Trading Metrics calculated at close of trading on 11-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
9,382.5 |
9,712.0 |
329.5 |
3.5% |
9,692.5 |
High |
9,644.5 |
9,834.0 |
189.5 |
2.0% |
9,692.5 |
Low |
9,356.5 |
9,675.5 |
319.0 |
3.4% |
9,290.0 |
Close |
9,629.5 |
9,822.5 |
193.0 |
2.0% |
9,629.5 |
Range |
288.0 |
158.5 |
-129.5 |
-45.0% |
402.5 |
ATR |
248.9 |
245.7 |
-3.2 |
-1.3% |
0.0 |
Volume |
93,733 |
86,699 |
-7,034 |
-7.5% |
388,500 |
|
Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,252.8 |
10,196.2 |
9,909.7 |
|
R3 |
10,094.3 |
10,037.7 |
9,866.1 |
|
R2 |
9,935.8 |
9,935.8 |
9,851.6 |
|
R1 |
9,879.2 |
9,879.2 |
9,837.0 |
9,907.5 |
PP |
9,777.3 |
9,777.3 |
9,777.3 |
9,791.5 |
S1 |
9,720.7 |
9,720.7 |
9,808.0 |
9,749.0 |
S2 |
9,618.8 |
9,618.8 |
9,793.4 |
|
S3 |
9,460.3 |
9,562.2 |
9,778.9 |
|
S4 |
9,301.8 |
9,403.7 |
9,735.3 |
|
|
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 |
9,834.0 |
9,290.0 |
544.0 |
5.5% |
212.6 |
2.2% |
98% |
True |
False |
95,039 |
10 |
9,834.0 |
9,201.5 |
632.5 |
6.4% |
216.1 |
2.2% |
98% |
True |
False |
92,084 |
20 |
10,340.0 |
9,152.5 |
1,187.5 |
12.1% |
209.9 |
2.1% |
56% |
False |
False |
99,247 |
40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.3% |
175.7 |
1.8% |
56% |
False |
False |
50,753 |
60 |
10,508.0 |
9,152.5 |
1,355.5 |
13.8% |
167.8 |
1.7% |
49% |
False |
False |
33,893 |
80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.8% |
163.0 |
1.7% |
49% |
False |
False |
25,461 |
100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.8% |
151.8 |
1.5% |
49% |
False |
False |
20,381 |
120 |
10,508.0 |
8,732.0 |
1,776.0 |
18.1% |
150.4 |
1.5% |
61% |
False |
False |
16,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,507.6 |
2.618 |
10,249.0 |
1.618 |
10,090.5 |
1.000 |
9,992.5 |
0.618 |
9,932.0 |
HIGH |
9,834.0 |
0.618 |
9,773.5 |
0.500 |
9,754.8 |
0.382 |
9,736.0 |
LOW |
9,675.5 |
0.618 |
9,577.5 |
1.000 |
9,517.0 |
1.618 |
9,419.0 |
2.618 |
9,260.5 |
4.250 |
9,001.9 |
|
|
Fisher Pivots for day following 11-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
9,799.9 |
9,745.9 |
PP |
9,777.3 |
9,669.3 |
S1 |
9,754.8 |
9,592.8 |
|