| 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 |
12,428.0 |
12,473.0 |
45.0 |
0.4% |
12,751.5 |
| High |
12,492.0 |
12,484.0 |
-8.0 |
-0.1% |
12,835.0 |
| Low |
12,396.5 |
12,306.5 |
-90.0 |
-0.7% |
12,303.0 |
| Close |
12,450.0 |
12,367.0 |
-83.0 |
-0.7% |
12,320.0 |
| Range |
95.5 |
177.5 |
82.0 |
85.9% |
532.0 |
| ATR |
144.2 |
146.6 |
2.4 |
1.6% |
0.0 |
| Volume |
99,278 |
64,875 |
-34,403 |
-34.7% |
501,086 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,918.3 |
12,820.2 |
12,464.6 |
|
| R3 |
12,740.8 |
12,642.7 |
12,415.8 |
|
| R2 |
12,563.3 |
12,563.3 |
12,399.5 |
|
| R1 |
12,465.2 |
12,465.2 |
12,383.3 |
12,425.5 |
| PP |
12,385.8 |
12,385.8 |
12,385.8 |
12,366.0 |
| S1 |
12,287.7 |
12,287.7 |
12,350.7 |
12,248.0 |
| S2 |
12,208.3 |
12,208.3 |
12,334.5 |
|
| S3 |
12,030.8 |
12,110.2 |
12,318.2 |
|
| S4 |
11,853.3 |
11,932.7 |
12,269.4 |
|
|
| 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 |
3.5% |
182.9 |
1.5% |
15% |
False |
False |
76,987 |
| 10 |
12,835.0 |
12,303.0 |
532.0 |
4.3% |
155.2 |
1.3% |
12% |
False |
False |
84,281 |
| 20 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
139.2 |
1.1% |
10% |
False |
False |
73,308 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
117.4 |
0.9% |
10% |
False |
False |
37,063 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
8.0% |
114.6 |
0.9% |
41% |
False |
False |
24,784 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.7% |
108.6 |
0.9% |
46% |
False |
False |
18,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,238.4 |
|
2.618 |
12,948.7 |
|
1.618 |
12,771.2 |
|
1.000 |
12,661.5 |
|
0.618 |
12,593.7 |
|
HIGH |
12,484.0 |
|
0.618 |
12,416.2 |
|
0.500 |
12,395.3 |
|
0.382 |
12,374.3 |
|
LOW |
12,306.5 |
|
0.618 |
12,196.8 |
|
1.000 |
12,129.0 |
|
1.618 |
12,019.3 |
|
2.618 |
11,841.8 |
|
4.250 |
11,552.1 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,395.3 |
12,399.3 |
| PP |
12,385.8 |
12,388.5 |
| S1 |
12,376.4 |
12,377.8 |
|