Trading Metrics calculated at close of trading on 05-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
5,200.0 |
5,240.0 |
40.0 |
0.8% |
5,049.0 |
High |
5,254.0 |
5,252.0 |
-2.0 |
0.0% |
5,240.0 |
Low |
5,174.0 |
5,176.0 |
2.0 |
0.0% |
4,993.0 |
Close |
5,250.0 |
5,186.0 |
-64.0 |
-1.2% |
5,203.0 |
Range |
80.0 |
76.0 |
-4.0 |
-5.0% |
247.0 |
ATR |
73.6 |
73.8 |
0.2 |
0.2% |
0.0 |
Volume |
22,281 |
26,703 |
4,422 |
19.8% |
171,665 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,432.7 |
5,385.3 |
5,227.8 |
|
R3 |
5,356.7 |
5,309.3 |
5,206.9 |
|
R2 |
5,280.7 |
5,280.7 |
5,199.9 |
|
R1 |
5,233.3 |
5,233.3 |
5,193.0 |
5,219.0 |
PP |
5,204.7 |
5,204.7 |
5,204.7 |
5,197.5 |
S1 |
5,157.3 |
5,157.3 |
5,179.0 |
5,143.0 |
S2 |
5,128.7 |
5,128.7 |
5,172.1 |
|
S3 |
5,052.7 |
5,081.3 |
5,165.1 |
|
S4 |
4,976.7 |
5,005.3 |
5,144.2 |
|
|
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 |
5,072.0 |
182.0 |
3.5% |
66.2 |
1.3% |
63% |
False |
False |
29,175 |
10 |
5,278.0 |
4,993.0 |
285.0 |
5.5% |
81.7 |
1.6% |
68% |
False |
False |
32,677 |
20 |
5,341.0 |
4,993.0 |
348.0 |
6.7% |
64.2 |
1.2% |
55% |
False |
False |
36,205 |
40 |
5,372.0 |
4,993.0 |
379.0 |
7.3% |
47.5 |
0.9% |
51% |
False |
False |
18,149 |
60 |
5,372.0 |
4,852.0 |
520.0 |
10.0% |
36.8 |
0.7% |
64% |
False |
False |
12,134 |
80 |
5,372.0 |
4,836.0 |
536.0 |
10.3% |
32.4 |
0.6% |
65% |
False |
False |
9,108 |
100 |
5,372.0 |
4,633.0 |
739.0 |
14.2% |
26.3 |
0.5% |
75% |
False |
False |
7,287 |
120 |
5,372.0 |
4,600.0 |
772.0 |
14.9% |
23.3 |
0.4% |
76% |
False |
False |
6,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,575.0 |
2.618 |
5,451.0 |
1.618 |
5,375.0 |
1.000 |
5,328.0 |
0.618 |
5,299.0 |
HIGH |
5,252.0 |
0.618 |
5,223.0 |
0.500 |
5,214.0 |
0.382 |
5,205.0 |
LOW |
5,176.0 |
0.618 |
5,129.0 |
1.000 |
5,100.0 |
1.618 |
5,053.0 |
2.618 |
4,977.0 |
4.250 |
4,853.0 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,214.0 |
5,214.0 |
PP |
5,204.7 |
5,204.7 |
S1 |
5,195.3 |
5,195.3 |
|