| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,473.0 |
12,337.5 |
-135.5 |
-1.1% |
12,405.0 |
| High |
12,484.0 |
12,417.5 |
-66.5 |
-0.5% |
12,492.0 |
| Low |
12,306.5 |
12,328.0 |
21.5 |
0.2% |
12,306.5 |
| Close |
12,367.0 |
12,367.0 |
0.0 |
0.0% |
12,367.0 |
| Range |
177.5 |
89.5 |
-88.0 |
-49.6% |
185.5 |
| ATR |
146.6 |
142.5 |
-4.1 |
-2.8% |
0.0 |
| Volume |
64,875 |
60,983 |
-3,892 |
-6.0% |
272,562 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,639.3 |
12,592.7 |
12,416.2 |
|
| R3 |
12,549.8 |
12,503.2 |
12,391.6 |
|
| R2 |
12,460.3 |
12,460.3 |
12,383.4 |
|
| R1 |
12,413.7 |
12,413.7 |
12,375.2 |
12,437.0 |
| PP |
12,370.8 |
12,370.8 |
12,370.8 |
12,382.5 |
| S1 |
12,324.2 |
12,324.2 |
12,358.8 |
12,347.5 |
| S2 |
12,281.3 |
12,281.3 |
12,350.6 |
|
| S3 |
12,191.8 |
12,234.7 |
12,342.4 |
|
| S4 |
12,102.3 |
12,145.2 |
12,317.8 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,945.0 |
12,841.5 |
12,469.0 |
|
| R3 |
12,759.5 |
12,656.0 |
12,418.0 |
|
| R2 |
12,574.0 |
12,574.0 |
12,401.0 |
|
| R1 |
12,470.5 |
12,470.5 |
12,384.0 |
12,429.5 |
| PP |
12,388.5 |
12,388.5 |
12,388.5 |
12,368.0 |
| S1 |
12,285.0 |
12,285.0 |
12,350.0 |
12,244.0 |
| S2 |
12,203.0 |
12,203.0 |
12,333.0 |
|
| S3 |
12,017.5 |
12,099.5 |
12,316.0 |
|
| S4 |
11,832.0 |
11,914.0 |
12,265.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,492.0 |
12,303.0 |
189.0 |
1.5% |
123.1 |
1.0% |
34% |
False |
False |
68,230 |
| 10 |
12,835.0 |
12,303.0 |
532.0 |
4.3% |
155.0 |
1.3% |
12% |
False |
False |
83,457 |
| 20 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
140.6 |
1.1% |
10% |
False |
False |
76,009 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
117.1 |
0.9% |
10% |
False |
False |
38,584 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
8.0% |
114.7 |
0.9% |
41% |
False |
False |
25,796 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.7% |
109.2 |
0.9% |
46% |
False |
False |
19,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,797.9 |
|
2.618 |
12,651.8 |
|
1.618 |
12,562.3 |
|
1.000 |
12,507.0 |
|
0.618 |
12,472.8 |
|
HIGH |
12,417.5 |
|
0.618 |
12,383.3 |
|
0.500 |
12,372.8 |
|
0.382 |
12,362.2 |
|
LOW |
12,328.0 |
|
0.618 |
12,272.7 |
|
1.000 |
12,238.5 |
|
1.618 |
12,183.2 |
|
2.618 |
12,093.7 |
|
4.250 |
11,947.6 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,372.8 |
12,399.3 |
| PP |
12,370.8 |
12,388.5 |
| S1 |
12,368.9 |
12,377.8 |
|