Trading Metrics calculated at close of trading on 07-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
5,152.0 |
5,174.0 |
22.0 |
0.4% |
5,049.0 |
High |
5,165.0 |
5,201.0 |
36.0 |
0.7% |
5,240.0 |
Low |
5,101.0 |
5,163.0 |
62.0 |
1.2% |
4,993.0 |
Close |
5,154.0 |
5,192.0 |
38.0 |
0.7% |
5,203.0 |
Range |
64.0 |
38.0 |
-26.0 |
-40.6% |
247.0 |
ATR |
74.6 |
72.6 |
-2.0 |
-2.6% |
0.0 |
Volume |
35,876 |
22,965 |
-12,911 |
-36.0% |
171,665 |
|
Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,299.3 |
5,283.7 |
5,212.9 |
|
R3 |
5,261.3 |
5,245.7 |
5,202.5 |
|
R2 |
5,223.3 |
5,223.3 |
5,199.0 |
|
R1 |
5,207.7 |
5,207.7 |
5,195.5 |
5,215.5 |
PP |
5,185.3 |
5,185.3 |
5,185.3 |
5,189.3 |
S1 |
5,169.7 |
5,169.7 |
5,188.5 |
5,177.5 |
S2 |
5,147.3 |
5,147.3 |
5,185.0 |
|
S3 |
5,109.3 |
5,131.7 |
5,181.6 |
|
S4 |
5,071.3 |
5,093.7 |
5,171.1 |
|
|
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 |
5,101.0 |
153.0 |
2.9% |
62.4 |
1.2% |
59% |
False |
False |
26,666 |
10 |
5,278.0 |
4,993.0 |
285.0 |
5.5% |
84.6 |
1.6% |
70% |
False |
False |
34,490 |
20 |
5,340.0 |
4,993.0 |
347.0 |
6.7% |
66.3 |
1.3% |
57% |
False |
False |
39,058 |
40 |
5,372.0 |
4,993.0 |
379.0 |
7.3% |
48.2 |
0.9% |
53% |
False |
False |
19,606 |
60 |
5,372.0 |
4,962.0 |
410.0 |
7.9% |
37.5 |
0.7% |
56% |
False |
False |
13,108 |
80 |
5,372.0 |
4,836.0 |
536.0 |
10.3% |
33.7 |
0.6% |
66% |
False |
False |
9,844 |
100 |
5,372.0 |
4,720.0 |
652.0 |
12.6% |
27.0 |
0.5% |
72% |
False |
False |
7,875 |
120 |
5,372.0 |
4,600.0 |
772.0 |
14.9% |
24.2 |
0.5% |
77% |
False |
False |
6,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,362.5 |
2.618 |
5,300.5 |
1.618 |
5,262.5 |
1.000 |
5,239.0 |
0.618 |
5,224.5 |
HIGH |
5,201.0 |
0.618 |
5,186.5 |
0.500 |
5,182.0 |
0.382 |
5,177.5 |
LOW |
5,163.0 |
0.618 |
5,139.5 |
1.000 |
5,125.0 |
1.618 |
5,101.5 |
2.618 |
5,063.5 |
4.250 |
5,001.5 |
|
|
Fisher Pivots for day following 07-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,188.7 |
5,186.8 |
PP |
5,185.3 |
5,181.7 |
S1 |
5,182.0 |
5,176.5 |
|