| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,411.1 |
1,413.4 |
2.3 |
0.2% |
1,411.3 |
| High |
1,429.9 |
1,422.9 |
-7.0 |
-0.5% |
1,432.2 |
| Low |
1,411.0 |
1,411.0 |
0.0 |
0.0% |
1,401.0 |
| Close |
1,424.6 |
1,418.5 |
-6.1 |
-0.4% |
1,414.3 |
| Range |
18.9 |
11.9 |
-7.0 |
-37.0% |
31.2 |
| ATR |
17.5 |
17.2 |
-0.3 |
-1.6% |
0.0 |
| Volume |
78,828 |
114,345 |
35,517 |
45.1% |
715,259 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.3 |
1,447.8 |
1,425.0 |
|
| R3 |
1,441.3 |
1,435.8 |
1,421.8 |
|
| R2 |
1,429.3 |
1,429.3 |
1,420.8 |
|
| R1 |
1,424.0 |
1,424.0 |
1,419.5 |
1,426.8 |
| PP |
1,417.5 |
1,417.5 |
1,417.5 |
1,418.8 |
| S1 |
1,412.0 |
1,412.0 |
1,417.5 |
1,414.8 |
| S2 |
1,405.5 |
1,405.5 |
1,416.3 |
|
| S3 |
1,393.8 |
1,400.3 |
1,415.3 |
|
| S4 |
1,381.8 |
1,388.3 |
1,412.0 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,509.5 |
1,493.0 |
1,431.5 |
|
| R3 |
1,478.3 |
1,461.8 |
1,423.0 |
|
| R2 |
1,447.0 |
1,447.0 |
1,420.0 |
|
| R1 |
1,430.8 |
1,430.8 |
1,417.3 |
1,438.8 |
| PP |
1,415.8 |
1,415.8 |
1,415.8 |
1,420.0 |
| S1 |
1,399.5 |
1,399.5 |
1,411.5 |
1,407.8 |
| S2 |
1,384.8 |
1,384.8 |
1,408.5 |
|
| S3 |
1,353.5 |
1,368.3 |
1,405.8 |
|
| S4 |
1,322.3 |
1,337.0 |
1,397.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,432.2 |
1,401.0 |
31.2 |
2.2% |
20.5 |
1.4% |
56% |
False |
False |
131,895 |
| 10 |
1,432.2 |
1,393.5 |
38.7 |
2.7% |
18.3 |
1.3% |
65% |
False |
False |
125,716 |
| 20 |
1,434.6 |
1,390.4 |
44.2 |
3.1% |
17.8 |
1.2% |
64% |
False |
False |
144,017 |
| 40 |
1,434.6 |
1,344.3 |
90.3 |
6.4% |
15.5 |
1.1% |
82% |
False |
False |
72,241 |
| 60 |
1,434.6 |
1,343.1 |
91.5 |
6.5% |
12.8 |
0.9% |
82% |
False |
False |
48,164 |
| 80 |
1,434.6 |
1,332.3 |
102.3 |
7.2% |
12.0 |
0.8% |
84% |
False |
False |
36,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,473.5 |
|
2.618 |
1,454.0 |
|
1.618 |
1,442.3 |
|
1.000 |
1,434.8 |
|
0.618 |
1,430.3 |
|
HIGH |
1,423.0 |
|
0.618 |
1,418.3 |
|
0.500 |
1,417.0 |
|
0.382 |
1,415.5 |
|
LOW |
1,411.0 |
|
0.618 |
1,403.8 |
|
1.000 |
1,399.0 |
|
1.618 |
1,391.8 |
|
2.618 |
1,379.8 |
|
4.250 |
1,360.5 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,418.0 |
1,420.5 |
| PP |
1,417.5 |
1,419.8 |
| S1 |
1,417.0 |
1,419.3 |
|