Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
15,430 |
15,370 |
-60 |
-0.4% |
15,660 |
High |
15,470 |
15,460 |
-10 |
-0.1% |
15,870 |
Low |
15,285 |
15,160 |
-125 |
-0.8% |
15,160 |
Close |
15,360 |
15,410 |
50 |
0.3% |
15,410 |
Range |
185 |
300 |
115 |
62.2% |
710 |
ATR |
424 |
415 |
-9 |
-2.1% |
0 |
Volume |
12,168 |
19,183 |
7,015 |
57.7% |
69,326 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,243 |
16,127 |
15,575 |
|
R3 |
15,943 |
15,827 |
15,493 |
|
R2 |
15,643 |
15,643 |
15,465 |
|
R1 |
15,527 |
15,527 |
15,438 |
15,585 |
PP |
15,343 |
15,343 |
15,343 |
15,373 |
S1 |
15,227 |
15,227 |
15,383 |
15,285 |
S2 |
15,043 |
15,043 |
15,355 |
|
S3 |
14,743 |
14,927 |
15,328 |
|
S4 |
14,443 |
14,627 |
15,245 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,610 |
17,220 |
15,801 |
|
R3 |
16,900 |
16,510 |
15,605 |
|
R2 |
16,190 |
16,190 |
15,540 |
|
R1 |
15,800 |
15,800 |
15,475 |
15,640 |
PP |
15,480 |
15,480 |
15,480 |
15,400 |
S1 |
15,090 |
15,090 |
15,345 |
14,930 |
S2 |
14,770 |
14,770 |
15,280 |
|
S3 |
14,060 |
14,380 |
15,215 |
|
S4 |
13,350 |
13,670 |
15,020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,870 |
15,160 |
710 |
4.6% |
301 |
2.0% |
35% |
False |
True |
16,317 |
10 |
16,720 |
14,990 |
1,730 |
11.2% |
502 |
3.3% |
24% |
False |
False |
22,037 |
20 |
16,740 |
14,990 |
1,750 |
11.4% |
463 |
3.0% |
24% |
False |
False |
18,916 |
40 |
17,300 |
14,990 |
2,310 |
15.0% |
373 |
2.4% |
18% |
False |
False |
10,951 |
60 |
17,830 |
14,990 |
2,840 |
18.4% |
328 |
2.1% |
15% |
False |
False |
7,302 |
80 |
17,830 |
14,990 |
2,840 |
18.4% |
261 |
1.7% |
15% |
False |
False |
5,477 |
100 |
17,830 |
14,990 |
2,840 |
18.4% |
209 |
1.4% |
15% |
False |
False |
4,381 |
120 |
17,830 |
14,990 |
2,840 |
18.4% |
174 |
1.1% |
15% |
False |
False |
3,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,735 |
2.618 |
16,246 |
1.618 |
15,946 |
1.000 |
15,760 |
0.618 |
15,646 |
HIGH |
15,460 |
0.618 |
15,346 |
0.500 |
15,310 |
0.382 |
15,275 |
LOW |
15,160 |
0.618 |
14,975 |
1.000 |
14,860 |
1.618 |
14,675 |
2.618 |
14,375 |
4.250 |
13,885 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
15,377 |
15,390 |
PP |
15,343 |
15,370 |
S1 |
15,310 |
15,350 |
|