| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,405.0 |
12,428.0 |
23.0 |
0.2% |
12,751.5 |
| High |
12,480.5 |
12,492.0 |
11.5 |
0.1% |
12,835.0 |
| Low |
12,377.0 |
12,396.5 |
19.5 |
0.2% |
12,303.0 |
| Close |
12,472.5 |
12,450.0 |
-22.5 |
-0.2% |
12,320.0 |
| Range |
103.5 |
95.5 |
-8.0 |
-7.7% |
532.0 |
| ATR |
148.0 |
144.2 |
-3.7 |
-2.5% |
0.0 |
| Volume |
47,426 |
99,278 |
51,852 |
109.3% |
501,086 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,732.7 |
12,686.8 |
12,502.5 |
|
| R3 |
12,637.2 |
12,591.3 |
12,476.3 |
|
| R2 |
12,541.7 |
12,541.7 |
12,467.5 |
|
| R1 |
12,495.8 |
12,495.8 |
12,458.8 |
12,518.8 |
| PP |
12,446.2 |
12,446.2 |
12,446.2 |
12,457.6 |
| S1 |
12,400.3 |
12,400.3 |
12,441.2 |
12,423.3 |
| S2 |
12,350.7 |
12,350.7 |
12,432.5 |
|
| S3 |
12,255.2 |
12,304.8 |
12,423.7 |
|
| S4 |
12,159.7 |
12,209.3 |
12,397.5 |
|
|
| 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 |
12,730.0 |
12,303.0 |
427.0 |
3.4% |
178.7 |
1.4% |
34% |
False |
False |
91,216 |
| 10 |
12,835.0 |
12,303.0 |
532.0 |
4.3% |
147.5 |
1.2% |
28% |
False |
False |
84,028 |
| 20 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
135.7 |
1.1% |
23% |
False |
False |
70,296 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
114.5 |
0.9% |
23% |
False |
False |
35,447 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.9% |
113.4 |
0.9% |
49% |
False |
False |
23,705 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.7% |
107.8 |
0.9% |
54% |
False |
False |
17,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,897.9 |
|
2.618 |
12,742.0 |
|
1.618 |
12,646.5 |
|
1.000 |
12,587.5 |
|
0.618 |
12,551.0 |
|
HIGH |
12,492.0 |
|
0.618 |
12,455.5 |
|
0.500 |
12,444.3 |
|
0.382 |
12,433.0 |
|
LOW |
12,396.5 |
|
0.618 |
12,337.5 |
|
1.000 |
12,301.0 |
|
1.618 |
12,242.0 |
|
2.618 |
12,146.5 |
|
4.250 |
11,990.6 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,448.1 |
12,432.5 |
| PP |
12,446.2 |
12,415.0 |
| S1 |
12,444.3 |
12,397.5 |
|