| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,413.7 |
1,422.8 |
9.1 |
0.6% |
1,411.1 |
| High |
1,433.0 |
1,426.8 |
-6.2 |
-0.4% |
1,429.9 |
| Low |
1,411.7 |
1,413.7 |
2.0 |
0.1% |
1,398.1 |
| Close |
1,422.0 |
1,425.7 |
3.7 |
0.3% |
1,414.2 |
| Range |
21.3 |
13.1 |
-8.2 |
-38.5% |
31.8 |
| ATR |
17.5 |
17.2 |
-0.3 |
-1.8% |
0.0 |
| Volume |
115,781 |
89,113 |
-26,668 |
-23.0% |
433,342 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,461.3 |
1,456.8 |
1,433.0 |
|
| R3 |
1,448.3 |
1,443.5 |
1,429.3 |
|
| R2 |
1,435.3 |
1,435.3 |
1,428.0 |
|
| R1 |
1,430.5 |
1,430.5 |
1,427.0 |
1,432.8 |
| PP |
1,422.0 |
1,422.0 |
1,422.0 |
1,423.3 |
| S1 |
1,417.3 |
1,417.3 |
1,424.5 |
1,419.8 |
| S2 |
1,409.0 |
1,409.0 |
1,423.3 |
|
| S3 |
1,395.8 |
1,404.3 |
1,422.0 |
|
| S4 |
1,382.8 |
1,391.3 |
1,418.5 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,509.5 |
1,493.8 |
1,431.8 |
|
| R3 |
1,477.8 |
1,461.8 |
1,423.0 |
|
| R2 |
1,445.8 |
1,445.8 |
1,420.0 |
|
| R1 |
1,430.0 |
1,430.0 |
1,417.0 |
1,438.0 |
| PP |
1,414.0 |
1,414.0 |
1,414.0 |
1,418.0 |
| S1 |
1,398.3 |
1,398.3 |
1,411.3 |
1,406.3 |
| S2 |
1,382.3 |
1,382.3 |
1,408.3 |
|
| S3 |
1,350.5 |
1,366.5 |
1,405.5 |
|
| S4 |
1,318.8 |
1,334.8 |
1,396.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,433.0 |
1,399.4 |
33.6 |
2.4% |
16.5 |
1.2% |
78% |
False |
False |
100,087 |
| 10 |
1,433.0 |
1,398.1 |
34.9 |
2.4% |
17.5 |
1.2% |
79% |
False |
False |
114,783 |
| 20 |
1,433.0 |
1,393.5 |
39.5 |
2.8% |
17.5 |
1.2% |
82% |
False |
False |
119,245 |
| 40 |
1,434.6 |
1,344.3 |
90.3 |
6.3% |
16.5 |
1.2% |
90% |
False |
False |
88,132 |
| 60 |
1,434.6 |
1,344.3 |
90.3 |
6.3% |
13.5 |
0.9% |
90% |
False |
False |
58,792 |
| 80 |
1,434.6 |
1,332.3 |
102.3 |
7.2% |
12.8 |
0.9% |
91% |
False |
False |
44,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,482.5 |
|
2.618 |
1,461.0 |
|
1.618 |
1,448.0 |
|
1.000 |
1,440.0 |
|
0.618 |
1,435.0 |
|
HIGH |
1,426.8 |
|
0.618 |
1,421.8 |
|
0.500 |
1,420.3 |
|
0.382 |
1,418.8 |
|
LOW |
1,413.8 |
|
0.618 |
1,405.5 |
|
1.000 |
1,400.5 |
|
1.618 |
1,392.5 |
|
2.618 |
1,379.5 |
|
4.250 |
1,358.0 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,424.0 |
1,422.5 |
| PP |
1,422.0 |
1,419.5 |
| S1 |
1,420.3 |
1,416.5 |
|