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 |
17,670 |
17,789 |
119 |
0.7% |
17,185 |
High |
17,828 |
17,903 |
75 |
0.4% |
17,903 |
Low |
17,557 |
17,762 |
205 |
1.2% |
16,961 |
Close |
17,819 |
17,866 |
47 |
0.3% |
17,866 |
Range |
271 |
141 |
-130 |
-48.0% |
942 |
ATR |
253 |
245 |
-8 |
-3.2% |
0 |
Volume |
173,079 |
115,502 |
-57,577 |
-33.3% |
947,058 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,267 |
18,207 |
17,944 |
|
R3 |
18,126 |
18,066 |
17,905 |
|
R2 |
17,985 |
17,985 |
17,892 |
|
R1 |
17,925 |
17,925 |
17,879 |
17,955 |
PP |
17,844 |
17,844 |
17,844 |
17,859 |
S1 |
17,784 |
17,784 |
17,853 |
17,814 |
S2 |
17,703 |
17,703 |
17,840 |
|
S3 |
17,562 |
17,643 |
17,827 |
|
S4 |
17,421 |
17,502 |
17,789 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,403 |
20,076 |
18,384 |
|
R3 |
19,461 |
19,134 |
18,125 |
|
R2 |
18,519 |
18,519 |
18,039 |
|
R1 |
18,192 |
18,192 |
17,952 |
18,356 |
PP |
17,577 |
17,577 |
17,577 |
17,658 |
S1 |
17,250 |
17,250 |
17,780 |
17,414 |
S2 |
16,635 |
16,635 |
17,693 |
|
S3 |
15,693 |
16,308 |
17,607 |
|
S4 |
14,751 |
15,366 |
17,348 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,903 |
16,961 |
942 |
5.3% |
299 |
1.7% |
96% |
True |
False |
189,411 |
10 |
18,025 |
16,961 |
1,064 |
6.0% |
303 |
1.7% |
85% |
False |
False |
193,423 |
20 |
18,025 |
16,961 |
1,064 |
6.0% |
232 |
1.3% |
85% |
False |
False |
156,677 |
40 |
18,025 |
16,961 |
1,064 |
6.0% |
203 |
1.1% |
85% |
False |
False |
78,592 |
60 |
18,025 |
16,961 |
1,064 |
6.0% |
187 |
1.0% |
85% |
False |
False |
52,427 |
80 |
18,025 |
16,670 |
1,355 |
7.6% |
175 |
1.0% |
88% |
False |
False |
39,339 |
100 |
18,025 |
15,450 |
2,575 |
14.4% |
162 |
0.9% |
94% |
False |
False |
31,474 |
120 |
18,025 |
15,450 |
2,575 |
14.4% |
162 |
0.9% |
94% |
False |
False |
26,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,502 |
2.618 |
18,272 |
1.618 |
18,131 |
1.000 |
18,044 |
0.618 |
17,990 |
HIGH |
17,903 |
0.618 |
17,849 |
0.500 |
17,833 |
0.382 |
17,816 |
LOW |
17,762 |
0.618 |
17,675 |
1.000 |
17,621 |
1.618 |
17,534 |
2.618 |
17,393 |
4.250 |
17,163 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
17,855 |
17,770 |
PP |
17,844 |
17,675 |
S1 |
17,833 |
17,579 |
|