| 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 |
12,390.0 |
12,405.0 |
15.0 |
0.1% |
12,751.5 |
| High |
12,452.5 |
12,480.5 |
28.0 |
0.2% |
12,835.0 |
| Low |
12,303.0 |
12,377.0 |
74.0 |
0.6% |
12,303.0 |
| Close |
12,320.0 |
12,472.5 |
152.5 |
1.2% |
12,320.0 |
| Range |
149.5 |
103.5 |
-46.0 |
-30.8% |
532.0 |
| ATR |
147.0 |
148.0 |
1.0 |
0.7% |
0.0 |
| Volume |
68,588 |
47,426 |
-21,162 |
-30.9% |
501,086 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,753.8 |
12,716.7 |
12,529.4 |
|
| R3 |
12,650.3 |
12,613.2 |
12,501.0 |
|
| R2 |
12,546.8 |
12,546.8 |
12,491.5 |
|
| R1 |
12,509.7 |
12,509.7 |
12,482.0 |
12,528.3 |
| PP |
12,443.3 |
12,443.3 |
12,443.3 |
12,452.6 |
| S1 |
12,406.2 |
12,406.2 |
12,463.0 |
12,424.8 |
| S2 |
12,339.8 |
12,339.8 |
12,453.5 |
|
| S3 |
12,236.3 |
12,302.7 |
12,444.0 |
|
| S4 |
12,132.8 |
12,199.2 |
12,415.6 |
|
|
| 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 |
12,751.5 |
12,303.0 |
448.5 |
3.6% |
194.2 |
1.6% |
38% |
False |
False |
90,195 |
| 10 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
155.5 |
1.2% |
26% |
False |
False |
82,091 |
| 20 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
137.5 |
1.1% |
26% |
False |
False |
65,399 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
114.0 |
0.9% |
26% |
False |
False |
32,967 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.9% |
113.8 |
0.9% |
52% |
False |
False |
22,054 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.6% |
107.5 |
0.9% |
56% |
False |
False |
16,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,920.4 |
|
2.618 |
12,751.5 |
|
1.618 |
12,648.0 |
|
1.000 |
12,584.0 |
|
0.618 |
12,544.5 |
|
HIGH |
12,480.5 |
|
0.618 |
12,441.0 |
|
0.500 |
12,428.8 |
|
0.382 |
12,416.5 |
|
LOW |
12,377.0 |
|
0.618 |
12,313.0 |
|
1.000 |
12,273.5 |
|
1.618 |
12,209.5 |
|
2.618 |
12,106.0 |
|
4.250 |
11,937.1 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,457.9 |
12,516.5 |
| PP |
12,443.3 |
12,501.8 |
| S1 |
12,428.8 |
12,487.2 |
|