Trading Metrics calculated at close of trading on 05-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
9,718.5 |
9,692.5 |
-26.0 |
-0.3% |
9,402.5 |
High |
9,795.0 |
9,692.5 |
-102.5 |
-1.0% |
9,795.0 |
Low |
9,645.5 |
9,453.5 |
-192.0 |
-2.0% |
9,201.5 |
Close |
9,757.0 |
9,519.0 |
-238.0 |
-2.4% |
9,757.0 |
Range |
149.5 |
239.0 |
89.5 |
59.9% |
593.5 |
ATR |
251.5 |
255.2 |
3.7 |
1.5% |
0.0 |
Volume |
41,911 |
121,989 |
80,078 |
191.1% |
445,644 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,272.0 |
10,134.5 |
9,650.5 |
|
R3 |
10,033.0 |
9,895.5 |
9,584.7 |
|
R2 |
9,794.0 |
9,794.0 |
9,562.8 |
|
R1 |
9,656.5 |
9,656.5 |
9,540.9 |
9,605.8 |
PP |
9,555.0 |
9,555.0 |
9,555.0 |
9,529.6 |
S1 |
9,417.5 |
9,417.5 |
9,497.1 |
9,366.8 |
S2 |
9,316.0 |
9,316.0 |
9,475.2 |
|
S3 |
9,077.0 |
9,178.5 |
9,453.3 |
|
S4 |
8,838.0 |
8,939.5 |
9,387.6 |
|
|
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 |
9,397.0 |
398.0 |
4.2% |
191.6 |
2.0% |
31% |
False |
False |
91,815 |
10 |
10,340.0 |
9,152.5 |
1,187.5 |
12.5% |
244.6 |
2.6% |
31% |
False |
False |
112,069 |
20 |
10,340.0 |
9,152.5 |
1,187.5 |
12.5% |
204.0 |
2.1% |
31% |
False |
False |
83,622 |
40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.7% |
171.7 |
1.8% |
30% |
False |
False |
41,945 |
60 |
10,508.0 |
9,152.5 |
1,355.5 |
14.2% |
164.0 |
1.7% |
27% |
False |
False |
28,026 |
80 |
10,508.0 |
9,152.5 |
1,355.5 |
14.2% |
160.3 |
1.7% |
27% |
False |
False |
21,052 |
100 |
10,508.0 |
8,732.0 |
1,776.0 |
18.7% |
148.0 |
1.6% |
44% |
False |
False |
16,850 |
120 |
10,508.0 |
8,732.0 |
1,776.0 |
18.7% |
149.9 |
1.6% |
44% |
False |
False |
14,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,708.3 |
2.618 |
10,318.2 |
1.618 |
10,079.2 |
1.000 |
9,931.5 |
0.618 |
9,840.2 |
HIGH |
9,692.5 |
0.618 |
9,601.2 |
0.500 |
9,573.0 |
0.382 |
9,544.8 |
LOW |
9,453.5 |
0.618 |
9,305.8 |
1.000 |
9,214.5 |
1.618 |
9,066.8 |
2.618 |
8,827.8 |
4.250 |
8,437.8 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
9,573.0 |
9,624.3 |
PP |
9,555.0 |
9,589.2 |
S1 |
9,537.0 |
9,554.1 |
|