Trading Metrics calculated at close of trading on 11-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
5,171.0 |
5,260.0 |
89.0 |
1.7% |
5,200.0 |
High |
5,197.0 |
5,304.0 |
107.0 |
2.1% |
5,254.0 |
Low |
5,164.0 |
5,250.0 |
86.0 |
1.7% |
5,101.0 |
Close |
5,189.0 |
5,301.0 |
112.0 |
2.2% |
5,189.0 |
Range |
33.0 |
54.0 |
21.0 |
63.6% |
153.0 |
ATR |
69.8 |
73.0 |
3.2 |
4.6% |
0.0 |
Volume |
17,024 |
26,181 |
9,157 |
53.8% |
124,849 |
|
Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,447.0 |
5,428.0 |
5,330.7 |
|
R3 |
5,393.0 |
5,374.0 |
5,315.9 |
|
R2 |
5,339.0 |
5,339.0 |
5,310.9 |
|
R1 |
5,320.0 |
5,320.0 |
5,306.0 |
5,329.5 |
PP |
5,285.0 |
5,285.0 |
5,285.0 |
5,289.8 |
S1 |
5,266.0 |
5,266.0 |
5,296.1 |
5,275.5 |
S2 |
5,231.0 |
5,231.0 |
5,291.1 |
|
S3 |
5,177.0 |
5,212.0 |
5,286.2 |
|
S4 |
5,123.0 |
5,158.0 |
5,271.3 |
|
|
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 |
5,304.0 |
5,101.0 |
203.0 |
3.8% |
53.0 |
1.0% |
99% |
True |
False |
25,749 |
10 |
5,304.0 |
4,993.0 |
311.0 |
5.9% |
59.0 |
1.1% |
99% |
True |
False |
28,958 |
20 |
5,304.0 |
4,993.0 |
311.0 |
5.9% |
66.2 |
1.2% |
99% |
True |
False |
40,142 |
40 |
5,372.0 |
4,993.0 |
379.0 |
7.1% |
49.5 |
0.9% |
81% |
False |
False |
20,684 |
60 |
5,372.0 |
4,993.0 |
379.0 |
7.1% |
38.5 |
0.7% |
81% |
False |
False |
13,828 |
80 |
5,372.0 |
4,836.0 |
536.0 |
10.1% |
34.1 |
0.6% |
87% |
False |
False |
10,384 |
100 |
5,372.0 |
4,773.0 |
599.0 |
11.3% |
27.9 |
0.5% |
88% |
False |
False |
8,307 |
120 |
5,372.0 |
4,600.0 |
772.0 |
14.6% |
24.9 |
0.5% |
91% |
False |
False |
6,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,533.5 |
2.618 |
5,445.4 |
1.618 |
5,391.4 |
1.000 |
5,358.0 |
0.618 |
5,337.4 |
HIGH |
5,304.0 |
0.618 |
5,283.4 |
0.500 |
5,277.0 |
0.382 |
5,270.6 |
LOW |
5,250.0 |
0.618 |
5,216.6 |
1.000 |
5,196.0 |
1.618 |
5,162.6 |
2.618 |
5,108.6 |
4.250 |
5,020.5 |
|
|
Fisher Pivots for day following 11-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,293.0 |
5,278.5 |
PP |
5,285.0 |
5,256.0 |
S1 |
5,277.0 |
5,233.5 |
|