| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
5,925.25 |
5,933.75 |
8.50 |
0.1% |
5,843.50 |
| High |
5,946.25 |
5,958.00 |
11.75 |
0.2% |
5,938.50 |
| Low |
5,915.75 |
5,927.00 |
11.25 |
0.2% |
5,820.25 |
| Close |
5,933.75 |
5,948.00 |
14.25 |
0.2% |
5,918.75 |
| Range |
30.50 |
31.00 |
0.50 |
1.6% |
118.25 |
| ATR |
63.19 |
60.89 |
-2.30 |
-3.6% |
0.00 |
| Volume |
237,095 |
190,190 |
-46,905 |
-19.8% |
1,217,056 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,037.25 |
6,023.75 |
5,965.00 |
|
| R3 |
6,006.25 |
5,992.75 |
5,956.50 |
|
| R2 |
5,975.25 |
5,975.25 |
5,953.75 |
|
| R1 |
5,961.75 |
5,961.75 |
5,950.75 |
5,968.50 |
| PP |
5,944.25 |
5,944.25 |
5,944.25 |
5,947.75 |
| S1 |
5,930.75 |
5,930.75 |
5,945.25 |
5,937.50 |
| S2 |
5,913.25 |
5,913.25 |
5,942.25 |
|
| S3 |
5,882.25 |
5,899.75 |
5,939.50 |
|
| S4 |
5,851.25 |
5,868.75 |
5,931.00 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,247.25 |
6,201.25 |
5,983.75 |
|
| R3 |
6,129.00 |
6,083.00 |
5,951.25 |
|
| R2 |
6,010.75 |
6,010.75 |
5,940.50 |
|
| R1 |
5,964.75 |
5,964.75 |
5,929.50 |
5,987.75 |
| PP |
5,892.50 |
5,892.50 |
5,892.50 |
5,904.00 |
| S1 |
5,846.50 |
5,846.50 |
5,908.00 |
5,869.50 |
| S2 |
5,774.25 |
5,774.25 |
5,897.00 |
|
| S3 |
5,656.00 |
5,728.25 |
5,886.25 |
|
| S4 |
5,537.75 |
5,610.00 |
5,853.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,958.00 |
5,890.50 |
67.50 |
1.1% |
38.75 |
0.7% |
85% |
True |
False |
228,428 |
| 10 |
5,958.00 |
5,777.25 |
180.75 |
3.0% |
43.50 |
0.7% |
94% |
True |
False |
231,118 |
| 20 |
5,958.00 |
5,560.25 |
397.75 |
6.7% |
69.00 |
1.2% |
97% |
True |
False |
284,931 |
| 40 |
5,958.00 |
5,560.25 |
397.75 |
6.7% |
72.25 |
1.2% |
97% |
True |
False |
270,208 |
| 60 |
5,958.00 |
5,557.00 |
401.00 |
6.7% |
62.00 |
1.0% |
98% |
True |
False |
180,289 |
| 80 |
5,958.00 |
5,353.75 |
604.25 |
10.2% |
58.25 |
1.0% |
98% |
True |
False |
135,258 |
| 100 |
5,958.00 |
5,318.00 |
640.00 |
10.8% |
54.25 |
0.9% |
98% |
True |
False |
108,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,089.75 |
|
2.618 |
6,039.25 |
|
1.618 |
6,008.25 |
|
1.000 |
5,989.00 |
|
0.618 |
5,977.25 |
|
HIGH |
5,958.00 |
|
0.618 |
5,946.25 |
|
0.500 |
5,942.50 |
|
0.382 |
5,938.75 |
|
LOW |
5,927.00 |
|
0.618 |
5,907.75 |
|
1.000 |
5,896.00 |
|
1.618 |
5,876.75 |
|
2.618 |
5,845.75 |
|
4.250 |
5,795.25 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,946.25 |
5,942.50 |
| PP |
5,944.25 |
5,937.00 |
| S1 |
5,942.50 |
5,931.50 |
|