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 |
4,375.00 |
4,397.00 |
22.00 |
0.5% |
4,250.00 |
High |
4,410.50 |
4,446.25 |
35.75 |
0.8% |
4,446.25 |
Low |
4,338.50 |
4,386.25 |
47.75 |
1.1% |
4,167.75 |
Close |
4,407.00 |
4,433.25 |
26.25 |
0.6% |
4,433.25 |
Range |
72.00 |
60.00 |
-12.00 |
-16.7% |
278.50 |
ATR |
75.58 |
74.46 |
-1.11 |
-1.5% |
0.00 |
Volume |
242,965 |
176,656 |
-66,309 |
-27.3% |
1,351,151 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,602.00 |
4,577.50 |
4,466.25 |
|
R3 |
4,542.00 |
4,517.50 |
4,449.75 |
|
R2 |
4,482.00 |
4,482.00 |
4,444.25 |
|
R1 |
4,457.50 |
4,457.50 |
4,438.75 |
4,469.75 |
PP |
4,422.00 |
4,422.00 |
4,422.00 |
4,428.00 |
S1 |
4,397.50 |
4,397.50 |
4,427.75 |
4,409.75 |
S2 |
4,362.00 |
4,362.00 |
4,422.25 |
|
S3 |
4,302.00 |
4,337.50 |
4,416.75 |
|
S4 |
4,242.00 |
4,277.50 |
4,400.25 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,184.50 |
5,087.50 |
4,586.50 |
|
R3 |
4,906.00 |
4,809.00 |
4,509.75 |
|
R2 |
4,627.50 |
4,627.50 |
4,484.25 |
|
R1 |
4,530.50 |
4,530.50 |
4,458.75 |
4,579.00 |
PP |
4,349.00 |
4,349.00 |
4,349.00 |
4,373.50 |
S1 |
4,252.00 |
4,252.00 |
4,407.75 |
4,300.50 |
S2 |
4,070.50 |
4,070.50 |
4,382.25 |
|
S3 |
3,792.00 |
3,973.50 |
4,356.75 |
|
S4 |
3,513.50 |
3,695.00 |
4,280.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,446.25 |
4,167.75 |
278.50 |
6.3% |
90.50 |
2.0% |
95% |
True |
False |
270,230 |
10 |
4,494.00 |
4,167.75 |
326.25 |
7.4% |
90.75 |
2.0% |
81% |
False |
False |
262,390 |
20 |
4,537.25 |
4,167.75 |
369.50 |
8.3% |
68.75 |
1.5% |
72% |
False |
False |
220,660 |
40 |
4,537.25 |
4,167.75 |
369.50 |
8.3% |
62.00 |
1.4% |
72% |
False |
False |
110,599 |
60 |
4,576.50 |
4,167.75 |
408.75 |
9.2% |
60.75 |
1.4% |
65% |
False |
False |
73,763 |
80 |
4,576.50 |
4,167.75 |
408.75 |
9.2% |
58.00 |
1.3% |
65% |
False |
False |
55,341 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.2% |
52.75 |
1.2% |
79% |
False |
False |
44,274 |
120 |
4,576.50 |
3,902.00 |
674.50 |
15.2% |
53.50 |
1.2% |
79% |
False |
False |
36,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,701.25 |
2.618 |
4,603.25 |
1.618 |
4,543.25 |
1.000 |
4,506.25 |
0.618 |
4,483.25 |
HIGH |
4,446.25 |
0.618 |
4,423.25 |
0.500 |
4,416.25 |
0.382 |
4,409.25 |
LOW |
4,386.25 |
0.618 |
4,349.25 |
1.000 |
4,326.25 |
1.618 |
4,289.25 |
2.618 |
4,229.25 |
4.250 |
4,131.25 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,427.50 |
4,408.00 |
PP |
4,422.00 |
4,382.50 |
S1 |
4,416.25 |
4,357.25 |
|