Trading Metrics calculated at close of trading on 07-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
9,438.0 |
9,425.0 |
-13.0 |
-0.1% |
9,402.5 |
High |
9,522.0 |
9,497.0 |
-25.0 |
-0.3% |
9,795.0 |
Low |
9,290.0 |
9,351.5 |
61.5 |
0.7% |
9,201.5 |
Close |
9,358.5 |
9,413.0 |
54.5 |
0.6% |
9,757.0 |
Range |
232.0 |
145.5 |
-86.5 |
-37.3% |
593.5 |
ATR |
253.6 |
245.9 |
-7.7 |
-3.0% |
0.0 |
Volume |
84,793 |
87,985 |
3,192 |
3.8% |
445,644 |
|
Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,857.0 |
9,780.5 |
9,493.0 |
|
R3 |
9,711.5 |
9,635.0 |
9,453.0 |
|
R2 |
9,566.0 |
9,566.0 |
9,439.7 |
|
R1 |
9,489.5 |
9,489.5 |
9,426.3 |
9,455.0 |
PP |
9,420.5 |
9,420.5 |
9,420.5 |
9,403.3 |
S1 |
9,344.0 |
9,344.0 |
9,399.7 |
9,309.5 |
S2 |
9,275.0 |
9,275.0 |
9,386.3 |
|
S3 |
9,129.5 |
9,198.5 |
9,373.0 |
|
S4 |
8,984.0 |
9,053.0 |
9,333.0 |
|
|
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% |
209.9 |
2.2% |
24% |
False |
False |
84,974 |
10 |
10,340.0 |
9,152.5 |
1,187.5 |
12.6% |
252.1 |
2.7% |
22% |
False |
False |
109,214 |
20 |
10,340.0 |
9,152.5 |
1,187.5 |
12.6% |
210.8 |
2.2% |
22% |
False |
False |
91,844 |
40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.8% |
173.9 |
1.8% |
22% |
False |
False |
46,256 |
60 |
10,508.0 |
9,152.5 |
1,355.5 |
14.4% |
164.4 |
1.7% |
19% |
False |
False |
30,899 |
80 |
10,508.0 |
9,152.5 |
1,355.5 |
14.4% |
159.8 |
1.7% |
19% |
False |
False |
23,209 |
100 |
10,508.0 |
9,128.5 |
1,379.5 |
14.7% |
148.6 |
1.6% |
21% |
False |
False |
18,577 |
120 |
10,508.0 |
8,732.0 |
1,776.0 |
18.9% |
148.6 |
1.6% |
38% |
False |
False |
15,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,115.4 |
2.618 |
9,877.9 |
1.618 |
9,732.4 |
1.000 |
9,642.5 |
0.618 |
9,586.9 |
HIGH |
9,497.0 |
0.618 |
9,441.4 |
0.500 |
9,424.3 |
0.382 |
9,407.1 |
LOW |
9,351.5 |
0.618 |
9,261.6 |
1.000 |
9,206.0 |
1.618 |
9,116.1 |
2.618 |
8,970.6 |
4.250 |
8,733.1 |
|
|
Fisher Pivots for day following 07-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
9,424.3 |
9,491.3 |
PP |
9,420.5 |
9,465.2 |
S1 |
9,416.8 |
9,439.1 |
|