Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,368.9 |
1,356.3 |
-12.6 |
-0.9% |
1,345.0 |
High |
1,376.5 |
1,358.9 |
-17.6 |
-1.3% |
1,377.5 |
Low |
1,351.8 |
1,331.0 |
-20.8 |
-1.5% |
1,336.3 |
Close |
1,356.6 |
1,335.3 |
-21.3 |
-1.6% |
1,358.4 |
Range |
24.7 |
27.9 |
3.2 |
13.0% |
41.2 |
ATR |
24.1 |
24.4 |
0.3 |
1.1% |
0.0 |
Volume |
230,696 |
257,335 |
26,639 |
11.5% |
1,110,513 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.4 |
1,408.3 |
1,350.6 |
|
R3 |
1,397.5 |
1,380.4 |
1,343.0 |
|
R2 |
1,369.6 |
1,369.6 |
1,340.4 |
|
R1 |
1,352.5 |
1,352.5 |
1,337.9 |
1,347.1 |
PP |
1,341.7 |
1,341.7 |
1,341.7 |
1,339.1 |
S1 |
1,324.6 |
1,324.6 |
1,332.7 |
1,319.2 |
S2 |
1,313.8 |
1,313.8 |
1,330.2 |
|
S3 |
1,285.9 |
1,296.7 |
1,327.6 |
|
S4 |
1,258.0 |
1,268.8 |
1,320.0 |
|
|
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 |
1,331.0 |
46.5 |
3.5% |
26.0 |
2.0% |
9% |
False |
True |
248,947 |
10 |
1,377.5 |
1,308.2 |
69.3 |
5.2% |
22.6 |
1.7% |
39% |
False |
False |
238,801 |
20 |
1,377.5 |
1,252.8 |
124.7 |
9.3% |
26.2 |
2.0% |
66% |
False |
False |
243,254 |
40 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
21.6 |
1.6% |
76% |
False |
False |
186,376 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.8 |
1.6% |
76% |
False |
False |
129,992 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
19.9 |
1.5% |
76% |
False |
False |
98,575 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.5 |
1.5% |
76% |
False |
False |
79,452 |
120 |
1,377.5 |
1,094.0 |
283.5 |
21.2% |
20.2 |
1.5% |
85% |
False |
False |
66,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,477.5 |
2.618 |
1,431.9 |
1.618 |
1,404.0 |
1.000 |
1,386.8 |
0.618 |
1,376.1 |
HIGH |
1,358.9 |
0.618 |
1,348.2 |
0.500 |
1,345.0 |
0.382 |
1,341.7 |
LOW |
1,331.0 |
0.618 |
1,313.8 |
1.000 |
1,303.1 |
1.618 |
1,285.9 |
2.618 |
1,258.0 |
4.250 |
1,212.4 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,345.0 |
1,353.8 |
PP |
1,341.7 |
1,347.6 |
S1 |
1,338.5 |
1,341.5 |
|