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 |
4,438.75 |
4,406.00 |
-32.75 |
-0.7% |
4,250.00 |
High |
4,451.50 |
4,440.50 |
-11.00 |
-0.2% |
4,446.25 |
Low |
4,377.50 |
4,365.75 |
-11.75 |
-0.3% |
4,167.75 |
Close |
4,404.00 |
4,439.50 |
35.50 |
0.8% |
4,433.25 |
Range |
74.00 |
74.75 |
0.75 |
1.0% |
278.50 |
ATR |
74.43 |
74.45 |
0.02 |
0.0% |
0.00 |
Volume |
200,656 |
253,791 |
53,135 |
26.5% |
1,351,151 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,639.50 |
4,614.25 |
4,480.50 |
|
R3 |
4,564.75 |
4,539.50 |
4,460.00 |
|
R2 |
4,490.00 |
4,490.00 |
4,453.25 |
|
R1 |
4,464.75 |
4,464.75 |
4,446.25 |
4,477.50 |
PP |
4,415.25 |
4,415.25 |
4,415.25 |
4,421.50 |
S1 |
4,390.00 |
4,390.00 |
4,432.75 |
4,402.50 |
S2 |
4,340.50 |
4,340.50 |
4,425.75 |
|
S3 |
4,265.75 |
4,315.25 |
4,419.00 |
|
S4 |
4,191.00 |
4,240.50 |
4,398.50 |
|
|
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 |
4,451.50 |
4,268.25 |
183.25 |
4.1% |
78.50 |
1.8% |
93% |
False |
False |
226,816 |
10 |
4,494.00 |
4,167.75 |
326.25 |
7.3% |
97.50 |
2.2% |
83% |
False |
False |
268,840 |
20 |
4,522.25 |
4,167.75 |
354.50 |
8.0% |
72.75 |
1.6% |
77% |
False |
False |
242,991 |
40 |
4,537.25 |
4,167.75 |
369.50 |
8.3% |
63.25 |
1.4% |
74% |
False |
False |
121,949 |
60 |
4,576.50 |
4,167.75 |
408.75 |
9.2% |
61.25 |
1.4% |
66% |
False |
False |
81,336 |
80 |
4,576.50 |
4,167.75 |
408.75 |
9.2% |
58.50 |
1.3% |
66% |
False |
False |
61,021 |
100 |
4,576.50 |
3,995.00 |
581.50 |
13.1% |
53.50 |
1.2% |
76% |
False |
False |
48,819 |
120 |
4,576.50 |
3,902.00 |
674.50 |
15.2% |
52.75 |
1.2% |
80% |
False |
False |
40,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,758.25 |
2.618 |
4,636.25 |
1.618 |
4,561.50 |
1.000 |
4,515.25 |
0.618 |
4,486.75 |
HIGH |
4,440.50 |
0.618 |
4,412.00 |
0.500 |
4,403.00 |
0.382 |
4,394.25 |
LOW |
4,365.75 |
0.618 |
4,319.50 |
1.000 |
4,291.00 |
1.618 |
4,244.75 |
2.618 |
4,170.00 |
4.250 |
4,048.00 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,427.50 |
4,429.25 |
PP |
4,415.25 |
4,419.00 |
S1 |
4,403.00 |
4,408.50 |
|