Trading Metrics calculated at close of trading on 05-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,324.8 |
1,345.0 |
20.2 |
1.5% |
1,322.3 |
High |
1,347.0 |
1,360.3 |
13.3 |
1.0% |
1,347.0 |
Low |
1,323.1 |
1,338.5 |
15.4 |
1.2% |
1,308.2 |
Close |
1,339.0 |
1,358.7 |
19.7 |
1.5% |
1,339.0 |
Range |
23.9 |
21.8 |
-2.1 |
-8.8% |
38.8 |
ATR |
23.6 |
23.5 |
-0.1 |
-0.6% |
0.0 |
Volume |
223,728 |
353,805 |
130,077 |
58.1% |
1,047,794 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.9 |
1,410.1 |
1,370.7 |
|
R3 |
1,396.1 |
1,388.3 |
1,364.7 |
|
R2 |
1,374.3 |
1,374.3 |
1,362.7 |
|
R1 |
1,366.5 |
1,366.5 |
1,360.7 |
1,370.4 |
PP |
1,352.5 |
1,352.5 |
1,352.5 |
1,354.5 |
S1 |
1,344.7 |
1,344.7 |
1,356.7 |
1,348.6 |
S2 |
1,330.7 |
1,330.7 |
1,354.7 |
|
S3 |
1,308.9 |
1,322.9 |
1,352.7 |
|
S4 |
1,287.1 |
1,301.1 |
1,346.7 |
|
|
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 |
1,360.3 |
1,308.2 |
52.1 |
3.8% |
19.2 |
1.4% |
97% |
True |
False |
228,654 |
10 |
1,362.6 |
1,252.8 |
109.8 |
8.1% |
28.3 |
2.1% |
96% |
False |
False |
246,827 |
20 |
1,362.6 |
1,236.9 |
125.7 |
9.3% |
23.6 |
1.7% |
97% |
False |
False |
221,973 |
40 |
1,362.6 |
1,201.5 |
161.1 |
11.9% |
20.5 |
1.5% |
98% |
False |
False |
159,602 |
60 |
1,362.6 |
1,201.5 |
161.1 |
11.9% |
19.9 |
1.5% |
98% |
False |
False |
109,636 |
80 |
1,362.6 |
1,201.5 |
161.1 |
11.9% |
19.9 |
1.5% |
98% |
False |
False |
83,236 |
100 |
1,362.6 |
1,193.2 |
169.4 |
12.5% |
20.9 |
1.5% |
98% |
False |
False |
67,171 |
120 |
1,362.6 |
1,074.0 |
288.6 |
21.2% |
19.7 |
1.5% |
99% |
False |
False |
56,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,453.0 |
2.618 |
1,417.4 |
1.618 |
1,395.6 |
1.000 |
1,382.1 |
0.618 |
1,373.8 |
HIGH |
1,360.3 |
0.618 |
1,352.0 |
0.500 |
1,349.4 |
0.382 |
1,346.8 |
LOW |
1,338.5 |
0.618 |
1,325.0 |
1.000 |
1,316.7 |
1.618 |
1,303.2 |
2.618 |
1,281.4 |
4.250 |
1,245.9 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,355.6 |
1,351.7 |
PP |
1,352.5 |
1,344.8 |
S1 |
1,349.4 |
1,337.8 |
|