| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
20,025 |
20,080 |
55 |
0.3% |
20,110 |
| High |
20,130 |
20,225 |
95 |
0.5% |
20,315 |
| Low |
19,965 |
20,055 |
90 |
0.5% |
19,890 |
| Close |
20,105 |
20,180 |
75 |
0.4% |
20,105 |
| Range |
165 |
170 |
5 |
3.0% |
425 |
| ATR |
199 |
197 |
-2 |
-1.1% |
0 |
| Volume |
10,346 |
8,407 |
-1,939 |
-18.7% |
53,344 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,663 |
20,592 |
20,274 |
|
| R3 |
20,493 |
20,422 |
20,227 |
|
| R2 |
20,323 |
20,323 |
20,211 |
|
| R1 |
20,252 |
20,252 |
20,196 |
20,288 |
| PP |
20,153 |
20,153 |
20,153 |
20,171 |
| S1 |
20,082 |
20,082 |
20,165 |
20,118 |
| S2 |
19,983 |
19,983 |
20,149 |
|
| S3 |
19,813 |
19,912 |
20,133 |
|
| S4 |
19,643 |
19,742 |
20,087 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,378 |
21,167 |
20,339 |
|
| R3 |
20,953 |
20,742 |
20,222 |
|
| R2 |
20,528 |
20,528 |
20,183 |
|
| R1 |
20,317 |
20,317 |
20,144 |
20,210 |
| PP |
20,103 |
20,103 |
20,103 |
20,050 |
| S1 |
19,892 |
19,892 |
20,066 |
19,785 |
| S2 |
19,678 |
19,678 |
20,027 |
|
| S3 |
19,253 |
19,467 |
19,988 |
|
| S4 |
18,828 |
19,042 |
19,871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,315 |
19,890 |
425 |
2.1% |
214 |
1.1% |
68% |
False |
False |
10,838 |
| 10 |
20,320 |
19,890 |
430 |
2.1% |
190 |
0.9% |
67% |
False |
False |
9,023 |
| 20 |
20,320 |
19,750 |
570 |
2.8% |
197 |
1.0% |
75% |
False |
False |
10,368 |
| 40 |
20,320 |
19,330 |
990 |
4.9% |
193 |
1.0% |
86% |
False |
False |
5,719 |
| 60 |
20,320 |
18,290 |
2,030 |
10.1% |
187 |
0.9% |
93% |
False |
False |
3,818 |
| 80 |
20,320 |
18,290 |
2,030 |
10.1% |
184 |
0.9% |
93% |
False |
False |
2,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,948 |
|
2.618 |
20,670 |
|
1.618 |
20,500 |
|
1.000 |
20,395 |
|
0.618 |
20,330 |
|
HIGH |
20,225 |
|
0.618 |
20,160 |
|
0.500 |
20,140 |
|
0.382 |
20,120 |
|
LOW |
20,055 |
|
0.618 |
19,950 |
|
1.000 |
19,885 |
|
1.618 |
19,780 |
|
2.618 |
19,610 |
|
4.250 |
19,333 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,167 |
20,154 |
| PP |
20,153 |
20,128 |
| S1 |
20,140 |
20,103 |
|