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 |
9,692.5 |
9,438.0 |
-254.5 |
-2.6% |
9,402.5 |
High |
9,692.5 |
9,522.0 |
-170.5 |
-1.8% |
9,795.0 |
Low |
9,453.5 |
9,290.0 |
-163.5 |
-1.7% |
9,201.5 |
Close |
9,519.0 |
9,358.5 |
-160.5 |
-1.7% |
9,757.0 |
Range |
239.0 |
232.0 |
-7.0 |
-2.9% |
593.5 |
ATR |
255.2 |
253.6 |
-1.7 |
-0.7% |
0.0 |
Volume |
121,989 |
84,793 |
-37,196 |
-30.5% |
445,644 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,086.2 |
9,954.3 |
9,486.1 |
|
R3 |
9,854.2 |
9,722.3 |
9,422.3 |
|
R2 |
9,622.2 |
9,622.2 |
9,401.0 |
|
R1 |
9,490.3 |
9,490.3 |
9,379.8 |
9,440.3 |
PP |
9,390.2 |
9,390.2 |
9,390.2 |
9,365.1 |
S1 |
9,258.3 |
9,258.3 |
9,337.2 |
9,208.3 |
S2 |
9,158.2 |
9,158.2 |
9,316.0 |
|
S3 |
8,926.2 |
9,026.3 |
9,294.7 |
|
S4 |
8,694.2 |
8,794.3 |
9,230.9 |
|
|
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 |
9,290.0 |
505.0 |
5.4% |
208.5 |
2.2% |
14% |
False |
True |
89,388 |
10 |
10,340.0 |
9,152.5 |
1,187.5 |
12.7% |
248.4 |
2.7% |
17% |
False |
False |
111,134 |
20 |
10,340.0 |
9,152.5 |
1,187.5 |
12.7% |
208.0 |
2.2% |
17% |
False |
False |
87,696 |
40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.9% |
173.1 |
1.8% |
17% |
False |
False |
44,060 |
60 |
10,508.0 |
9,152.5 |
1,355.5 |
14.5% |
164.6 |
1.8% |
15% |
False |
False |
29,437 |
80 |
10,508.0 |
9,152.5 |
1,355.5 |
14.5% |
161.0 |
1.7% |
15% |
False |
False |
22,111 |
100 |
10,508.0 |
8,851.0 |
1,657.0 |
17.7% |
148.4 |
1.6% |
31% |
False |
False |
17,698 |
120 |
10,508.0 |
8,732.0 |
1,776.0 |
19.0% |
149.9 |
1.6% |
35% |
False |
False |
14,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,508.0 |
2.618 |
10,129.4 |
1.618 |
9,897.4 |
1.000 |
9,754.0 |
0.618 |
9,665.4 |
HIGH |
9,522.0 |
0.618 |
9,433.4 |
0.500 |
9,406.0 |
0.382 |
9,378.6 |
LOW |
9,290.0 |
0.618 |
9,146.6 |
1.000 |
9,058.0 |
1.618 |
8,914.6 |
2.618 |
8,682.6 |
4.250 |
8,304.0 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
9,406.0 |
9,542.5 |
PP |
9,390.2 |
9,481.2 |
S1 |
9,374.3 |
9,419.8 |
|