Trading Metrics calculated at close of trading on 05-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,331.5 |
1,352.1 |
20.6 |
1.5% |
1,328.8 |
High |
1,353.8 |
1,366.9 |
13.1 |
1.0% |
1,353.8 |
Low |
1,330.0 |
1,345.7 |
15.7 |
1.2% |
1,314.8 |
Close |
1,346.0 |
1,365.8 |
19.8 |
1.5% |
1,346.0 |
Range |
23.8 |
21.2 |
-2.6 |
-10.9% |
39.0 |
ATR |
23.2 |
23.1 |
-0.1 |
-0.6% |
0.0 |
Volume |
19,507 |
24,602 |
5,095 |
26.1% |
70,066 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.1 |
1,415.6 |
1,377.5 |
|
R3 |
1,401.9 |
1,394.4 |
1,371.6 |
|
R2 |
1,380.7 |
1,380.7 |
1,369.7 |
|
R1 |
1,373.2 |
1,373.2 |
1,367.7 |
1,377.0 |
PP |
1,359.5 |
1,359.5 |
1,359.5 |
1,361.3 |
S1 |
1,352.0 |
1,352.0 |
1,363.9 |
1,355.8 |
S2 |
1,338.3 |
1,338.3 |
1,361.9 |
|
S3 |
1,317.1 |
1,330.8 |
1,360.0 |
|
S4 |
1,295.9 |
1,309.6 |
1,354.1 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.2 |
1,439.6 |
1,367.5 |
|
R3 |
1,416.2 |
1,400.6 |
1,356.7 |
|
R2 |
1,377.2 |
1,377.2 |
1,353.2 |
|
R1 |
1,361.6 |
1,361.6 |
1,349.6 |
1,369.4 |
PP |
1,338.2 |
1,338.2 |
1,338.2 |
1,342.1 |
S1 |
1,322.6 |
1,322.6 |
1,342.4 |
1,330.4 |
S2 |
1,299.2 |
1,299.2 |
1,338.9 |
|
S3 |
1,260.2 |
1,283.6 |
1,335.3 |
|
S4 |
1,221.2 |
1,244.6 |
1,324.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,366.9 |
1,314.8 |
52.1 |
3.8% |
18.9 |
1.4% |
98% |
True |
False |
16,760 |
10 |
1,368.9 |
1,259.1 |
109.8 |
8.0% |
28.0 |
2.0% |
97% |
False |
False |
14,961 |
20 |
1,368.9 |
1,242.7 |
126.2 |
9.2% |
23.2 |
1.7% |
98% |
False |
False |
11,472 |
40 |
1,368.9 |
1,207.0 |
161.9 |
11.9% |
19.9 |
1.5% |
98% |
False |
False |
8,826 |
60 |
1,368.9 |
1,207.0 |
161.9 |
11.9% |
19.2 |
1.4% |
98% |
False |
False |
6,804 |
80 |
1,368.9 |
1,207.0 |
161.9 |
11.9% |
19.3 |
1.4% |
98% |
False |
False |
5,654 |
100 |
1,368.9 |
1,194.0 |
174.9 |
12.8% |
20.6 |
1.5% |
98% |
False |
False |
4,926 |
120 |
1,368.9 |
1,073.7 |
295.2 |
21.6% |
19.5 |
1.4% |
99% |
False |
False |
4,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,457.0 |
2.618 |
1,422.4 |
1.618 |
1,401.2 |
1.000 |
1,388.1 |
0.618 |
1,380.0 |
HIGH |
1,366.9 |
0.618 |
1,358.8 |
0.500 |
1,356.3 |
0.382 |
1,353.8 |
LOW |
1,345.7 |
0.618 |
1,332.6 |
1.000 |
1,324.5 |
1.618 |
1,311.4 |
2.618 |
1,290.2 |
4.250 |
1,255.6 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,362.6 |
1,358.7 |
PP |
1,359.5 |
1,351.7 |
S1 |
1,356.3 |
1,344.6 |
|