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 |
1,364.7 |
1,372.4 |
7.7 |
0.6% |
1,328.8 |
High |
1,384.4 |
1,379.6 |
-4.8 |
-0.3% |
1,353.8 |
Low |
1,363.9 |
1,359.5 |
-4.4 |
-0.3% |
1,314.8 |
Close |
1,374.3 |
1,369.4 |
-4.9 |
-0.4% |
1,346.0 |
Range |
20.5 |
20.1 |
-0.4 |
-2.0% |
39.0 |
ATR |
22.9 |
22.7 |
-0.2 |
-0.9% |
0.0 |
Volume |
14,477 |
14,022 |
-455 |
-3.1% |
70,066 |
|
Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.8 |
1,419.7 |
1,380.5 |
|
R3 |
1,409.7 |
1,399.6 |
1,374.9 |
|
R2 |
1,389.6 |
1,389.6 |
1,373.1 |
|
R1 |
1,379.5 |
1,379.5 |
1,371.2 |
1,374.5 |
PP |
1,369.5 |
1,369.5 |
1,369.5 |
1,367.0 |
S1 |
1,359.4 |
1,359.4 |
1,367.6 |
1,354.4 |
S2 |
1,349.4 |
1,349.4 |
1,365.7 |
|
S3 |
1,329.3 |
1,339.3 |
1,363.9 |
|
S4 |
1,309.2 |
1,319.2 |
1,358.3 |
|
|
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 |
1,384.4 |
1,322.3 |
62.1 |
4.5% |
19.3 |
1.4% |
76% |
False |
False |
17,195 |
10 |
1,384.4 |
1,259.1 |
125.3 |
9.1% |
28.1 |
2.1% |
88% |
False |
False |
16,451 |
20 |
1,384.4 |
1,259.1 |
125.3 |
9.1% |
23.5 |
1.7% |
88% |
False |
False |
12,369 |
40 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
20.0 |
1.5% |
92% |
False |
False |
9,308 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.4 |
1.4% |
92% |
False |
False |
7,138 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.0 |
1.4% |
92% |
False |
False |
5,973 |
100 |
1,384.4 |
1,194.0 |
190.4 |
13.9% |
20.2 |
1.5% |
92% |
False |
False |
5,156 |
120 |
1,384.4 |
1,083.5 |
300.9 |
22.0% |
19.6 |
1.4% |
95% |
False |
False |
4,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.0 |
2.618 |
1,432.2 |
1.618 |
1,412.1 |
1.000 |
1,399.7 |
0.618 |
1,392.0 |
HIGH |
1,379.6 |
0.618 |
1,371.9 |
0.500 |
1,369.6 |
0.382 |
1,367.2 |
LOW |
1,359.5 |
0.618 |
1,347.1 |
1.000 |
1,339.4 |
1.618 |
1,327.0 |
2.618 |
1,306.9 |
4.250 |
1,274.1 |
|
|
Fisher Pivots for day following 07-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,369.6 |
1,368.0 |
PP |
1,369.5 |
1,366.5 |
S1 |
1,369.5 |
1,365.1 |
|