Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
4,434.75 |
4,451.75 |
17.00 |
0.4% |
4,438.75 |
High |
4,461.25 |
4,523.25 |
62.00 |
1.4% |
4,523.25 |
Low |
4,427.50 |
4,439.75 |
12.25 |
0.3% |
4,365.75 |
Close |
4,452.25 |
4,517.25 |
65.00 |
1.5% |
4,517.25 |
Range |
33.75 |
83.50 |
49.75 |
147.4% |
157.50 |
ATR |
71.55 |
72.40 |
0.85 |
1.2% |
0.00 |
Volume |
184,871 |
234,625 |
49,754 |
26.9% |
873,943 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,744.00 |
4,714.00 |
4,563.25 |
|
R3 |
4,660.50 |
4,630.50 |
4,540.25 |
|
R2 |
4,577.00 |
4,577.00 |
4,532.50 |
|
R1 |
4,547.00 |
4,547.00 |
4,525.00 |
4,562.00 |
PP |
4,493.50 |
4,493.50 |
4,493.50 |
4,501.00 |
S1 |
4,463.50 |
4,463.50 |
4,509.50 |
4,478.50 |
S2 |
4,410.00 |
4,410.00 |
4,502.00 |
|
S3 |
4,326.50 |
4,380.00 |
4,494.25 |
|
S4 |
4,243.00 |
4,296.50 |
4,471.25 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,941.25 |
4,886.75 |
4,604.00 |
|
R3 |
4,783.75 |
4,729.25 |
4,560.50 |
|
R2 |
4,626.25 |
4,626.25 |
4,546.00 |
|
R1 |
4,571.75 |
4,571.75 |
4,531.75 |
4,599.00 |
PP |
4,468.75 |
4,468.75 |
4,468.75 |
4,482.50 |
S1 |
4,414.25 |
4,414.25 |
4,502.75 |
4,441.50 |
S2 |
4,311.25 |
4,311.25 |
4,488.50 |
|
S3 |
4,153.75 |
4,256.75 |
4,474.00 |
|
S4 |
3,996.25 |
4,099.25 |
4,430.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,523.25 |
4,365.75 |
157.50 |
3.5% |
65.25 |
1.4% |
96% |
True |
False |
210,119 |
10 |
4,523.25 |
4,167.75 |
355.50 |
7.9% |
97.75 |
2.2% |
98% |
True |
False |
272,244 |
20 |
4,523.25 |
4,167.75 |
355.50 |
7.9% |
76.00 |
1.7% |
98% |
True |
False |
260,061 |
40 |
4,537.25 |
4,167.75 |
369.50 |
8.2% |
63.00 |
1.4% |
95% |
False |
False |
132,430 |
60 |
4,576.50 |
4,167.75 |
408.75 |
9.0% |
61.00 |
1.4% |
86% |
False |
False |
88,325 |
80 |
4,576.50 |
4,167.75 |
408.75 |
9.0% |
59.50 |
1.3% |
86% |
False |
False |
66,264 |
100 |
4,576.50 |
4,101.75 |
474.75 |
10.5% |
54.75 |
1.2% |
88% |
False |
False |
53,014 |
120 |
4,576.50 |
3,902.00 |
674.50 |
14.9% |
52.25 |
1.2% |
91% |
False |
False |
44,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,878.00 |
2.618 |
4,741.75 |
1.618 |
4,658.25 |
1.000 |
4,606.75 |
0.618 |
4,574.75 |
HIGH |
4,523.25 |
0.618 |
4,491.25 |
0.500 |
4,481.50 |
0.382 |
4,471.75 |
LOW |
4,439.75 |
0.618 |
4,388.25 |
1.000 |
4,356.25 |
1.618 |
4,304.75 |
2.618 |
4,221.25 |
4.250 |
4,085.00 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,505.25 |
4,493.00 |
PP |
4,493.50 |
4,468.75 |
S1 |
4,481.50 |
4,444.50 |
|