| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
21,633.97 |
21,589.94 |
-44.03 |
-0.2% |
21,381.23 |
| High |
21,661.81 |
21,589.94 |
-71.87 |
-0.3% |
21,681.53 |
| Low |
21,617.66 |
21,471.14 |
-146.52 |
-0.7% |
21,279.30 |
| Close |
21,629.72 |
21,574.73 |
-54.99 |
-0.3% |
21,637.74 |
| Range |
44.15 |
118.80 |
74.65 |
169.1% |
402.23 |
| ATR |
122.58 |
125.15 |
2.57 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,901.67 |
21,857.00 |
21,640.07 |
|
| R3 |
21,782.87 |
21,738.20 |
21,607.40 |
|
| R2 |
21,664.07 |
21,664.07 |
21,596.51 |
|
| R1 |
21,619.40 |
21,619.40 |
21,585.62 |
21,582.34 |
| PP |
21,545.27 |
21,545.27 |
21,545.27 |
21,526.74 |
| S1 |
21,500.60 |
21,500.60 |
21,563.84 |
21,463.54 |
| S2 |
21,426.47 |
21,426.47 |
21,552.95 |
|
| S3 |
21,307.67 |
21,381.80 |
21,542.06 |
|
| S4 |
21,188.87 |
21,263.00 |
21,509.39 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,739.55 |
22,590.87 |
21,858.97 |
|
| R3 |
22,337.32 |
22,188.64 |
21,748.35 |
|
| R2 |
21,935.09 |
21,935.09 |
21,711.48 |
|
| R1 |
21,786.41 |
21,786.41 |
21,674.61 |
21,860.75 |
| PP |
21,532.86 |
21,532.86 |
21,532.86 |
21,570.03 |
| S1 |
21,384.18 |
21,384.18 |
21,600.87 |
21,458.52 |
| S2 |
21,130.63 |
21,130.63 |
21,564.00 |
|
| S3 |
20,728.40 |
20,981.95 |
21,527.13 |
|
| S4 |
20,326.17 |
20,579.72 |
21,416.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,681.53 |
21,467.93 |
213.60 |
1.0% |
98.40 |
0.5% |
50% |
False |
False |
|
| 10 |
21,681.53 |
21,279.30 |
402.23 |
1.9% |
103.30 |
0.5% |
73% |
False |
False |
|
| 20 |
21,681.53 |
21,197.08 |
484.45 |
2.2% |
113.98 |
0.5% |
78% |
False |
False |
|
| 40 |
21,681.53 |
20,860.16 |
821.37 |
3.8% |
100.17 |
0.5% |
87% |
False |
False |
|
| 60 |
21,681.53 |
20,553.45 |
1,128.08 |
5.2% |
102.13 |
0.5% |
91% |
False |
False |
|
| 80 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
112.71 |
0.5% |
92% |
False |
False |
|
| 100 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
112.62 |
0.5% |
92% |
False |
False |
|
| 120 |
21,681.53 |
19,784.77 |
1,896.76 |
8.8% |
110.67 |
0.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,094.84 |
|
2.618 |
21,900.96 |
|
1.618 |
21,782.16 |
|
1.000 |
21,708.74 |
|
0.618 |
21,663.36 |
|
HIGH |
21,589.94 |
|
0.618 |
21,544.56 |
|
0.500 |
21,530.54 |
|
0.382 |
21,516.52 |
|
LOW |
21,471.14 |
|
0.618 |
21,397.72 |
|
1.000 |
21,352.34 |
|
1.618 |
21,278.92 |
|
2.618 |
21,160.12 |
|
4.250 |
20,966.24 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,560.00 |
21,576.34 |
| PP |
21,545.27 |
21,575.80 |
| S1 |
21,530.54 |
21,575.27 |
|