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 |
9,616.5 |
9,718.5 |
102.0 |
1.1% |
9,402.5 |
High |
9,784.5 |
9,795.0 |
10.5 |
0.1% |
9,795.0 |
Low |
9,501.0 |
9,645.5 |
144.5 |
1.5% |
9,201.5 |
Close |
9,668.5 |
9,757.0 |
88.5 |
0.9% |
9,757.0 |
Range |
283.5 |
149.5 |
-134.0 |
-47.3% |
593.5 |
ATR |
259.4 |
251.5 |
-7.8 |
-3.0% |
0.0 |
Volume |
88,195 |
41,911 |
-46,284 |
-52.5% |
445,644 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,181.0 |
10,118.5 |
9,839.2 |
|
R3 |
10,031.5 |
9,969.0 |
9,798.1 |
|
R2 |
9,882.0 |
9,882.0 |
9,784.4 |
|
R1 |
9,819.5 |
9,819.5 |
9,770.7 |
9,850.8 |
PP |
9,732.5 |
9,732.5 |
9,732.5 |
9,748.1 |
S1 |
9,670.0 |
9,670.0 |
9,743.3 |
9,701.3 |
S2 |
9,583.0 |
9,583.0 |
9,729.6 |
|
S3 |
9,433.5 |
9,520.5 |
9,715.9 |
|
S4 |
9,284.0 |
9,371.0 |
9,674.8 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,365.0 |
11,154.5 |
10,083.4 |
|
R3 |
10,771.5 |
10,561.0 |
9,920.2 |
|
R2 |
10,178.0 |
10,178.0 |
9,865.8 |
|
R1 |
9,967.5 |
9,967.5 |
9,811.4 |
10,072.8 |
PP |
9,584.5 |
9,584.5 |
9,584.5 |
9,637.1 |
S1 |
9,374.0 |
9,374.0 |
9,702.6 |
9,479.3 |
S2 |
8,991.0 |
8,991.0 |
9,648.2 |
|
S3 |
8,397.5 |
8,780.5 |
9,593.8 |
|
S4 |
7,804.0 |
8,187.0 |
9,430.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,795.0 |
9,201.5 |
593.5 |
6.1% |
219.6 |
2.3% |
94% |
True |
False |
89,128 |
10 |
10,340.0 |
9,152.5 |
1,187.5 |
12.2% |
235.4 |
2.4% |
51% |
False |
False |
109,602 |
20 |
10,340.0 |
9,152.5 |
1,187.5 |
12.2% |
194.8 |
2.0% |
51% |
False |
False |
77,557 |
40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.3% |
169.8 |
1.7% |
50% |
False |
False |
38,898 |
60 |
10,508.0 |
9,152.5 |
1,355.5 |
13.9% |
161.9 |
1.7% |
45% |
False |
False |
25,995 |
80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.9% |
158.3 |
1.6% |
45% |
False |
False |
19,530 |
100 |
10,508.0 |
8,732.0 |
1,776.0 |
18.2% |
147.4 |
1.5% |
58% |
False |
False |
15,631 |
120 |
10,508.0 |
8,732.0 |
1,776.0 |
18.2% |
150.8 |
1.5% |
58% |
False |
False |
13,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,430.4 |
2.618 |
10,186.4 |
1.618 |
10,036.9 |
1.000 |
9,944.5 |
0.618 |
9,887.4 |
HIGH |
9,795.0 |
0.618 |
9,737.9 |
0.500 |
9,720.3 |
0.382 |
9,702.6 |
LOW |
9,645.5 |
0.618 |
9,553.1 |
1.000 |
9,496.0 |
1.618 |
9,403.6 |
2.618 |
9,254.1 |
4.250 |
9,010.1 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
9,744.8 |
9,719.3 |
PP |
9,732.5 |
9,681.7 |
S1 |
9,720.3 |
9,644.0 |
|