.1 |
1,277.2 |
|
| S3 |
1,252.2 |
1,259.9 |
1,276.1 |
|
| S4 |
1,240.3 |
1,248.0 |
1,272.9 |
|
|
| 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 |
1,280.3 |
1,249.4 |
30.9 |
2.4% |
12.5 |
1.0% |
97% |
True |
False |
177,360 |
| 10 |
1,280.3 |
1,241.5 |
38.8 |
3.0% |
11.2 |
0.9% |
98% |
True |
False |
113,612 |
| 20 |
1,280.3 |
1,211.1 |
69.2 |
5.4% |
11.5 |
0.9% |
99% |
True |
False |
70,364 |
| 40 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
12.1 |
0.9% |
72% |
False |
False |
39,212 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
12.0 |
0.9% |
72% |
False |
False |
27,716 |
| 80 |
1,307.0 |
1,211.1 |
95.9 |
7.5% |
12.2 |
1.0% |
71% |
False |
False |
21,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.9 |
|
2.618 |
1,311.5 |
|
1.618 |
1,299.6 |
|
1.000 |
1,292.2 |
|
0.618 |
1,287.7 |
|
HIGH |
1,280.3 |
|
0.618 |
1,275.8 |
|
0.500 |
1,274.4 |
|
0.382 |
1,272.9 |
|
LOW |
1,268.4 |
|
0.618 |
1,261.0 |
|
1.000 |
1,256.5 |
|
1.618 |
1,249.1 |
|
2.618 |
1,237.2 |
|
4.250 |
1,217.8 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,277.7 |
1,276.9 |
| PP |
1,276.0 |
1,274.3 |
| S1 |
1,274.4 |
1,271.8 |
|