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 |
15,790 |
15,660 |
-130 |
-0.8% |
15,190 |
High |
15,815 |
15,870 |
55 |
0.3% |
15,885 |
Low |
15,610 |
15,425 |
-185 |
-1.2% |
15,060 |
Close |
15,630 |
15,515 |
-115 |
-0.7% |
15,630 |
Range |
205 |
445 |
240 |
117.1% |
825 |
ATR |
448 |
448 |
0 |
0.0% |
0 |
Volume |
12,260 |
17,224 |
4,964 |
40.5% |
94,900 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,938 |
16,672 |
15,760 |
|
R3 |
16,493 |
16,227 |
15,638 |
|
R2 |
16,048 |
16,048 |
15,597 |
|
R1 |
15,782 |
15,782 |
15,556 |
15,693 |
PP |
15,603 |
15,603 |
15,603 |
15,559 |
S1 |
15,337 |
15,337 |
15,474 |
15,248 |
S2 |
15,158 |
15,158 |
15,434 |
|
S3 |
14,713 |
14,892 |
15,393 |
|
S4 |
14,268 |
14,447 |
15,270 |
|
|
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% |
407 |
2.6% |
55% |
False |
False |
17,625 |
10 |
16,720 |
14,990 |
1,730 |
11.2% |
544 |
3.5% |
30% |
False |
False |
21,222 |
20 |
16,895 |
14,990 |
1,905 |
12.3% |
464 |
3.0% |
28% |
False |
False |
18,053 |
40 |
17,300 |
14,990 |
2,310 |
14.9% |
372 |
2.4% |
23% |
False |
False |
9,649 |
60 |
17,830 |
14,990 |
2,840 |
18.3% |
319 |
2.1% |
18% |
False |
False |
6,434 |
80 |
17,830 |
14,990 |
2,840 |
18.3% |
251 |
1.6% |
18% |
False |
False |
4,826 |
100 |
17,830 |
14,990 |
2,840 |
18.3% |
200 |
1.3% |
18% |
False |
False |
3,860 |
120 |
17,830 |
14,990 |
2,840 |
18.3% |
167 |
1.1% |
18% |
False |
False |
3,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,761 |
2.618 |
17,035 |
1.618 |
16,590 |
1.000 |
16,315 |
0.618 |
16,145 |
HIGH |
15,870 |
0.618 |
15,700 |
0.500 |
15,648 |
0.382 |
15,595 |
LOW |
15,425 |
0.618 |
15,150 |
1.000 |
14,980 |
1.618 |
14,705 |
2.618 |
14,260 |
4.250 |
13,534 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
15,648 |
15,653 |
PP |
15,603 |
15,607 |
S1 |
15,559 |
15,561 |
|