| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,469.75 |
2,467.00 |
-2.75 |
-0.1% |
2,457.00 |
| High |
2,470.50 |
2,478.75 |
8.25 |
0.3% |
2,476.25 |
| Low |
2,463.50 |
2,466.25 |
2.75 |
0.1% |
2,448.00 |
| Close |
2,468.50 |
2,474.00 |
5.50 |
0.2% |
2,469.50 |
| Range |
7.00 |
12.50 |
5.50 |
78.6% |
28.25 |
| ATR |
14.89 |
14.72 |
-0.17 |
-1.1% |
0.00 |
| Volume |
857,750 |
1,074,033 |
216,283 |
25.2% |
5,114,711 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.50 |
2,504.75 |
2,481.00 |
|
| R3 |
2,498.00 |
2,492.25 |
2,477.50 |
|
| R2 |
2,485.50 |
2,485.50 |
2,476.25 |
|
| R1 |
2,479.75 |
2,479.75 |
2,475.25 |
2,482.50 |
| PP |
2,473.00 |
2,473.00 |
2,473.00 |
2,474.50 |
| S1 |
2,467.25 |
2,467.25 |
2,472.75 |
2,470.00 |
| S2 |
2,460.50 |
2,460.50 |
2,471.75 |
|
| S3 |
2,448.00 |
2,454.75 |
2,470.50 |
|
| S4 |
2,435.50 |
2,442.25 |
2,467.00 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,549.25 |
2,537.75 |
2,485.00 |
|
| R3 |
2,521.00 |
2,509.50 |
2,477.25 |
|
| R2 |
2,492.75 |
2,492.75 |
2,474.75 |
|
| R1 |
2,481.25 |
2,481.25 |
2,472.00 |
2,487.00 |
| PP |
2,464.50 |
2,464.50 |
2,464.50 |
2,467.50 |
| S1 |
2,453.00 |
2,453.00 |
2,467.00 |
2,458.75 |
| S2 |
2,436.25 |
2,436.25 |
2,464.25 |
|
| S3 |
2,408.00 |
2,424.75 |
2,461.75 |
|
| S4 |
2,379.75 |
2,396.50 |
2,454.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,478.75 |
2,457.75 |
21.00 |
0.8% |
11.50 |
0.5% |
77% |
True |
False |
1,018,573 |
| 10 |
2,478.75 |
2,422.50 |
56.25 |
2.3% |
12.50 |
0.5% |
92% |
True |
False |
1,024,197 |
| 20 |
2,478.75 |
2,402.25 |
76.50 |
3.1% |
16.50 |
0.7% |
94% |
True |
False |
1,216,778 |
| 40 |
2,478.75 |
2,400.00 |
78.75 |
3.2% |
15.50 |
0.6% |
94% |
True |
False |
1,102,641 |
| 60 |
2,478.75 |
2,341.75 |
137.00 |
5.5% |
15.50 |
0.6% |
97% |
True |
False |
736,946 |
| 80 |
2,478.75 |
2,320.00 |
158.75 |
6.4% |
16.25 |
0.7% |
97% |
True |
False |
553,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,532.00 |
|
2.618 |
2,511.50 |
|
1.618 |
2,499.00 |
|
1.000 |
2,491.25 |
|
0.618 |
2,486.50 |
|
HIGH |
2,478.75 |
|
0.618 |
2,474.00 |
|
0.500 |
2,472.50 |
|
0.382 |
2,471.00 |
|
LOW |
2,466.25 |
|
0.618 |
2,458.50 |
|
1.000 |
2,453.75 |
|
1.618 |
2,446.00 |
|
2.618 |
2,433.50 |
|
4.250 |
2,413.00 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,473.50 |
2,473.00 |
| PP |
2,473.00 |
2,471.75 |
| S1 |
2,472.50 |
2,470.75 |
|