Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,365.7 |
1,361.0 |
-4.7 |
-0.3% |
1,345.0 |
High |
1,372.9 |
1,371.8 |
-1.1 |
-0.1% |
1,377.5 |
Low |
1,352.0 |
1,336.3 |
-15.7 |
-1.2% |
1,336.3 |
Close |
1,362.1 |
1,358.4 |
-3.7 |
-0.3% |
1,358.4 |
Range |
20.9 |
35.5 |
14.6 |
69.9% |
41.2 |
ATR |
23.2 |
24.0 |
0.9 |
3.8% |
0.0 |
Volume |
218,463 |
301,185 |
82,722 |
37.9% |
1,110,513 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,462.0 |
1,445.7 |
1,377.9 |
|
R3 |
1,426.5 |
1,410.2 |
1,368.2 |
|
R2 |
1,391.0 |
1,391.0 |
1,364.9 |
|
R1 |
1,374.7 |
1,374.7 |
1,361.7 |
1,365.1 |
PP |
1,355.5 |
1,355.5 |
1,355.5 |
1,350.7 |
S1 |
1,339.2 |
1,339.2 |
1,355.1 |
1,329.6 |
S2 |
1,320.0 |
1,320.0 |
1,351.9 |
|
S3 |
1,284.5 |
1,303.7 |
1,348.6 |
|
S4 |
1,249.0 |
1,268.2 |
1,338.9 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,481.0 |
1,460.9 |
1,381.1 |
|
R3 |
1,439.8 |
1,419.7 |
1,369.7 |
|
R2 |
1,398.6 |
1,398.6 |
1,366.0 |
|
R1 |
1,378.5 |
1,378.5 |
1,362.2 |
1,388.6 |
PP |
1,357.4 |
1,357.4 |
1,357.4 |
1,362.4 |
S1 |
1,337.3 |
1,337.3 |
1,354.6 |
1,347.4 |
S2 |
1,316.2 |
1,316.2 |
1,350.8 |
|
S3 |
1,275.0 |
1,296.1 |
1,347.1 |
|
S4 |
1,233.8 |
1,254.9 |
1,335.7 |
|
|
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 |
1,323.1 |
54.4 |
4.0% |
24.7 |
1.8% |
65% |
False |
False |
266,848 |
10 |
1,377.5 |
1,252.8 |
124.7 |
9.2% |
30.3 |
2.2% |
85% |
False |
False |
273,254 |
20 |
1,377.5 |
1,252.8 |
124.7 |
9.2% |
25.1 |
1.8% |
85% |
False |
False |
237,033 |
40 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
21.1 |
1.6% |
89% |
False |
False |
175,604 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
20.4 |
1.5% |
89% |
False |
False |
121,977 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.9 |
1.5% |
89% |
False |
False |
92,538 |
100 |
1,377.5 |
1,198.1 |
179.4 |
13.2% |
20.5 |
1.5% |
89% |
False |
False |
74,661 |
120 |
1,377.5 |
1,084.9 |
292.6 |
21.5% |
19.9 |
1.5% |
93% |
False |
False |
62,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,522.7 |
2.618 |
1,464.7 |
1.618 |
1,429.2 |
1.000 |
1,407.3 |
0.618 |
1,393.7 |
HIGH |
1,371.8 |
0.618 |
1,358.2 |
0.500 |
1,354.1 |
0.382 |
1,349.9 |
LOW |
1,336.3 |
0.618 |
1,314.4 |
1.000 |
1,300.8 |
1.618 |
1,278.9 |
2.618 |
1,243.4 |
4.250 |
1,185.4 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,357.0 |
1,357.9 |
PP |
1,355.5 |
1,357.4 |
S1 |
1,354.1 |
1,356.9 |
|