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 |
4,519.50 |
4,552.75 |
33.25 |
0.7% |
4,438.75 |
High |
4,563.50 |
4,582.00 |
18.50 |
0.4% |
4,523.25 |
Low |
4,515.75 |
4,546.75 |
31.00 |
0.7% |
4,365.75 |
Close |
4,549.50 |
4,569.75 |
20.25 |
0.4% |
4,517.25 |
Range |
47.75 |
35.25 |
-12.50 |
-26.2% |
157.50 |
ATR |
70.64 |
68.11 |
-2.53 |
-3.6% |
0.00 |
Volume |
182,422 |
190,097 |
7,675 |
4.2% |
873,943 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,672.00 |
4,656.00 |
4,589.25 |
|
R3 |
4,636.75 |
4,620.75 |
4,579.50 |
|
R2 |
4,601.50 |
4,601.50 |
4,576.25 |
|
R1 |
4,585.50 |
4,585.50 |
4,573.00 |
4,593.50 |
PP |
4,566.25 |
4,566.25 |
4,566.25 |
4,570.00 |
S1 |
4,550.25 |
4,550.25 |
4,566.50 |
4,558.25 |
S2 |
4,531.00 |
4,531.00 |
4,563.25 |
|
S3 |
4,495.75 |
4,515.00 |
4,560.00 |
|
S4 |
4,460.50 |
4,479.75 |
4,550.25 |
|
|
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 |
4,582.00 |
4,365.75 |
216.25 |
4.7% |
55.00 |
1.2% |
94% |
True |
False |
209,161 |
10 |
4,582.00 |
4,176.00 |
406.00 |
8.9% |
70.00 |
1.5% |
97% |
True |
False |
218,436 |
20 |
4,582.00 |
4,167.75 |
414.25 |
9.1% |
74.50 |
1.6% |
97% |
True |
False |
250,303 |
40 |
4,582.00 |
4,167.75 |
414.25 |
9.1% |
62.00 |
1.4% |
97% |
True |
False |
141,737 |
60 |
4,582.00 |
4,167.75 |
414.25 |
9.1% |
61.50 |
1.3% |
97% |
True |
False |
94,532 |
80 |
4,582.00 |
4,167.75 |
414.25 |
9.1% |
59.00 |
1.3% |
97% |
True |
False |
70,920 |
100 |
4,582.00 |
4,101.75 |
480.25 |
10.5% |
55.25 |
1.2% |
97% |
True |
False |
56,739 |
120 |
4,582.00 |
3,902.00 |
680.00 |
14.9% |
51.25 |
1.1% |
98% |
True |
False |
47,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,731.75 |
2.618 |
4,674.25 |
1.618 |
4,639.00 |
1.000 |
4,617.25 |
0.618 |
4,603.75 |
HIGH |
4,582.00 |
0.618 |
4,568.50 |
0.500 |
4,564.50 |
0.382 |
4,560.25 |
LOW |
4,546.75 |
0.618 |
4,525.00 |
1.000 |
4,511.50 |
1.618 |
4,489.75 |
2.618 |
4,454.50 |
4.250 |
4,397.00 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,568.00 |
4,550.00 |
PP |
4,566.25 |
4,530.50 |
S1 |
4,564.50 |
4,511.00 |
|