Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
9,712.0 |
9,798.5 |
86.5 |
0.9% |
9,692.5 |
High |
9,834.0 |
10,005.0 |
171.0 |
1.7% |
9,692.5 |
Low |
9,675.5 |
9,786.0 |
110.5 |
1.1% |
9,290.0 |
Close |
9,822.5 |
9,964.5 |
142.0 |
1.4% |
9,629.5 |
Range |
158.5 |
219.0 |
60.5 |
38.2% |
402.5 |
ATR |
245.7 |
243.8 |
-1.9 |
-0.8% |
0.0 |
Volume |
86,699 |
66,431 |
-20,268 |
-23.4% |
388,500 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,575.5 |
10,489.0 |
10,085.0 |
|
R3 |
10,356.5 |
10,270.0 |
10,024.7 |
|
R2 |
10,137.5 |
10,137.5 |
10,004.7 |
|
R1 |
10,051.0 |
10,051.0 |
9,984.6 |
10,094.3 |
PP |
9,918.5 |
9,918.5 |
9,918.5 |
9,940.1 |
S1 |
9,832.0 |
9,832.0 |
9,944.4 |
9,875.3 |
S2 |
9,699.5 |
9,699.5 |
9,924.4 |
|
S3 |
9,480.5 |
9,613.0 |
9,904.3 |
|
S4 |
9,261.5 |
9,394.0 |
9,844.1 |
|
|
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 |
10,005.0 |
9,290.0 |
715.0 |
7.2% |
208.6 |
2.1% |
94% |
True |
False |
83,928 |
10 |
10,005.0 |
9,290.0 |
715.0 |
7.2% |
200.1 |
2.0% |
94% |
True |
False |
87,871 |
20 |
10,340.0 |
9,152.5 |
1,187.5 |
11.9% |
213.1 |
2.1% |
68% |
False |
False |
99,555 |
40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.1% |
176.1 |
1.8% |
67% |
False |
False |
52,410 |
60 |
10,508.0 |
9,152.5 |
1,355.5 |
13.6% |
170.4 |
1.7% |
60% |
False |
False |
34,997 |
80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.6% |
165.1 |
1.7% |
60% |
False |
False |
26,290 |
100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.6% |
151.6 |
1.5% |
60% |
False |
False |
21,045 |
120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.8% |
150.9 |
1.5% |
69% |
False |
False |
17,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,935.8 |
2.618 |
10,578.3 |
1.618 |
10,359.3 |
1.000 |
10,224.0 |
0.618 |
10,140.3 |
HIGH |
10,005.0 |
0.618 |
9,921.3 |
0.500 |
9,895.5 |
0.382 |
9,869.7 |
LOW |
9,786.0 |
0.618 |
9,650.7 |
1.000 |
9,567.0 |
1.618 |
9,431.7 |
2.618 |
9,212.7 |
4.250 |
8,855.3 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
9,941.5 |
9,869.9 |
PP |
9,918.5 |
9,775.3 |
S1 |
9,895.5 |
9,680.8 |
|