| 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 |
2,423.75 |
2,428.00 |
4.25 |
0.2% |
2,432.00 |
| High |
2,432.25 |
2,430.50 |
-1.75 |
-0.1% |
2,447.50 |
| Low |
2,419.25 |
2,405.25 |
-14.00 |
-0.6% |
2,402.25 |
| Close |
2,428.00 |
2,408.50 |
-19.50 |
-0.8% |
2,421.00 |
| Range |
13.00 |
25.25 |
12.25 |
94.2% |
45.25 |
| ATR |
17.59 |
18.14 |
0.55 |
3.1% |
0.00 |
| Volume |
1,287,423 |
1,603,746 |
316,323 |
24.6% |
8,442,125 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,490.50 |
2,474.75 |
2,422.50 |
|
| R3 |
2,465.25 |
2,449.50 |
2,415.50 |
|
| R2 |
2,440.00 |
2,440.00 |
2,413.25 |
|
| R1 |
2,424.25 |
2,424.25 |
2,410.75 |
2,419.50 |
| PP |
2,414.75 |
2,414.75 |
2,414.75 |
2,412.50 |
| S1 |
2,399.00 |
2,399.00 |
2,406.25 |
2,394.25 |
| S2 |
2,389.50 |
2,389.50 |
2,403.75 |
|
| S3 |
2,364.25 |
2,373.75 |
2,401.50 |
|
| S4 |
2,339.00 |
2,348.50 |
2,394.50 |
|
|
| 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% |
22.25 |
0.9% |
15% |
False |
False |
1,526,680 |
| 10 |
2,447.50 |
2,402.25 |
45.25 |
1.9% |
20.00 |
0.8% |
14% |
False |
False |
1,435,379 |
| 20 |
2,451.50 |
2,402.25 |
49.25 |
2.0% |
18.50 |
0.8% |
13% |
False |
False |
1,507,305 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.6% |
16.50 |
0.7% |
61% |
False |
False |
767,241 |
| 60 |
2,451.50 |
2,320.00 |
131.50 |
5.5% |
16.50 |
0.7% |
67% |
False |
False |
512,541 |
| 80 |
2,451.50 |
2,314.75 |
136.75 |
5.7% |
17.00 |
0.7% |
69% |
False |
False |
384,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,537.75 |
|
2.618 |
2,496.50 |
|
1.618 |
2,471.25 |
|
1.000 |
2,455.75 |
|
0.618 |
2,446.00 |
|
HIGH |
2,430.50 |
|
0.618 |
2,420.75 |
|
0.500 |
2,418.00 |
|
0.382 |
2,415.00 |
|
LOW |
2,405.25 |
|
0.618 |
2,389.75 |
|
1.000 |
2,380.00 |
|
1.618 |
2,364.50 |
|
2.618 |
2,339.25 |
|
4.250 |
2,298.00 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,418.00 |
2,421.00 |
| PP |
2,414.75 |
2,416.75 |
| S1 |
2,411.50 |
2,412.50 |
|