| Trading Metrics calculated at close of trading on 10-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
12,337.5 |
12,451.0 |
113.5 |
0.9% |
12,405.0 |
| High |
12,417.5 |
12,479.0 |
61.5 |
0.5% |
12,492.0 |
| Low |
12,328.0 |
12,394.5 |
66.5 |
0.5% |
12,306.5 |
| Close |
12,367.0 |
12,435.0 |
68.0 |
0.5% |
12,367.0 |
| Range |
89.5 |
84.5 |
-5.0 |
-5.6% |
185.5 |
| ATR |
142.5 |
140.3 |
-2.2 |
-1.5% |
0.0 |
| Volume |
60,983 |
76,915 |
15,932 |
26.1% |
272,562 |
|
| Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,689.7 |
12,646.8 |
12,481.5 |
|
| R3 |
12,605.2 |
12,562.3 |
12,458.2 |
|
| R2 |
12,520.7 |
12,520.7 |
12,450.5 |
|
| R1 |
12,477.8 |
12,477.8 |
12,442.7 |
12,457.0 |
| PP |
12,436.2 |
12,436.2 |
12,436.2 |
12,425.8 |
| S1 |
12,393.3 |
12,393.3 |
12,427.3 |
12,372.5 |
| S2 |
12,351.7 |
12,351.7 |
12,419.5 |
|
| S3 |
12,267.2 |
12,308.8 |
12,411.8 |
|
| S4 |
12,182.7 |
12,224.3 |
12,388.5 |
|
|
| 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 |
12,306.5 |
185.5 |
1.5% |
110.1 |
0.9% |
69% |
False |
False |
69,895 |
| 10 |
12,835.0 |
12,303.0 |
532.0 |
4.3% |
151.1 |
1.2% |
25% |
False |
False |
85,056 |
| 20 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
138.8 |
1.1% |
20% |
False |
False |
77,787 |
| 40 |
12,948.5 |
12,303.0 |
645.5 |
5.2% |
117.5 |
0.9% |
20% |
False |
False |
40,503 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.9% |
113.4 |
0.9% |
48% |
False |
False |
27,076 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.7% |
109.6 |
0.9% |
52% |
False |
False |
20,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,838.1 |
|
2.618 |
12,700.2 |
|
1.618 |
12,615.7 |
|
1.000 |
12,563.5 |
|
0.618 |
12,531.2 |
|
HIGH |
12,479.0 |
|
0.618 |
12,446.7 |
|
0.500 |
12,436.8 |
|
0.382 |
12,426.8 |
|
LOW |
12,394.5 |
|
0.618 |
12,342.3 |
|
1.000 |
12,310.0 |
|
1.618 |
12,257.8 |
|
2.618 |
12,173.3 |
|
4.250 |
12,035.4 |
|
|
| Fisher Pivots for day following 10-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,436.8 |
12,421.8 |
| PP |
12,436.2 |
12,408.5 |
| S1 |
12,435.6 |
12,395.3 |
|