Trading Metrics calculated at close of trading on 11-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,146.2 |
1,171.5 |
25.3 |
2.2% |
1,155.1 |
High |
1,176.0 |
1,189.6 |
13.6 |
1.2% |
1,176.0 |
Low |
1,144.3 |
1,171.0 |
26.7 |
2.3% |
1,125.6 |
Close |
1,173.5 |
1,187.5 |
14.0 |
1.2% |
1,173.5 |
Range |
31.7 |
18.6 |
-13.1 |
-41.3% |
50.4 |
ATR |
23.4 |
23.0 |
-0.3 |
-1.5% |
0.0 |
Volume |
101,404 |
77,686 |
-23,718 |
-23.4% |
348,304 |
|
Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.5 |
1,231.5 |
1,197.8 |
|
R3 |
1,220.0 |
1,213.0 |
1,192.5 |
|
R2 |
1,201.3 |
1,201.3 |
1,191.0 |
|
R1 |
1,194.5 |
1,194.5 |
1,189.3 |
1,197.8 |
PP |
1,182.8 |
1,182.8 |
1,182.8 |
1,184.5 |
S1 |
1,175.8 |
1,175.8 |
1,185.8 |
1,179.3 |
S2 |
1,164.0 |
1,164.0 |
1,184.0 |
|
S3 |
1,145.5 |
1,157.3 |
1,182.5 |
|
S4 |
1,127.0 |
1,138.5 |
1,177.3 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.5 |
1,292.0 |
1,201.3 |
|
R3 |
1,259.3 |
1,241.5 |
1,187.3 |
|
R2 |
1,208.8 |
1,208.8 |
1,182.8 |
|
R1 |
1,191.3 |
1,191.3 |
1,178.0 |
1,200.0 |
PP |
1,158.3 |
1,158.3 |
1,158.3 |
1,162.8 |
S1 |
1,140.8 |
1,140.8 |
1,169.0 |
1,149.5 |
S2 |
1,108.0 |
1,108.0 |
1,164.3 |
|
S3 |
1,057.5 |
1,090.3 |
1,159.8 |
|
S4 |
1,007.3 |
1,040.0 |
1,145.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,189.6 |
1,125.6 |
64.0 |
5.4% |
22.3 |
1.9% |
97% |
True |
False |
85,198 |
10 |
1,189.6 |
1,076.7 |
112.9 |
9.5% |
24.8 |
2.1% |
98% |
True |
False |
99,639 |
20 |
1,189.6 |
1,076.7 |
112.9 |
9.5% |
25.0 |
2.1% |
98% |
True |
False |
111,817 |
40 |
1,189.6 |
1,076.7 |
112.9 |
9.5% |
18.3 |
1.5% |
98% |
True |
False |
61,788 |
60 |
1,189.6 |
1,076.7 |
112.9 |
9.5% |
14.0 |
1.2% |
98% |
True |
False |
41,193 |
80 |
1,189.6 |
1,066.1 |
123.5 |
10.4% |
12.8 |
1.1% |
98% |
True |
False |
30,897 |
100 |
1,189.6 |
994.9 |
194.7 |
16.4% |
10.5 |
0.9% |
99% |
True |
False |
24,718 |
120 |
1,189.6 |
941.4 |
248.2 |
20.9% |
8.8 |
0.7% |
99% |
True |
False |
20,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,268.8 |
2.618 |
1,238.3 |
1.618 |
1,219.8 |
1.000 |
1,208.3 |
0.618 |
1,201.0 |
HIGH |
1,189.5 |
0.618 |
1,182.5 |
0.500 |
1,180.3 |
0.382 |
1,178.0 |
LOW |
1,171.0 |
0.618 |
1,159.5 |
1.000 |
1,152.5 |
1.618 |
1,141.0 |
2.618 |
1,122.3 |
4.250 |
1,092.0 |
|
|
Fisher Pivots for day following 11-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,185.0 |
1,179.8 |
PP |
1,182.8 |
1,172.0 |
S1 |
1,180.3 |
1,164.0 |
|