| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,420.75 |
2,422.00 |
1.25 |
0.1% |
2,432.00 |
| High |
2,429.75 |
2,436.50 |
6.75 |
0.3% |
2,447.50 |
| Low |
2,415.00 |
2,421.50 |
6.50 |
0.3% |
2,402.25 |
| Close |
2,421.00 |
2,425.00 |
4.00 |
0.2% |
2,421.00 |
| Range |
14.75 |
15.00 |
0.25 |
1.7% |
45.25 |
| ATR |
18.13 |
17.94 |
-0.19 |
-1.0% |
0.00 |
| Volume |
1,638,217 |
766,228 |
-871,989 |
-53.2% |
8,442,125 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,472.75 |
2,463.75 |
2,433.25 |
|
| R3 |
2,457.75 |
2,448.75 |
2,429.00 |
|
| R2 |
2,442.75 |
2,442.75 |
2,427.75 |
|
| R1 |
2,433.75 |
2,433.75 |
2,426.50 |
2,438.25 |
| PP |
2,427.75 |
2,427.75 |
2,427.75 |
2,430.00 |
| S1 |
2,418.75 |
2,418.75 |
2,423.50 |
2,423.25 |
| S2 |
2,412.75 |
2,412.75 |
2,422.25 |
|
| S3 |
2,397.75 |
2,403.75 |
2,421.00 |
|
| S4 |
2,382.75 |
2,388.75 |
2,416.75 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,559.25 |
2,535.50 |
2,446.00 |
|
| R3 |
2,514.00 |
2,490.25 |
2,433.50 |
|
| R2 |
2,468.75 |
2,468.75 |
2,429.25 |
|
| R1 |
2,445.00 |
2,445.00 |
2,425.25 |
2,434.25 |
| PP |
2,423.50 |
2,423.50 |
2,423.50 |
2,418.25 |
| S1 |
2,399.75 |
2,399.75 |
2,416.75 |
2,389.00 |
| S2 |
2,378.25 |
2,378.25 |
2,412.75 |
|
| S3 |
2,333.00 |
2,354.50 |
2,408.50 |
|
| S4 |
2,287.75 |
2,309.25 |
2,396.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,445.00 |
2,402.25 |
42.75 |
1.8% |
24.50 |
1.0% |
53% |
False |
False |
1,588,508 |
| 10 |
2,451.00 |
2,402.25 |
48.75 |
2.0% |
19.00 |
0.8% |
47% |
False |
False |
1,416,941 |
| 20 |
2,451.50 |
2,402.25 |
49.25 |
2.0% |
17.50 |
0.7% |
46% |
False |
False |
1,378,380 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
16.25 |
0.7% |
76% |
False |
False |
695,154 |
| 60 |
2,451.50 |
2,320.00 |
131.50 |
5.4% |
16.50 |
0.7% |
80% |
False |
False |
464,415 |
| 80 |
2,451.50 |
2,314.75 |
136.75 |
5.6% |
16.75 |
0.7% |
81% |
False |
False |
348,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.25 |
|
2.618 |
2,475.75 |
|
1.618 |
2,460.75 |
|
1.000 |
2,451.50 |
|
0.618 |
2,445.75 |
|
HIGH |
2,436.50 |
|
0.618 |
2,430.75 |
|
0.500 |
2,429.00 |
|
0.382 |
2,427.25 |
|
LOW |
2,421.50 |
|
0.618 |
2,412.25 |
|
1.000 |
2,406.50 |
|
1.618 |
2,397.25 |
|
2.618 |
2,382.25 |
|
4.250 |
2,357.75 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.00 |
2,424.50 |
| PP |
2,427.75 |
2,424.00 |
| S1 |
2,426.25 |
2,423.50 |
|