Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,171.5 |
1,188.0 |
16.5 |
1.4% |
1,155.1 |
High |
1,189.6 |
1,209.8 |
20.2 |
1.7% |
1,176.0 |
Low |
1,171.0 |
1,186.6 |
15.6 |
1.3% |
1,125.6 |
Close |
1,187.5 |
1,201.7 |
14.2 |
1.2% |
1,173.5 |
Range |
18.6 |
23.2 |
4.6 |
24.7% |
50.4 |
ATR |
23.0 |
23.0 |
0.0 |
0.1% |
0.0 |
Volume |
77,686 |
116,291 |
38,605 |
49.7% |
348,304 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.0 |
1,258.5 |
1,214.5 |
|
R3 |
1,245.8 |
1,235.3 |
1,208.0 |
|
R2 |
1,222.5 |
1,222.5 |
1,206.0 |
|
R1 |
1,212.3 |
1,212.3 |
1,203.8 |
1,217.3 |
PP |
1,199.3 |
1,199.3 |
1,199.3 |
1,202.0 |
S1 |
1,189.0 |
1,189.0 |
1,199.5 |
1,194.3 |
S2 |
1,176.3 |
1,176.3 |
1,197.5 |
|
S3 |
1,153.0 |
1,165.8 |
1,195.3 |
|
S4 |
1,129.8 |
1,142.5 |
1,189.0 |
|
|
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 |
1,209.8 |
1,125.6 |
84.2 |
7.0% |
21.8 |
1.8% |
90% |
True |
False |
92,198 |
10 |
1,209.8 |
1,080.5 |
129.3 |
10.8% |
23.5 |
1.9% |
94% |
True |
False |
95,236 |
20 |
1,209.8 |
1,076.7 |
133.1 |
11.1% |
25.0 |
2.1% |
94% |
True |
False |
108,272 |
40 |
1,209.8 |
1,076.7 |
133.1 |
11.1% |
18.5 |
1.5% |
94% |
True |
False |
64,695 |
60 |
1,209.8 |
1,076.7 |
133.1 |
11.1% |
14.3 |
1.2% |
94% |
True |
False |
43,131 |
80 |
1,209.8 |
1,066.1 |
143.7 |
12.0% |
13.0 |
1.1% |
94% |
True |
False |
32,351 |
100 |
1,209.8 |
999.3 |
210.5 |
17.5% |
10.8 |
0.9% |
96% |
True |
False |
25,881 |
120 |
1,209.8 |
941.4 |
268.4 |
22.3% |
9.0 |
0.8% |
97% |
True |
False |
21,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.5 |
2.618 |
1,270.5 |
1.618 |
1,247.3 |
1.000 |
1,233.0 |
0.618 |
1,224.3 |
HIGH |
1,209.8 |
0.618 |
1,201.0 |
0.500 |
1,198.3 |
0.382 |
1,195.5 |
LOW |
1,186.5 |
0.618 |
1,172.3 |
1.000 |
1,163.5 |
1.618 |
1,149.0 |
2.618 |
1,125.8 |
4.250 |
1,088.0 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,200.5 |
1,193.5 |
PP |
1,199.3 |
1,185.3 |
S1 |
1,198.3 |
1,177.0 |
|