| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
21,787.51 |
21,863.39 |
75.88 |
0.3% |
21,577.78 |
| High |
21,841.18 |
21,929.80 |
88.62 |
0.4% |
21,841.18 |
| Low |
21,756.12 |
21,861.71 |
105.59 |
0.5% |
21,496.13 |
| Close |
21,830.31 |
21,891.12 |
60.81 |
0.3% |
21,830.31 |
| Range |
85.06 |
68.09 |
-16.97 |
-20.0% |
345.05 |
| ATR |
116.41 |
115.20 |
-1.21 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,098.48 |
22,062.89 |
21,928.57 |
|
| R3 |
22,030.39 |
21,994.80 |
21,909.84 |
|
| R2 |
21,962.30 |
21,962.30 |
21,903.60 |
|
| R1 |
21,926.71 |
21,926.71 |
21,897.36 |
21,944.51 |
| PP |
21,894.21 |
21,894.21 |
21,894.21 |
21,903.11 |
| S1 |
21,858.62 |
21,858.62 |
21,884.88 |
21,876.42 |
| S2 |
21,826.12 |
21,826.12 |
21,878.64 |
|
| S3 |
21,758.03 |
21,790.53 |
21,872.40 |
|
| S4 |
21,689.94 |
21,722.44 |
21,853.67 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,757.69 |
22,639.05 |
22,020.09 |
|
| R3 |
22,412.64 |
22,294.00 |
21,925.20 |
|
| R2 |
22,067.59 |
22,067.59 |
21,893.57 |
|
| R1 |
21,948.95 |
21,948.95 |
21,861.94 |
22,008.27 |
| PP |
21,722.54 |
21,722.54 |
21,722.54 |
21,752.20 |
| S1 |
21,603.90 |
21,603.90 |
21,798.68 |
21,663.22 |
| S2 |
21,377.49 |
21,377.49 |
21,767.05 |
|
| S3 |
21,032.44 |
21,258.85 |
21,735.42 |
|
| S4 |
20,687.39 |
20,913.80 |
21,640.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,929.80 |
21,577.37 |
352.43 |
1.6% |
83.29 |
0.4% |
89% |
True |
False |
|
| 10 |
21,929.80 |
21,471.14 |
458.66 |
2.1% |
86.56 |
0.4% |
92% |
True |
False |
|
| 20 |
21,929.80 |
21,279.30 |
650.50 |
3.0% |
97.54 |
0.4% |
94% |
True |
False |
|
| 40 |
21,929.80 |
21,113.31 |
816.49 |
3.7% |
100.84 |
0.5% |
95% |
True |
False |
|
| 60 |
21,929.80 |
20,553.45 |
1,376.35 |
6.3% |
101.37 |
0.5% |
97% |
True |
False |
|
| 80 |
21,929.80 |
20,379.55 |
1,550.25 |
7.1% |
105.54 |
0.5% |
98% |
True |
False |
|
| 100 |
21,929.80 |
20,379.55 |
1,550.25 |
7.1% |
110.94 |
0.5% |
98% |
True |
False |
|
| 120 |
21,929.80 |
20,015.33 |
1,914.47 |
8.7% |
109.38 |
0.5% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,219.18 |
|
2.618 |
22,108.06 |
|
1.618 |
22,039.97 |
|
1.000 |
21,997.89 |
|
0.618 |
21,971.88 |
|
HIGH |
21,929.80 |
|
0.618 |
21,903.79 |
|
0.500 |
21,895.76 |
|
0.382 |
21,887.72 |
|
LOW |
21,861.71 |
|
0.618 |
21,819.63 |
|
1.000 |
21,793.62 |
|
1.618 |
21,751.54 |
|
2.618 |
21,683.45 |
|
4.250 |
21,572.33 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,895.76 |
21,863.69 |
| PP |
21,894.21 |
21,836.26 |
| S1 |
21,892.67 |
21,808.83 |
|