Trading Metrics calculated at close of trading on 06-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,345.0 |
1,358.0 |
13.0 |
1.0% |
1,322.3 |
High |
1,360.3 |
1,377.5 |
17.2 |
1.3% |
1,347.0 |
Low |
1,338.5 |
1,356.3 |
17.8 |
1.3% |
1,308.2 |
Close |
1,358.7 |
1,367.1 |
8.4 |
0.6% |
1,339.0 |
Range |
21.8 |
21.2 |
-0.6 |
-2.8% |
38.8 |
ATR |
23.5 |
23.3 |
-0.2 |
-0.7% |
0.0 |
Volume |
353,805 |
237,060 |
-116,745 |
-33.0% |
1,047,794 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.6 |
1,420.0 |
1,378.8 |
|
R3 |
1,409.4 |
1,398.8 |
1,372.9 |
|
R2 |
1,388.2 |
1,388.2 |
1,371.0 |
|
R1 |
1,377.6 |
1,377.6 |
1,369.0 |
1,382.9 |
PP |
1,367.0 |
1,367.0 |
1,367.0 |
1,369.6 |
S1 |
1,356.4 |
1,356.4 |
1,365.2 |
1,361.7 |
S2 |
1,345.8 |
1,345.8 |
1,363.2 |
|
S3 |
1,324.6 |
1,335.2 |
1,361.3 |
|
S4 |
1,303.4 |
1,314.0 |
1,355.4 |
|
|
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 |
1,377.5 |
1,313.3 |
64.2 |
4.7% |
19.2 |
1.4% |
84% |
True |
False |
236,871 |
10 |
1,377.5 |
1,252.8 |
124.7 |
9.1% |
27.4 |
2.0% |
92% |
True |
False |
249,816 |
20 |
1,377.5 |
1,245.5 |
132.0 |
9.7% |
24.1 |
1.8% |
92% |
True |
False |
227,800 |
40 |
1,377.5 |
1,201.5 |
176.0 |
12.9% |
20.4 |
1.5% |
94% |
True |
False |
164,804 |
60 |
1,377.5 |
1,201.5 |
176.0 |
12.9% |
19.9 |
1.5% |
94% |
True |
False |
113,464 |
80 |
1,377.5 |
1,201.5 |
176.0 |
12.9% |
19.7 |
1.4% |
94% |
True |
False |
86,159 |
100 |
1,377.5 |
1,193.2 |
184.3 |
13.5% |
20.4 |
1.5% |
94% |
True |
False |
69,495 |
120 |
1,377.5 |
1,074.0 |
303.5 |
22.2% |
19.8 |
1.4% |
97% |
True |
False |
58,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,467.6 |
2.618 |
1,433.0 |
1.618 |
1,411.8 |
1.000 |
1,398.7 |
0.618 |
1,390.6 |
HIGH |
1,377.5 |
0.618 |
1,369.4 |
0.500 |
1,366.9 |
0.382 |
1,364.4 |
LOW |
1,356.3 |
0.618 |
1,343.2 |
1.000 |
1,335.1 |
1.618 |
1,322.0 |
2.618 |
1,300.8 |
4.250 |
1,266.2 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,367.0 |
1,361.5 |
PP |
1,367.0 |
1,355.9 |
S1 |
1,366.9 |
1,350.3 |
|