Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
5,144.0 |
5,210.0 |
66.0 |
1.3% |
5,049.0 |
High |
5,207.0 |
5,240.0 |
33.0 |
0.6% |
5,240.0 |
Low |
5,142.0 |
5,186.0 |
44.0 |
0.9% |
4,993.0 |
Close |
5,176.0 |
5,203.0 |
27.0 |
0.5% |
5,203.0 |
Range |
65.0 |
54.0 |
-11.0 |
-16.9% |
247.0 |
ATR |
73.9 |
73.2 |
-0.7 |
-1.0% |
0.0 |
Volume |
38,871 |
25,506 |
-13,365 |
-34.4% |
171,665 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,371.7 |
5,341.3 |
5,232.7 |
|
R3 |
5,317.7 |
5,287.3 |
5,217.9 |
|
R2 |
5,263.7 |
5,263.7 |
5,212.9 |
|
R1 |
5,233.3 |
5,233.3 |
5,208.0 |
5,221.5 |
PP |
5,209.7 |
5,209.7 |
5,209.7 |
5,203.8 |
S1 |
5,179.3 |
5,179.3 |
5,198.1 |
5,167.5 |
S2 |
5,155.7 |
5,155.7 |
5,193.1 |
|
S3 |
5,101.7 |
5,125.3 |
5,188.2 |
|
S4 |
5,047.7 |
5,071.3 |
5,173.3 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,886.3 |
5,791.7 |
5,338.9 |
|
R3 |
5,639.3 |
5,544.7 |
5,270.9 |
|
R2 |
5,392.3 |
5,392.3 |
5,248.3 |
|
R1 |
5,297.7 |
5,297.7 |
5,225.6 |
5,345.0 |
PP |
5,145.3 |
5,145.3 |
5,145.3 |
5,169.0 |
S1 |
5,050.7 |
5,050.7 |
5,180.4 |
5,098.0 |
S2 |
4,898.3 |
4,898.3 |
5,157.7 |
|
S3 |
4,651.3 |
4,803.7 |
5,135.1 |
|
S4 |
4,404.3 |
4,556.7 |
5,067.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,240.0 |
4,993.0 |
247.0 |
4.7% |
66.8 |
1.3% |
85% |
True |
False |
34,333 |
10 |
5,278.0 |
4,993.0 |
285.0 |
5.5% |
76.1 |
1.5% |
74% |
False |
False |
32,892 |
20 |
5,341.0 |
4,993.0 |
348.0 |
6.7% |
59.4 |
1.1% |
60% |
False |
False |
33,759 |
40 |
5,372.0 |
4,993.0 |
379.0 |
7.3% |
43.9 |
0.8% |
55% |
False |
False |
16,928 |
60 |
5,372.0 |
4,852.0 |
520.0 |
10.0% |
34.8 |
0.7% |
68% |
False |
False |
11,322 |
80 |
5,372.0 |
4,836.0 |
536.0 |
10.3% |
30.4 |
0.6% |
68% |
False |
False |
8,496 |
100 |
5,372.0 |
4,600.0 |
772.0 |
14.8% |
25.2 |
0.5% |
78% |
False |
False |
6,798 |
120 |
5,372.0 |
4,600.0 |
772.0 |
14.8% |
22.0 |
0.4% |
78% |
False |
False |
5,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,469.5 |
2.618 |
5,381.4 |
1.618 |
5,327.4 |
1.000 |
5,294.0 |
0.618 |
5,273.4 |
HIGH |
5,240.0 |
0.618 |
5,219.4 |
0.500 |
5,213.0 |
0.382 |
5,206.6 |
LOW |
5,186.0 |
0.618 |
5,152.6 |
1.000 |
5,132.0 |
1.618 |
5,098.6 |
2.618 |
5,044.6 |
4.250 |
4,956.5 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,213.0 |
5,187.3 |
PP |
5,209.7 |
5,171.7 |
S1 |
5,206.3 |
5,156.0 |
|