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 |
15,870 |
15,790 |
-80 |
-0.5% |
15,190 |
High |
15,880 |
15,815 |
-65 |
-0.4% |
15,885 |
Low |
15,530 |
15,610 |
80 |
0.5% |
15,060 |
Close |
15,820 |
15,630 |
-190 |
-1.2% |
15,630 |
Range |
350 |
205 |
-145 |
-41.4% |
825 |
ATR |
466 |
448 |
-18 |
-3.9% |
0 |
Volume |
20,405 |
12,260 |
-8,145 |
-39.9% |
94,900 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,300 |
16,170 |
15,743 |
|
R3 |
16,095 |
15,965 |
15,687 |
|
R2 |
15,890 |
15,890 |
15,668 |
|
R1 |
15,760 |
15,760 |
15,649 |
15,723 |
PP |
15,685 |
15,685 |
15,685 |
15,666 |
S1 |
15,555 |
15,555 |
15,611 |
15,518 |
S2 |
15,480 |
15,480 |
15,593 |
|
S3 |
15,275 |
15,350 |
15,574 |
|
S4 |
15,070 |
15,145 |
15,517 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,000 |
17,640 |
16,084 |
|
R3 |
17,175 |
16,815 |
15,857 |
|
R2 |
16,350 |
16,350 |
15,781 |
|
R1 |
15,990 |
15,990 |
15,706 |
16,170 |
PP |
15,525 |
15,525 |
15,525 |
15,615 |
S1 |
15,165 |
15,165 |
15,555 |
15,345 |
S2 |
14,700 |
14,700 |
15,479 |
|
S3 |
13,875 |
14,340 |
15,403 |
|
S4 |
13,050 |
13,515 |
15,176 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,885 |
15,060 |
825 |
5.3% |
397 |
2.5% |
69% |
False |
False |
18,980 |
10 |
16,720 |
14,990 |
1,730 |
11.1% |
542 |
3.5% |
37% |
False |
False |
20,816 |
20 |
16,895 |
14,990 |
1,905 |
12.2% |
460 |
2.9% |
34% |
False |
False |
18,217 |
40 |
17,300 |
14,990 |
2,310 |
14.8% |
372 |
2.4% |
28% |
False |
False |
9,219 |
60 |
17,830 |
14,990 |
2,840 |
18.2% |
313 |
2.0% |
23% |
False |
False |
6,147 |
80 |
17,830 |
14,990 |
2,840 |
18.2% |
245 |
1.6% |
23% |
False |
False |
4,610 |
100 |
17,830 |
14,990 |
2,840 |
18.2% |
196 |
1.3% |
23% |
False |
False |
3,688 |
120 |
17,830 |
14,990 |
2,840 |
18.2% |
163 |
1.0% |
23% |
False |
False |
3,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,686 |
2.618 |
16,352 |
1.618 |
16,147 |
1.000 |
16,020 |
0.618 |
15,942 |
HIGH |
15,815 |
0.618 |
15,737 |
0.500 |
15,713 |
0.382 |
15,688 |
LOW |
15,610 |
0.618 |
15,483 |
1.000 |
15,405 |
1.618 |
15,278 |
2.618 |
15,073 |
4.250 |
14,739 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
15,713 |
15,660 |
PP |
15,685 |
15,650 |
S1 |
15,658 |
15,640 |
|