Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,321.0 |
1,324.8 |
3.8 |
0.3% |
1,322.3 |
High |
1,326.5 |
1,347.0 |
20.5 |
1.5% |
1,347.0 |
Low |
1,315.3 |
1,323.1 |
7.8 |
0.6% |
1,308.2 |
Close |
1,320.6 |
1,339.0 |
18.4 |
1.4% |
1,339.0 |
Range |
11.2 |
23.9 |
12.7 |
113.4% |
38.8 |
ATR |
23.4 |
23.6 |
0.2 |
0.9% |
0.0 |
Volume |
192,947 |
223,728 |
30,781 |
16.0% |
1,047,794 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.1 |
1,397.4 |
1,352.1 |
|
R3 |
1,384.2 |
1,373.5 |
1,345.6 |
|
R2 |
1,360.3 |
1,360.3 |
1,343.4 |
|
R1 |
1,349.6 |
1,349.6 |
1,341.2 |
1,355.0 |
PP |
1,336.4 |
1,336.4 |
1,336.4 |
1,339.0 |
S1 |
1,325.7 |
1,325.7 |
1,336.8 |
1,331.1 |
S2 |
1,312.5 |
1,312.5 |
1,334.6 |
|
S3 |
1,288.6 |
1,301.8 |
1,332.4 |
|
S4 |
1,264.7 |
1,277.9 |
1,325.9 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.8 |
1,432.2 |
1,360.3 |
|
R3 |
1,409.0 |
1,393.4 |
1,349.7 |
|
R2 |
1,370.2 |
1,370.2 |
1,346.1 |
|
R1 |
1,354.6 |
1,354.6 |
1,342.6 |
1,362.4 |
PP |
1,331.4 |
1,331.4 |
1,331.4 |
1,335.3 |
S1 |
1,315.8 |
1,315.8 |
1,335.4 |
1,323.6 |
S2 |
1,292.6 |
1,292.6 |
1,331.9 |
|
S3 |
1,253.8 |
1,277.0 |
1,328.3 |
|
S4 |
1,215.0 |
1,238.2 |
1,317.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,347.0 |
1,308.2 |
38.8 |
2.9% |
18.7 |
1.4% |
79% |
True |
False |
209,558 |
10 |
1,362.6 |
1,252.8 |
109.8 |
8.2% |
27.7 |
2.1% |
79% |
False |
False |
230,826 |
20 |
1,362.6 |
1,236.9 |
125.7 |
9.4% |
23.0 |
1.7% |
81% |
False |
False |
212,429 |
40 |
1,362.6 |
1,201.5 |
161.1 |
12.0% |
20.5 |
1.5% |
85% |
False |
False |
151,475 |
60 |
1,362.6 |
1,201.5 |
161.1 |
12.0% |
19.7 |
1.5% |
85% |
False |
False |
103,821 |
80 |
1,362.6 |
1,201.5 |
161.1 |
12.0% |
20.1 |
1.5% |
85% |
False |
False |
78,862 |
100 |
1,362.6 |
1,183.1 |
179.5 |
13.4% |
20.8 |
1.6% |
87% |
False |
False |
63,641 |
120 |
1,362.6 |
1,074.0 |
288.6 |
21.6% |
19.7 |
1.5% |
92% |
False |
False |
53,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.6 |
2.618 |
1,409.6 |
1.618 |
1,385.7 |
1.000 |
1,370.9 |
0.618 |
1,361.8 |
HIGH |
1,347.0 |
0.618 |
1,337.9 |
0.500 |
1,335.1 |
0.382 |
1,332.2 |
LOW |
1,323.1 |
0.618 |
1,308.3 |
1.000 |
1,299.2 |
1.618 |
1,284.4 |
2.618 |
1,260.5 |
4.250 |
1,221.5 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,337.7 |
1,336.1 |
PP |
1,336.4 |
1,333.1 |
S1 |
1,335.1 |
1,330.2 |
|