| Trading Metrics calculated at close of trading on 02-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,275.6 |
1,275.2 |
-0.4 |
0.0% |
1,261.4 |
| High |
1,280.3 |
1,279.0 |
-1.3 |
-0.1% |
1,277.0 |
| Low |
1,268.4 |
1,268.9 |
0.5 |
0.0% |
1,249.4 |
| Close |
1,279.4 |
1,278.4 |
-1.0 |
-0.1% |
1,275.3 |
| Range |
11.9 |
10.1 |
-1.8 |
-15.1% |
27.6 |
| ATR |
12.1 |
12.0 |
-0.1 |
-0.9% |
0.0 |
| Volume |
213,543 |
210,975 |
-2,568 |
-1.2% |
634,589 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.7 |
1,302.2 |
1,284.0 |
|
| R3 |
1,295.6 |
1,292.1 |
1,281.2 |
|
| R2 |
1,285.5 |
1,285.5 |
1,280.3 |
|
| R1 |
1,282.0 |
1,282.0 |
1,279.3 |
1,283.8 |
| PP |
1,275.4 |
1,275.4 |
1,275.4 |
1,276.3 |
| S1 |
1,271.9 |
1,271.9 |
1,277.5 |
1,273.7 |
| S2 |
1,265.3 |
1,265.3 |
1,276.5 |
|
| S3 |
1,255.2 |
1,261.8 |
1,275.6 |
|
| S4 |
1,245.1 |
1,251.7 |
1,272.8 |
|
|
| 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 |
1,260.3 |
20.0 |
1.6% |
10.5 |
0.8% |
91% |
False |
False |
200,397 |
| 10 |
1,280.3 |
1,241.5 |
38.8 |
3.0% |
11.4 |
0.9% |
95% |
False |
False |
131,369 |
| 20 |
1,280.3 |
1,211.1 |
69.2 |
5.4% |
11.4 |
0.9% |
97% |
False |
False |
79,210 |
| 40 |
1,304.2 |
1,211.1 |
93.1 |
7.3% |
11.9 |
0.9% |
72% |
False |
False |
44,361 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
12.0 |
0.9% |
71% |
False |
False |
31,156 |
| 80 |
1,307.0 |
1,211.1 |
95.9 |
7.5% |
12.0 |
0.9% |
70% |
False |
False |
24,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,321.9 |
|
2.618 |
1,305.4 |
|
1.618 |
1,295.3 |
|
1.000 |
1,289.1 |
|
0.618 |
1,285.2 |
|
HIGH |
1,279.0 |
|
0.618 |
1,275.1 |
|
0.500 |
1,274.0 |
|
0.382 |
1,272.8 |
|
LOW |
1,268.9 |
|
0.618 |
1,262.7 |
|
1.000 |
1,258.8 |
|
1.618 |
1,252.6 |
|
2.618 |
1,242.5 |
|
4.250 |
1,226.0 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,276.9 |
1,277.1 |
| PP |
1,275.4 |
1,275.7 |
| S1 |
1,274.0 |
1,274.4 |
|