| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,710.5 |
12,390.0 |
-320.5 |
-2.5% |
12,751.5 |
| High |
12,730.0 |
12,452.5 |
-277.5 |
-2.2% |
12,835.0 |
| Low |
12,341.5 |
12,303.0 |
-38.5 |
-0.3% |
12,303.0 |
| Close |
12,404.0 |
12,320.0 |
-84.0 |
-0.7% |
12,320.0 |
| Range |
388.5 |
149.5 |
-239.0 |
-61.5% |
532.0 |
| ATR |
146.8 |
147.0 |
0.2 |
0.1% |
0.0 |
| Volume |
104,772 |
68,588 |
-36,184 |
-34.5% |
501,086 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,807.0 |
12,713.0 |
12,402.2 |
|
| R3 |
12,657.5 |
12,563.5 |
12,361.1 |
|
| R2 |
12,508.0 |
12,508.0 |
12,347.4 |
|
| R1 |
12,414.0 |
12,414.0 |
12,333.7 |
12,386.3 |
| PP |
12,358.5 |
12,358.5 |
12,358.5 |
12,344.6 |
| S1 |
12,264.5 |
12,264.5 |
12,306.3 |
12,236.8 |
| S2 |
12,209.0 |
12,209.0 |
12,292.6 |
|
| S3 |
12,059.5 |
12,115.0 |
12,278.9 |
|
| S4 |
11,910.0 |
11,965.5 |
12,237.8 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,082.0 |
13,733.0 |
12,612.6 |
|
| R3 |
13,550.0 |
13,201.0 |
12,466.3 |
|
| R2 |
13,018.0 |
13,018.0 |
12,417.5 |
|
| R1 |
12,669.0 |
12,669.0 |
12,368.8 |
12,577.5 |
| PP |
12,486.0 |
12,486.0 |
12,486.0 |
12,440.3 |
| S1 |
12,137.0 |
12,137.0 |
12,271.2 |
12,045.5 |
| S2 |
11,954.0 |
11,954.0 |
12,222.5 |
|
| S3 |
11,422.0 |
11,605.0 |
12,173.7 |
|
| S4 |
10,890.0 |
11,073.0 |
12,027.4 |
|
|
| 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 |
12,303.0 |
532.0 |
4.3% |
192.1 |
1.6% |
3% |
False |
True |
100,217 |
| 10 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
159.3 |
1.3% |
3% |
False |
True |
84,273 |
| 20 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
132.3 |
1.1% |
3% |
False |
True |
63,028 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
117.9 |
1.0% |
3% |
False |
True |
31,785 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
8.0% |
113.4 |
0.9% |
36% |
False |
False |
21,265 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.8% |
107.2 |
0.9% |
42% |
False |
False |
15,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,087.9 |
|
2.618 |
12,843.9 |
|
1.618 |
12,694.4 |
|
1.000 |
12,602.0 |
|
0.618 |
12,544.9 |
|
HIGH |
12,452.5 |
|
0.618 |
12,395.4 |
|
0.500 |
12,377.8 |
|
0.382 |
12,360.1 |
|
LOW |
12,303.0 |
|
0.618 |
12,210.6 |
|
1.000 |
12,153.5 |
|
1.618 |
12,061.1 |
|
2.618 |
11,911.6 |
|
4.250 |
11,667.6 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,377.8 |
12,516.5 |
| PP |
12,358.5 |
12,451.0 |
| S1 |
12,339.3 |
12,385.5 |
|