| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1,418.7 |
1,400.0 |
-18.7 |
-1.3% |
1,411.1 |
| High |
1,419.6 |
1,417.1 |
-2.5 |
-0.2% |
1,429.9 |
| Low |
1,398.1 |
1,399.4 |
1.3 |
0.1% |
1,398.1 |
| Close |
1,400.3 |
1,414.2 |
13.9 |
1.0% |
1,414.2 |
| Range |
21.5 |
17.7 |
-3.8 |
-17.7% |
31.8 |
| ATR |
17.6 |
17.6 |
0.0 |
0.1% |
0.0 |
| Volume |
137,268 |
102,901 |
-34,367 |
-25.0% |
433,342 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,463.3 |
1,456.5 |
1,424.0 |
|
| R3 |
1,445.8 |
1,438.8 |
1,419.0 |
|
| R2 |
1,428.0 |
1,428.0 |
1,417.5 |
|
| R1 |
1,421.0 |
1,421.0 |
1,415.8 |
1,424.5 |
| PP |
1,410.3 |
1,410.3 |
1,410.3 |
1,412.0 |
| S1 |
1,403.3 |
1,403.3 |
1,412.5 |
1,406.8 |
| S2 |
1,392.5 |
1,392.5 |
1,411.0 |
|
| S3 |
1,374.8 |
1,385.8 |
1,409.3 |
|
| S4 |
1,357.3 |
1,368.0 |
1,404.5 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,509.5 |
1,493.8 |
1,431.8 |
|
| R3 |
1,477.8 |
1,461.8 |
1,423.0 |
|
| R2 |
1,445.8 |
1,445.8 |
1,420.0 |
|
| R1 |
1,430.0 |
1,430.0 |
1,417.0 |
1,438.0 |
| PP |
1,414.0 |
1,414.0 |
1,414.0 |
1,418.0 |
| S1 |
1,398.3 |
1,398.3 |
1,411.3 |
1,406.3 |
| S2 |
1,382.3 |
1,382.3 |
1,408.3 |
|
| S3 |
1,350.5 |
1,366.5 |
1,405.5 |
|
| S4 |
1,318.8 |
1,334.8 |
1,396.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,429.9 |
1,398.1 |
31.8 |
2.2% |
16.0 |
1.1% |
51% |
False |
False |
114,288 |
| 10 |
1,432.2 |
1,398.1 |
34.1 |
2.4% |
19.0 |
1.3% |
47% |
False |
False |
128,608 |
| 20 |
1,434.6 |
1,393.5 |
41.1 |
2.9% |
17.8 |
1.3% |
50% |
False |
False |
146,963 |
| 40 |
1,434.6 |
1,344.3 |
90.3 |
6.4% |
16.3 |
1.1% |
77% |
False |
False |
78,244 |
| 60 |
1,434.6 |
1,343.1 |
91.5 |
6.5% |
13.0 |
0.9% |
78% |
False |
False |
52,167 |
| 80 |
1,434.6 |
1,332.3 |
102.3 |
7.2% |
12.3 |
0.9% |
80% |
False |
False |
39,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,492.3 |
|
2.618 |
1,463.5 |
|
1.618 |
1,445.8 |
|
1.000 |
1,434.8 |
|
0.618 |
1,428.0 |
|
HIGH |
1,417.0 |
|
0.618 |
1,410.3 |
|
0.500 |
1,408.3 |
|
0.382 |
1,406.3 |
|
LOW |
1,399.5 |
|
0.618 |
1,388.5 |
|
1.000 |
1,381.8 |
|
1.618 |
1,370.8 |
|
2.618 |
1,353.0 |
|
4.250 |
1,324.3 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,412.3 |
1,413.0 |
| PP |
1,410.3 |
1,411.8 |
| S1 |
1,408.3 |
1,410.5 |
|