| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,575.0 |
12,710.5 |
135.5 |
1.1% |
12,770.0 |
| High |
12,683.0 |
12,730.0 |
47.0 |
0.4% |
12,948.5 |
| Low |
12,526.5 |
12,341.5 |
-185.0 |
-1.5% |
12,665.5 |
| Close |
12,642.5 |
12,404.0 |
-238.5 |
-1.9% |
12,725.5 |
| Range |
156.5 |
388.5 |
232.0 |
148.2% |
283.0 |
| ATR |
128.2 |
146.8 |
18.6 |
14.5% |
0.0 |
| Volume |
136,016 |
104,772 |
-31,244 |
-23.0% |
341,648 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,657.3 |
13,419.2 |
12,617.7 |
|
| R3 |
13,268.8 |
13,030.7 |
12,510.8 |
|
| R2 |
12,880.3 |
12,880.3 |
12,475.2 |
|
| R1 |
12,642.2 |
12,642.2 |
12,439.6 |
12,567.0 |
| PP |
12,491.8 |
12,491.8 |
12,491.8 |
12,454.3 |
| S1 |
12,253.7 |
12,253.7 |
12,368.4 |
12,178.5 |
| S2 |
12,103.3 |
12,103.3 |
12,332.8 |
|
| S3 |
11,714.8 |
11,865.2 |
12,297.2 |
|
| S4 |
11,326.3 |
11,476.7 |
12,190.3 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,628.8 |
13,460.2 |
12,881.2 |
|
| R3 |
13,345.8 |
13,177.2 |
12,803.3 |
|
| R2 |
13,062.8 |
13,062.8 |
12,777.4 |
|
| R1 |
12,894.2 |
12,894.2 |
12,751.4 |
12,837.0 |
| PP |
12,779.8 |
12,779.8 |
12,779.8 |
12,751.3 |
| S1 |
12,611.2 |
12,611.2 |
12,699.6 |
12,554.0 |
| S2 |
12,496.8 |
12,496.8 |
12,673.6 |
|
| S3 |
12,213.8 |
12,328.2 |
12,647.7 |
|
| S4 |
11,930.8 |
12,045.2 |
12,569.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,835.0 |
12,341.5 |
493.5 |
4.0% |
186.8 |
1.5% |
13% |
False |
True |
98,685 |
| 10 |
12,948.5 |
12,341.5 |
607.0 |
4.9% |
150.0 |
1.2% |
10% |
False |
True |
84,728 |
| 20 |
12,948.5 |
12,341.5 |
607.0 |
4.9% |
132.1 |
1.1% |
10% |
False |
True |
59,685 |
| 40 |
12,948.5 |
12,341.5 |
607.0 |
4.9% |
119.9 |
1.0% |
10% |
False |
True |
30,078 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.9% |
112.1 |
0.9% |
45% |
False |
False |
20,125 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.7% |
105.8 |
0.9% |
50% |
False |
False |
15,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,381.1 |
|
2.618 |
13,747.1 |
|
1.618 |
13,358.6 |
|
1.000 |
13,118.5 |
|
0.618 |
12,970.1 |
|
HIGH |
12,730.0 |
|
0.618 |
12,581.6 |
|
0.500 |
12,535.8 |
|
0.382 |
12,489.9 |
|
LOW |
12,341.5 |
|
0.618 |
12,101.4 |
|
1.000 |
11,953.0 |
|
1.618 |
11,712.9 |
|
2.618 |
11,324.4 |
|
4.250 |
10,690.4 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,535.8 |
12,546.5 |
| PP |
12,491.8 |
12,499.0 |
| S1 |
12,447.9 |
12,451.5 |
|