Trading Metrics calculated at close of trading on 04-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
04-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
5,210.0 |
5,200.0 |
-10.0 |
-0.2% |
5,049.0 |
High |
5,240.0 |
5,254.0 |
14.0 |
0.3% |
5,240.0 |
Low |
5,186.0 |
5,174.0 |
-12.0 |
-0.2% |
4,993.0 |
Close |
5,203.0 |
5,250.0 |
47.0 |
0.9% |
5,203.0 |
Range |
54.0 |
80.0 |
26.0 |
48.1% |
247.0 |
ATR |
73.2 |
73.6 |
0.5 |
0.7% |
0.0 |
Volume |
25,506 |
22,281 |
-3,225 |
-12.6% |
171,665 |
|
Daily Pivots for day following 04-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,466.0 |
5,438.0 |
5,294.0 |
|
R3 |
5,386.0 |
5,358.0 |
5,272.0 |
|
R2 |
5,306.0 |
5,306.0 |
5,264.7 |
|
R1 |
5,278.0 |
5,278.0 |
5,257.3 |
5,292.0 |
PP |
5,226.0 |
5,226.0 |
5,226.0 |
5,233.0 |
S1 |
5,198.0 |
5,198.0 |
5,242.7 |
5,212.0 |
S2 |
5,146.0 |
5,146.0 |
5,235.3 |
|
S3 |
5,066.0 |
5,118.0 |
5,228.0 |
|
S4 |
4,986.0 |
5,038.0 |
5,206.0 |
|
|
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 |
5,254.0 |
4,993.0 |
261.0 |
5.0% |
65.0 |
1.2% |
98% |
True |
False |
32,166 |
10 |
5,278.0 |
4,993.0 |
285.0 |
5.4% |
78.6 |
1.5% |
90% |
False |
False |
32,466 |
20 |
5,341.0 |
4,993.0 |
348.0 |
6.6% |
62.8 |
1.2% |
74% |
False |
False |
34,871 |
40 |
5,372.0 |
4,993.0 |
379.0 |
7.2% |
45.6 |
0.9% |
68% |
False |
False |
17,485 |
60 |
5,372.0 |
4,852.0 |
520.0 |
9.9% |
35.5 |
0.7% |
77% |
False |
False |
11,692 |
80 |
5,372.0 |
4,836.0 |
536.0 |
10.2% |
31.4 |
0.6% |
77% |
False |
False |
8,774 |
100 |
5,372.0 |
4,600.0 |
772.0 |
14.7% |
26.0 |
0.5% |
84% |
False |
False |
7,021 |
120 |
5,372.0 |
4,600.0 |
772.0 |
14.7% |
22.7 |
0.4% |
84% |
False |
False |
5,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,594.0 |
2.618 |
5,463.4 |
1.618 |
5,383.4 |
1.000 |
5,334.0 |
0.618 |
5,303.4 |
HIGH |
5,254.0 |
0.618 |
5,223.4 |
0.500 |
5,214.0 |
0.382 |
5,204.6 |
LOW |
5,174.0 |
0.618 |
5,124.6 |
1.000 |
5,094.0 |
1.618 |
5,044.6 |
2.618 |
4,964.6 |
4.250 |
4,834.0 |
|
|
Fisher Pivots for day following 04-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,238.0 |
5,232.7 |
PP |
5,226.0 |
5,215.3 |
S1 |
5,214.0 |
5,198.0 |
|