| 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 |
1,227.3 |
1,233.4 |
6.1 |
0.5% |
1,265.3 |
| High |
1,235.0 |
1,236.6 |
1.6 |
0.1% |
1,265.9 |
| Low |
1,223.5 |
1,229.2 |
5.7 |
0.5% |
1,244.6 |
| Close |
1,228.9 |
1,230.6 |
1.7 |
0.1% |
1,249.6 |
| Range |
11.5 |
7.4 |
-4.1 |
-35.7% |
21.3 |
| ATR |
13.0 |
12.6 |
-0.4 |
-2.9% |
0.0 |
| Volume |
34,059 |
15,715 |
-18,344 |
-53.9% |
64,233 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,254.3 |
1,249.9 |
1,234.7 |
|
| R3 |
1,246.9 |
1,242.5 |
1,232.6 |
|
| R2 |
1,239.5 |
1,239.5 |
1,232.0 |
|
| R1 |
1,235.1 |
1,235.1 |
1,231.3 |
1,233.6 |
| PP |
1,232.1 |
1,232.1 |
1,232.1 |
1,231.4 |
| S1 |
1,227.7 |
1,227.7 |
1,229.9 |
1,226.2 |
| S2 |
1,224.7 |
1,224.7 |
1,229.2 |
|
| S3 |
1,217.3 |
1,220.3 |
1,228.6 |
|
| S4 |
1,209.9 |
1,212.9 |
1,226.5 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.3 |
1,304.7 |
1,261.3 |
|
| R3 |
1,296.0 |
1,283.4 |
1,255.5 |
|
| R2 |
1,274.7 |
1,274.7 |
1,253.5 |
|
| R1 |
1,262.1 |
1,262.1 |
1,251.6 |
1,257.8 |
| PP |
1,253.4 |
1,253.4 |
1,253.4 |
1,251.2 |
| S1 |
1,240.8 |
1,240.8 |
1,247.6 |
1,236.5 |
| S2 |
1,232.1 |
1,232.1 |
1,245.7 |
|
| S3 |
1,210.8 |
1,219.5 |
1,243.7 |
|
| S4 |
1,189.5 |
1,198.2 |
1,237.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,260.3 |
1,223.5 |
36.8 |
3.0% |
13.0 |
1.1% |
19% |
False |
False |
23,743 |
| 10 |
1,267.1 |
1,223.5 |
43.6 |
3.5% |
12.3 |
1.0% |
16% |
False |
False |
15,914 |
| 20 |
1,298.2 |
1,223.5 |
74.7 |
6.1% |
12.1 |
1.0% |
10% |
False |
False |
10,110 |
| 40 |
1,305.5 |
1,223.5 |
82.0 |
6.7% |
12.1 |
1.0% |
9% |
False |
False |
7,416 |
| 60 |
1,307.0 |
1,223.5 |
83.5 |
6.8% |
12.2 |
1.0% |
9% |
False |
False |
6,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,268.1 |
|
2.618 |
1,256.0 |
|
1.618 |
1,248.6 |
|
1.000 |
1,244.0 |
|
0.618 |
1,241.2 |
|
HIGH |
1,236.6 |
|
0.618 |
1,233.8 |
|
0.500 |
1,232.9 |
|
0.382 |
1,232.0 |
|
LOW |
1,229.2 |
|
0.618 |
1,224.6 |
|
1.000 |
1,221.8 |
|
1.618 |
1,217.2 |
|
2.618 |
1,209.8 |
|
4.250 |
1,197.8 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,232.9 |
1,236.6 |
| PP |
1,232.1 |
1,234.6 |
| S1 |
1,231.4 |
1,232.6 |
|