Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
5,260.0 |
5,330.0 |
70.0 |
1.3% |
5,200.0 |
High |
5,304.0 |
5,352.0 |
48.0 |
0.9% |
5,254.0 |
Low |
5,250.0 |
5,306.0 |
56.0 |
1.1% |
5,101.0 |
Close |
5,301.0 |
5,313.0 |
12.0 |
0.2% |
5,189.0 |
Range |
54.0 |
46.0 |
-8.0 |
-14.8% |
153.0 |
ATR |
73.0 |
71.5 |
-1.6 |
-2.2% |
0.0 |
Volume |
26,181 |
30,453 |
4,272 |
16.3% |
124,849 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,461.7 |
5,433.3 |
5,338.3 |
|
R3 |
5,415.7 |
5,387.3 |
5,325.7 |
|
R2 |
5,369.7 |
5,369.7 |
5,321.4 |
|
R1 |
5,341.3 |
5,341.3 |
5,317.2 |
5,332.5 |
PP |
5,323.7 |
5,323.7 |
5,323.7 |
5,319.3 |
S1 |
5,295.3 |
5,295.3 |
5,308.8 |
5,286.5 |
S2 |
5,277.7 |
5,277.7 |
5,304.6 |
|
S3 |
5,231.7 |
5,249.3 |
5,300.4 |
|
S4 |
5,185.7 |
5,203.3 |
5,287.7 |
|
|
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 |
5,352.0 |
5,101.0 |
251.0 |
4.7% |
47.0 |
0.9% |
84% |
True |
False |
26,499 |
10 |
5,352.0 |
5,072.0 |
280.0 |
5.3% |
56.6 |
1.1% |
86% |
True |
False |
27,837 |
20 |
5,352.0 |
4,993.0 |
359.0 |
6.8% |
66.1 |
1.2% |
89% |
True |
False |
32,617 |
40 |
5,372.0 |
4,993.0 |
379.0 |
7.1% |
50.4 |
0.9% |
84% |
False |
False |
21,443 |
60 |
5,372.0 |
4,993.0 |
379.0 |
7.1% |
39.3 |
0.7% |
84% |
False |
False |
14,329 |
80 |
5,372.0 |
4,836.0 |
536.0 |
10.1% |
34.7 |
0.7% |
89% |
False |
False |
10,764 |
100 |
5,372.0 |
4,775.0 |
597.0 |
11.2% |
28.4 |
0.5% |
90% |
False |
False |
8,612 |
120 |
5,372.0 |
4,600.0 |
772.0 |
14.5% |
25.3 |
0.5% |
92% |
False |
False |
7,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,547.5 |
2.618 |
5,472.4 |
1.618 |
5,426.4 |
1.000 |
5,398.0 |
0.618 |
5,380.4 |
HIGH |
5,352.0 |
0.618 |
5,334.4 |
0.500 |
5,329.0 |
0.382 |
5,323.6 |
LOW |
5,306.0 |
0.618 |
5,277.6 |
1.000 |
5,260.0 |
1.618 |
5,231.6 |
2.618 |
5,185.6 |
4.250 |
5,110.5 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,329.0 |
5,294.7 |
PP |
5,323.7 |
5,276.3 |
S1 |
5,318.3 |
5,258.0 |
|