Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
9,425.0 |
9,382.5 |
-42.5 |
-0.5% |
9,692.5 |
High |
9,497.0 |
9,644.5 |
147.5 |
1.6% |
9,692.5 |
Low |
9,351.5 |
9,356.5 |
5.0 |
0.1% |
9,290.0 |
Close |
9,413.0 |
9,629.5 |
216.5 |
2.3% |
9,629.5 |
Range |
145.5 |
288.0 |
142.5 |
97.9% |
402.5 |
ATR |
245.9 |
248.9 |
3.0 |
1.2% |
0.0 |
Volume |
87,985 |
93,733 |
5,748 |
6.5% |
388,500 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,407.5 |
10,306.5 |
9,787.9 |
|
R3 |
10,119.5 |
10,018.5 |
9,708.7 |
|
R2 |
9,831.5 |
9,831.5 |
9,682.3 |
|
R1 |
9,730.5 |
9,730.5 |
9,655.9 |
9,781.0 |
PP |
9,543.5 |
9,543.5 |
9,543.5 |
9,568.8 |
S1 |
9,442.5 |
9,442.5 |
9,603.1 |
9,493.0 |
S2 |
9,255.5 |
9,255.5 |
9,576.7 |
|
S3 |
8,967.5 |
9,154.5 |
9,550.3 |
|
S4 |
8,679.5 |
8,866.5 |
9,471.1 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,744.8 |
10,589.7 |
9,850.9 |
|
R3 |
10,342.3 |
10,187.2 |
9,740.2 |
|
R2 |
9,939.8 |
9,939.8 |
9,703.3 |
|
R1 |
9,784.7 |
9,784.7 |
9,666.4 |
9,661.0 |
PP |
9,537.3 |
9,537.3 |
9,537.3 |
9,475.5 |
S1 |
9,382.2 |
9,382.2 |
9,592.6 |
9,258.5 |
S2 |
9,134.8 |
9,134.8 |
9,555.7 |
|
S3 |
8,732.3 |
8,979.7 |
9,518.8 |
|
S4 |
8,329.8 |
8,577.2 |
9,408.1 |
|
|
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 |
5.2% |
210.8 |
2.2% |
67% |
False |
False |
86,082 |
10 |
9,795.0 |
9,152.5 |
642.5 |
6.7% |
255.9 |
2.7% |
74% |
False |
False |
98,478 |
20 |
10,340.0 |
9,152.5 |
1,187.5 |
12.3% |
217.2 |
2.3% |
40% |
False |
False |
96,118 |
40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.5% |
177.8 |
1.8% |
40% |
False |
False |
48,594 |
60 |
10,508.0 |
9,152.5 |
1,355.5 |
14.1% |
166.6 |
1.7% |
35% |
False |
False |
32,456 |
80 |
10,508.0 |
9,152.5 |
1,355.5 |
14.1% |
161.5 |
1.7% |
35% |
False |
False |
24,378 |
100 |
10,508.0 |
9,128.5 |
1,379.5 |
14.3% |
151.1 |
1.6% |
36% |
False |
False |
19,515 |
120 |
10,508.0 |
8,732.0 |
1,776.0 |
18.4% |
150.1 |
1.6% |
51% |
False |
False |
16,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,868.5 |
2.618 |
10,398.5 |
1.618 |
10,110.5 |
1.000 |
9,932.5 |
0.618 |
9,822.5 |
HIGH |
9,644.5 |
0.618 |
9,534.5 |
0.500 |
9,500.5 |
0.382 |
9,466.5 |
LOW |
9,356.5 |
0.618 |
9,178.5 |
1.000 |
9,068.5 |
1.618 |
8,890.5 |
2.618 |
8,602.5 |
4.250 |
8,132.5 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
9,586.5 |
9,575.4 |
PP |
9,543.5 |
9,521.3 |
S1 |
9,500.5 |
9,467.3 |
|