Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
5,174.0 |
5,171.0 |
-3.0 |
-0.1% |
5,200.0 |
High |
5,201.0 |
5,197.0 |
-4.0 |
-0.1% |
5,254.0 |
Low |
5,163.0 |
5,164.0 |
1.0 |
0.0% |
5,101.0 |
Close |
5,192.0 |
5,189.0 |
-3.0 |
-0.1% |
5,189.0 |
Range |
38.0 |
33.0 |
-5.0 |
-13.2% |
153.0 |
ATR |
72.6 |
69.8 |
-2.8 |
-3.9% |
0.0 |
Volume |
22,965 |
17,024 |
-5,941 |
-25.9% |
124,849 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,282.3 |
5,268.7 |
5,207.2 |
|
R3 |
5,249.3 |
5,235.7 |
5,198.1 |
|
R2 |
5,216.3 |
5,216.3 |
5,195.1 |
|
R1 |
5,202.7 |
5,202.7 |
5,192.0 |
5,209.5 |
PP |
5,183.3 |
5,183.3 |
5,183.3 |
5,186.8 |
S1 |
5,169.7 |
5,169.7 |
5,186.0 |
5,176.5 |
S2 |
5,150.3 |
5,150.3 |
5,183.0 |
|
S3 |
5,117.3 |
5,136.7 |
5,179.9 |
|
S4 |
5,084.3 |
5,103.7 |
5,170.9 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,640.3 |
5,567.7 |
5,273.2 |
|
R3 |
5,487.3 |
5,414.7 |
5,231.1 |
|
R2 |
5,334.3 |
5,334.3 |
5,217.1 |
|
R1 |
5,261.7 |
5,261.7 |
5,203.0 |
5,221.5 |
PP |
5,181.3 |
5,181.3 |
5,181.3 |
5,161.3 |
S1 |
5,108.7 |
5,108.7 |
5,175.0 |
5,068.5 |
S2 |
5,028.3 |
5,028.3 |
5,161.0 |
|
S3 |
4,875.3 |
4,955.7 |
5,146.9 |
|
S4 |
4,722.3 |
4,802.7 |
5,104.9 |
|
|
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% |
58.2 |
1.1% |
58% |
False |
False |
24,969 |
10 |
5,254.0 |
4,993.0 |
261.0 |
5.0% |
62.5 |
1.2% |
75% |
False |
False |
29,651 |
20 |
5,285.0 |
4,993.0 |
292.0 |
5.6% |
65.5 |
1.3% |
67% |
False |
False |
39,625 |
40 |
5,372.0 |
4,993.0 |
379.0 |
7.3% |
48.1 |
0.9% |
52% |
False |
False |
20,029 |
60 |
5,372.0 |
4,993.0 |
379.0 |
7.3% |
37.6 |
0.7% |
52% |
False |
False |
13,392 |
80 |
5,372.0 |
4,836.0 |
536.0 |
10.3% |
34.1 |
0.7% |
66% |
False |
False |
10,057 |
100 |
5,372.0 |
4,773.0 |
599.0 |
11.5% |
27.4 |
0.5% |
69% |
False |
False |
8,045 |
120 |
5,372.0 |
4,600.0 |
772.0 |
14.9% |
24.4 |
0.5% |
76% |
False |
False |
6,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,337.3 |
2.618 |
5,283.4 |
1.618 |
5,250.4 |
1.000 |
5,230.0 |
0.618 |
5,217.4 |
HIGH |
5,197.0 |
0.618 |
5,184.4 |
0.500 |
5,180.5 |
0.382 |
5,176.6 |
LOW |
5,164.0 |
0.618 |
5,143.6 |
1.000 |
5,131.0 |
1.618 |
5,110.6 |
2.618 |
5,077.6 |
4.250 |
5,023.8 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,186.2 |
5,176.3 |
PP |
5,183.3 |
5,163.7 |
S1 |
5,180.5 |
5,151.0 |
|