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 |
15,660 |
15,540 |
-120 |
-0.8% |
15,190 |
High |
15,870 |
15,540 |
-330 |
-2.1% |
15,885 |
Low |
15,425 |
15,170 |
-255 |
-1.7% |
15,060 |
Close |
15,515 |
15,445 |
-70 |
-0.5% |
15,630 |
Range |
445 |
370 |
-75 |
-16.9% |
825 |
ATR |
448 |
442 |
-6 |
-1.2% |
0 |
Volume |
17,224 |
20,751 |
3,527 |
20.5% |
94,900 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,495 |
16,340 |
15,649 |
|
R3 |
16,125 |
15,970 |
15,547 |
|
R2 |
15,755 |
15,755 |
15,513 |
|
R1 |
15,600 |
15,600 |
15,479 |
15,493 |
PP |
15,385 |
15,385 |
15,385 |
15,331 |
S1 |
15,230 |
15,230 |
15,411 |
15,123 |
S2 |
15,015 |
15,015 |
15,377 |
|
S3 |
14,645 |
14,860 |
15,343 |
|
S4 |
14,275 |
14,490 |
15,242 |
|
|
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 |
15,170 |
715 |
4.6% |
364 |
2.4% |
38% |
False |
True |
17,186 |
10 |
16,720 |
14,990 |
1,730 |
11.2% |
528 |
3.4% |
26% |
False |
False |
21,830 |
20 |
16,895 |
14,990 |
1,905 |
12.3% |
467 |
3.0% |
24% |
False |
False |
18,581 |
40 |
17,300 |
14,990 |
2,310 |
15.0% |
378 |
2.4% |
20% |
False |
False |
10,168 |
60 |
17,830 |
14,990 |
2,840 |
18.4% |
323 |
2.1% |
16% |
False |
False |
6,780 |
80 |
17,830 |
14,990 |
2,840 |
18.4% |
255 |
1.7% |
16% |
False |
False |
5,085 |
100 |
17,830 |
14,990 |
2,840 |
18.4% |
204 |
1.3% |
16% |
False |
False |
4,068 |
120 |
17,830 |
14,990 |
2,840 |
18.4% |
170 |
1.1% |
16% |
False |
False |
3,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,113 |
2.618 |
16,509 |
1.618 |
16,139 |
1.000 |
15,910 |
0.618 |
15,769 |
HIGH |
15,540 |
0.618 |
15,399 |
0.500 |
15,355 |
0.382 |
15,311 |
LOW |
15,170 |
0.618 |
14,941 |
1.000 |
14,800 |
1.618 |
14,571 |
2.618 |
14,201 |
4.250 |
13,598 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
15,415 |
15,520 |
PP |
15,385 |
15,495 |
S1 |
15,355 |
15,470 |
|