| 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 |
1,416.9 |
1,411.1 |
-5.8 |
-0.4% |
1,411.3 |
| High |
1,421.4 |
1,429.9 |
8.5 |
0.6% |
1,432.2 |
| Low |
1,411.4 |
1,411.0 |
-0.4 |
0.0% |
1,401.0 |
| Close |
1,414.3 |
1,424.6 |
10.3 |
0.7% |
1,414.3 |
| Range |
10.0 |
18.9 |
8.9 |
89.0% |
31.2 |
| ATR |
17.4 |
17.5 |
0.1 |
0.6% |
0.0 |
| Volume |
138,099 |
78,828 |
-59,271 |
-42.9% |
715,259 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,478.5 |
1,470.5 |
1,435.0 |
|
| R3 |
1,459.8 |
1,451.5 |
1,429.8 |
|
| R2 |
1,440.8 |
1,440.8 |
1,428.0 |
|
| R1 |
1,432.8 |
1,432.8 |
1,426.3 |
1,436.8 |
| PP |
1,421.8 |
1,421.8 |
1,421.8 |
1,423.8 |
| S1 |
1,413.8 |
1,413.8 |
1,422.8 |
1,417.8 |
| S2 |
1,403.0 |
1,403.0 |
1,421.3 |
|
| S3 |
1,384.0 |
1,394.8 |
1,419.5 |
|
| S4 |
1,365.3 |
1,376.0 |
1,414.3 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,509.5 |
1,493.0 |
1,431.5 |
|
| R3 |
1,478.3 |
1,461.8 |
1,423.0 |
|
| R2 |
1,447.0 |
1,447.0 |
1,420.0 |
|
| R1 |
1,430.8 |
1,430.8 |
1,417.3 |
1,438.8 |
| PP |
1,415.8 |
1,415.8 |
1,415.8 |
1,420.0 |
| S1 |
1,399.5 |
1,399.5 |
1,411.5 |
1,407.8 |
| S2 |
1,384.8 |
1,384.8 |
1,408.5 |
|
| S3 |
1,353.5 |
1,368.3 |
1,405.8 |
|
| S4 |
1,322.3 |
1,337.0 |
1,397.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,432.2 |
1,401.0 |
31.2 |
2.2% |
21.8 |
1.5% |
76% |
False |
False |
135,772 |
| 10 |
1,432.2 |
1,393.5 |
38.7 |
2.7% |
19.0 |
1.3% |
80% |
False |
False |
124,585 |
| 20 |
1,434.6 |
1,383.3 |
51.3 |
3.6% |
18.0 |
1.3% |
81% |
False |
False |
138,512 |
| 40 |
1,434.6 |
1,344.3 |
90.3 |
6.3% |
15.3 |
1.1% |
89% |
False |
False |
69,383 |
| 60 |
1,434.6 |
1,343.1 |
91.5 |
6.4% |
12.8 |
0.9% |
89% |
False |
False |
46,258 |
| 80 |
1,434.6 |
1,332.3 |
102.3 |
7.2% |
11.8 |
0.8% |
90% |
False |
False |
34,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,510.3 |
|
2.618 |
1,479.5 |
|
1.618 |
1,460.5 |
|
1.000 |
1,448.8 |
|
0.618 |
1,441.5 |
|
HIGH |
1,430.0 |
|
0.618 |
1,422.8 |
|
0.500 |
1,420.5 |
|
0.382 |
1,418.3 |
|
LOW |
1,411.0 |
|
0.618 |
1,399.3 |
|
1.000 |
1,392.0 |
|
1.618 |
1,380.5 |
|
2.618 |
1,361.5 |
|
4.250 |
1,330.8 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,423.3 |
1,422.0 |
| PP |
1,421.8 |
1,419.3 |
| S1 |
1,420.5 |
1,416.5 |
|