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 |
17,880 |
17,772 |
-108 |
-0.6% |
17,185 |
High |
17,924 |
17,838 |
-86 |
-0.5% |
17,903 |
Low |
17,689 |
17,618 |
-71 |
-0.4% |
16,961 |
Close |
17,762 |
17,834 |
72 |
0.4% |
17,866 |
Range |
235 |
220 |
-15 |
-6.4% |
942 |
ATR |
245 |
243 |
-2 |
-0.7% |
0 |
Volume |
150,836 |
179,302 |
28,466 |
18.9% |
947,058 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,423 |
18,349 |
17,955 |
|
R3 |
18,203 |
18,129 |
17,895 |
|
R2 |
17,983 |
17,983 |
17,874 |
|
R1 |
17,909 |
17,909 |
17,854 |
17,946 |
PP |
17,763 |
17,763 |
17,763 |
17,782 |
S1 |
17,689 |
17,689 |
17,814 |
17,726 |
S2 |
17,543 |
17,543 |
17,794 |
|
S3 |
17,323 |
17,469 |
17,774 |
|
S4 |
17,103 |
17,249 |
17,713 |
|
|
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 |
17,924 |
17,255 |
669 |
3.8% |
261 |
1.5% |
87% |
False |
False |
157,856 |
10 |
18,025 |
16,961 |
1,064 |
6.0% |
318 |
1.8% |
82% |
False |
False |
199,308 |
20 |
18,025 |
16,961 |
1,064 |
6.0% |
242 |
1.4% |
82% |
False |
False |
172,852 |
40 |
18,025 |
16,961 |
1,064 |
6.0% |
206 |
1.2% |
82% |
False |
False |
86,838 |
60 |
18,025 |
16,961 |
1,064 |
6.0% |
188 |
1.1% |
82% |
False |
False |
57,925 |
80 |
18,025 |
16,950 |
1,075 |
6.0% |
175 |
1.0% |
82% |
False |
False |
43,464 |
100 |
18,025 |
15,748 |
2,277 |
12.8% |
166 |
0.9% |
92% |
False |
False |
34,776 |
120 |
18,025 |
15,450 |
2,575 |
14.4% |
161 |
0.9% |
93% |
False |
False |
28,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,773 |
2.618 |
18,414 |
1.618 |
18,194 |
1.000 |
18,058 |
0.618 |
17,974 |
HIGH |
17,838 |
0.618 |
17,754 |
0.500 |
17,728 |
0.382 |
17,702 |
LOW |
17,618 |
0.618 |
17,482 |
1.000 |
17,398 |
1.618 |
17,262 |
2.618 |
17,042 |
4.250 |
16,683 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
17,799 |
17,813 |
PP |
17,763 |
17,792 |
S1 |
17,728 |
17,771 |
|