Trading Metrics calculated at close of trading on 07-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
15,540 |
15,430 |
-110 |
-0.7% |
15,190 |
High |
15,540 |
15,470 |
-70 |
-0.5% |
15,885 |
Low |
15,170 |
15,285 |
115 |
0.8% |
15,060 |
Close |
15,445 |
15,360 |
-85 |
-0.6% |
15,630 |
Range |
370 |
185 |
-185 |
-50.0% |
825 |
ATR |
442 |
424 |
-18 |
-4.2% |
0 |
Volume |
20,751 |
12,168 |
-8,583 |
-41.4% |
94,900 |
|
Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,927 |
15,828 |
15,462 |
|
R3 |
15,742 |
15,643 |
15,411 |
|
R2 |
15,557 |
15,557 |
15,394 |
|
R1 |
15,458 |
15,458 |
15,377 |
15,415 |
PP |
15,372 |
15,372 |
15,372 |
15,350 |
S1 |
15,273 |
15,273 |
15,343 |
15,230 |
S2 |
15,187 |
15,187 |
15,326 |
|
S3 |
15,002 |
15,088 |
15,309 |
|
S4 |
14,817 |
14,903 |
15,258 |
|
|
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 |
15,880 |
15,170 |
710 |
4.6% |
311 |
2.0% |
27% |
False |
False |
16,561 |
10 |
16,720 |
14,990 |
1,730 |
11.3% |
525 |
3.4% |
21% |
False |
False |
21,717 |
20 |
16,845 |
14,990 |
1,855 |
12.1% |
463 |
3.0% |
20% |
False |
False |
18,512 |
40 |
17,300 |
14,990 |
2,310 |
15.0% |
375 |
2.4% |
16% |
False |
False |
10,472 |
60 |
17,830 |
14,990 |
2,840 |
18.5% |
323 |
2.1% |
13% |
False |
False |
6,983 |
80 |
17,830 |
14,990 |
2,840 |
18.5% |
257 |
1.7% |
13% |
False |
False |
5,237 |
100 |
17,830 |
14,990 |
2,840 |
18.5% |
206 |
1.3% |
13% |
False |
False |
4,190 |
120 |
17,830 |
14,990 |
2,840 |
18.5% |
172 |
1.1% |
13% |
False |
False |
3,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,256 |
2.618 |
15,954 |
1.618 |
15,769 |
1.000 |
15,655 |
0.618 |
15,584 |
HIGH |
15,470 |
0.618 |
15,399 |
0.500 |
15,378 |
0.382 |
15,356 |
LOW |
15,285 |
0.618 |
15,171 |
1.000 |
15,100 |
1.618 |
14,986 |
2.618 |
14,801 |
4.250 |
14,499 |
|
|
Fisher Pivots for day following 07-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
15,378 |
15,520 |
PP |
15,372 |
15,467 |
S1 |
15,366 |
15,413 |
|