| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,413.4 |
1,418.7 |
5.3 |
0.4% |
1,411.3 |
| High |
1,422.9 |
1,419.6 |
-3.3 |
-0.2% |
1,432.2 |
| Low |
1,411.0 |
1,398.1 |
-12.9 |
-0.9% |
1,401.0 |
| Close |
1,418.5 |
1,400.3 |
-18.2 |
-1.3% |
1,414.3 |
| Range |
11.9 |
21.5 |
9.6 |
80.7% |
31.2 |
| ATR |
17.2 |
17.6 |
0.3 |
1.8% |
0.0 |
| Volume |
114,345 |
137,268 |
22,923 |
20.0% |
715,259 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.5 |
1,457.0 |
1,412.0 |
|
| R3 |
1,449.0 |
1,435.5 |
1,406.3 |
|
| R2 |
1,427.5 |
1,427.5 |
1,404.3 |
|
| R1 |
1,414.0 |
1,414.0 |
1,402.3 |
1,410.0 |
| PP |
1,406.0 |
1,406.0 |
1,406.0 |
1,404.0 |
| S1 |
1,392.5 |
1,392.5 |
1,398.3 |
1,388.5 |
| S2 |
1,384.5 |
1,384.5 |
1,396.3 |
|
| S3 |
1,363.0 |
1,371.0 |
1,394.5 |
|
| S4 |
1,341.5 |
1,349.5 |
1,388.5 |
|
|
| 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 |
1,398.1 |
34.1 |
2.4% |
18.8 |
1.3% |
6% |
False |
True |
129,480 |
| 10 |
1,432.2 |
1,393.5 |
38.7 |
2.8% |
18.8 |
1.3% |
18% |
False |
False |
127,893 |
| 20 |
1,434.6 |
1,392.6 |
42.0 |
3.0% |
18.3 |
1.3% |
18% |
False |
False |
149,668 |
| 40 |
1,434.6 |
1,344.3 |
90.3 |
6.4% |
15.8 |
1.1% |
62% |
False |
False |
75,672 |
| 60 |
1,434.6 |
1,343.1 |
91.5 |
6.5% |
13.0 |
0.9% |
63% |
False |
False |
50,452 |
| 80 |
1,434.6 |
1,332.3 |
102.3 |
7.3% |
12.0 |
0.9% |
66% |
False |
False |
37,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,511.0 |
|
2.618 |
1,476.0 |
|
1.618 |
1,454.5 |
|
1.000 |
1,441.0 |
|
0.618 |
1,433.0 |
|
HIGH |
1,419.5 |
|
0.618 |
1,411.5 |
|
0.500 |
1,408.8 |
|
0.382 |
1,406.3 |
|
LOW |
1,398.0 |
|
0.618 |
1,384.8 |
|
1.000 |
1,376.5 |
|
1.618 |
1,363.3 |
|
2.618 |
1,341.8 |
|
4.250 |
1,306.8 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,408.8 |
1,414.0 |
| PP |
1,406.0 |
1,409.5 |
| S1 |
1,403.3 |
1,404.8 |
|