| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,642.5 |
12,646.5 |
4.0 |
0.0% |
12,451.0 |
| High |
12,658.5 |
12,668.0 |
9.5 |
0.1% |
12,672.0 |
| Low |
12,567.0 |
12,531.0 |
-36.0 |
-0.3% |
12,394.5 |
| Close |
12,611.0 |
12,587.0 |
-24.0 |
-0.2% |
12,611.0 |
| Range |
91.5 |
137.0 |
45.5 |
49.7% |
277.5 |
| ATR |
136.8 |
136.8 |
0.0 |
0.0% |
0.0 |
| Volume |
65,648 |
96,933 |
31,285 |
47.7% |
342,798 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,006.3 |
12,933.7 |
12,662.4 |
|
| R3 |
12,869.3 |
12,796.7 |
12,624.7 |
|
| R2 |
12,732.3 |
12,732.3 |
12,612.1 |
|
| R1 |
12,659.7 |
12,659.7 |
12,599.6 |
12,627.5 |
| PP |
12,595.3 |
12,595.3 |
12,595.3 |
12,579.3 |
| S1 |
12,522.7 |
12,522.7 |
12,574.4 |
12,490.5 |
| S2 |
12,458.3 |
12,458.3 |
12,561.9 |
|
| S3 |
12,321.3 |
12,385.7 |
12,549.3 |
|
| S4 |
12,184.3 |
12,248.7 |
12,511.7 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,391.7 |
13,278.8 |
12,763.6 |
|
| R3 |
13,114.2 |
13,001.3 |
12,687.3 |
|
| R2 |
12,836.7 |
12,836.7 |
12,661.9 |
|
| R1 |
12,723.8 |
12,723.8 |
12,636.4 |
12,780.3 |
| PP |
12,559.2 |
12,559.2 |
12,559.2 |
12,587.4 |
| S1 |
12,446.3 |
12,446.3 |
12,585.6 |
12,502.8 |
| S2 |
12,281.7 |
12,281.7 |
12,560.1 |
|
| S3 |
12,004.2 |
12,168.8 |
12,534.7 |
|
| S4 |
11,726.7 |
11,891.3 |
12,458.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,672.0 |
12,406.0 |
266.0 |
2.1% |
125.4 |
1.0% |
68% |
False |
False |
72,563 |
| 10 |
12,672.0 |
12,306.5 |
365.5 |
2.9% |
117.8 |
0.9% |
77% |
False |
False |
71,229 |
| 20 |
12,948.5 |
12,303.0 |
645.5 |
5.1% |
138.5 |
1.1% |
44% |
False |
False |
77,751 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.1% |
118.8 |
0.9% |
44% |
False |
False |
49,512 |
| 60 |
12,948.5 |
12,028.0 |
920.5 |
7.3% |
114.4 |
0.9% |
61% |
False |
False |
33,099 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.6% |
112.1 |
0.9% |
66% |
False |
False |
24,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,250.3 |
|
2.618 |
13,026.7 |
|
1.618 |
12,889.7 |
|
1.000 |
12,805.0 |
|
0.618 |
12,752.7 |
|
HIGH |
12,668.0 |
|
0.618 |
12,615.7 |
|
0.500 |
12,599.5 |
|
0.382 |
12,583.3 |
|
LOW |
12,531.0 |
|
0.618 |
12,446.3 |
|
1.000 |
12,394.0 |
|
1.618 |
12,309.3 |
|
2.618 |
12,172.3 |
|
4.250 |
11,948.8 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,599.5 |
12,601.5 |
| PP |
12,595.3 |
12,596.7 |
| S1 |
12,591.2 |
12,591.8 |
|