| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
245.06 |
246.02 |
0.96 |
0.4% |
241.95 |
| High |
245.72 |
247.00 |
1.28 |
0.5% |
245.97 |
| Low |
244.67 |
246.01 |
1.34 |
0.5% |
240.85 |
| Close |
245.66 |
246.99 |
1.33 |
0.5% |
245.56 |
| Range |
1.05 |
0.99 |
-0.06 |
-5.7% |
5.12 |
| ATR |
1.51 |
1.50 |
-0.01 |
-0.8% |
0.00 |
| Volume |
42,742,500 |
51,034,200 |
8,291,700 |
19.4% |
246,362,400 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
249.64 |
249.30 |
247.53 |
|
| R3 |
248.65 |
248.31 |
247.26 |
|
| R2 |
247.66 |
247.66 |
247.17 |
|
| R1 |
247.32 |
247.32 |
247.08 |
247.49 |
| PP |
246.67 |
246.67 |
246.67 |
246.75 |
| S1 |
246.33 |
246.33 |
246.90 |
246.50 |
| S2 |
245.68 |
245.68 |
246.81 |
|
| S3 |
244.69 |
245.34 |
246.72 |
|
| S4 |
243.70 |
244.35 |
246.45 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
259.49 |
257.64 |
248.38 |
|
| R3 |
254.37 |
252.52 |
246.97 |
|
| R2 |
249.25 |
249.25 |
246.50 |
|
| R1 |
247.40 |
247.40 |
246.03 |
248.33 |
| PP |
244.13 |
244.13 |
244.13 |
244.59 |
| S1 |
242.28 |
242.28 |
245.09 |
243.21 |
| S2 |
239.01 |
239.01 |
244.62 |
|
| S3 |
233.89 |
237.16 |
244.15 |
|
| S4 |
228.77 |
232.04 |
242.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
247.00 |
243.76 |
3.24 |
1.3% |
1.01 |
0.4% |
100% |
True |
False |
45,408,560 |
| 10 |
247.00 |
240.34 |
6.66 |
2.7% |
1.21 |
0.5% |
100% |
True |
False |
49,775,850 |
| 20 |
247.00 |
239.96 |
7.04 |
2.9% |
1.38 |
0.6% |
100% |
True |
False |
58,060,654 |
| 40 |
247.00 |
239.51 |
7.49 |
3.0% |
1.28 |
0.5% |
100% |
True |
False |
62,482,844 |
| 60 |
247.00 |
235.43 |
11.57 |
4.7% |
1.25 |
0.5% |
100% |
True |
False |
65,687,251 |
| 80 |
247.00 |
231.61 |
15.39 |
6.2% |
1.37 |
0.6% |
100% |
True |
False |
69,772,758 |
| 100 |
247.00 |
231.61 |
15.39 |
6.2% |
1.38 |
0.6% |
100% |
True |
False |
72,834,111 |
| 120 |
247.00 |
226.32 |
20.68 |
8.4% |
1.36 |
0.6% |
100% |
True |
False |
72,586,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
251.21 |
|
2.618 |
249.59 |
|
1.618 |
248.60 |
|
1.000 |
247.99 |
|
0.618 |
247.61 |
|
HIGH |
247.00 |
|
0.618 |
246.62 |
|
0.500 |
246.51 |
|
0.382 |
246.39 |
|
LOW |
246.01 |
|
0.618 |
245.40 |
|
1.000 |
245.02 |
|
1.618 |
244.41 |
|
2.618 |
243.42 |
|
4.250 |
241.80 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
246.83 |
246.61 |
| PP |
246.67 |
246.22 |
| S1 |
246.51 |
245.84 |
|