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 |
1,368.7 |
1,376.3 |
7.6 |
0.6% |
1,352.1 |
High |
1,378.7 |
1,383.5 |
4.8 |
0.3% |
1,384.4 |
Low |
1,343.7 |
1,359.4 |
15.7 |
1.2% |
1,343.7 |
Close |
1,365.7 |
1,364.0 |
-1.7 |
-0.1% |
1,365.7 |
Range |
35.0 |
24.1 |
-10.9 |
-31.1% |
40.7 |
ATR |
23.6 |
23.6 |
0.0 |
0.2% |
0.0 |
Volume |
28,399 |
41,344 |
12,945 |
45.6% |
81,500 |
|
Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.3 |
1,426.7 |
1,377.3 |
|
R3 |
1,417.2 |
1,402.6 |
1,370.6 |
|
R2 |
1,393.1 |
1,393.1 |
1,368.4 |
|
R1 |
1,378.5 |
1,378.5 |
1,366.2 |
1,373.8 |
PP |
1,369.0 |
1,369.0 |
1,369.0 |
1,366.6 |
S1 |
1,354.4 |
1,354.4 |
1,361.8 |
1,349.7 |
S2 |
1,344.9 |
1,344.9 |
1,359.6 |
|
S3 |
1,320.8 |
1,330.3 |
1,357.4 |
|
S4 |
1,296.7 |
1,306.2 |
1,350.7 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.7 |
1,466.9 |
1,388.1 |
|
R3 |
1,446.0 |
1,426.2 |
1,376.9 |
|
R2 |
1,405.3 |
1,405.3 |
1,373.2 |
|
R1 |
1,385.5 |
1,385.5 |
1,369.4 |
1,395.4 |
PP |
1,364.6 |
1,364.6 |
1,364.6 |
1,369.6 |
S1 |
1,344.8 |
1,344.8 |
1,362.0 |
1,354.7 |
S2 |
1,323.9 |
1,323.9 |
1,358.2 |
|
S3 |
1,283.2 |
1,304.1 |
1,354.5 |
|
S4 |
1,242.5 |
1,263.4 |
1,343.3 |
|
|
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 |
1,343.7 |
40.7 |
3.0% |
24.2 |
1.8% |
50% |
False |
False |
24,568 |
10 |
1,384.4 |
1,314.8 |
69.6 |
5.1% |
21.3 |
1.6% |
71% |
False |
False |
19,291 |
20 |
1,384.4 |
1,259.1 |
125.3 |
9.2% |
25.1 |
1.8% |
84% |
False |
False |
15,089 |
40 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
20.7 |
1.5% |
89% |
False |
False |
10,663 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.8 |
1.5% |
89% |
False |
False |
8,211 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.1 |
1.4% |
89% |
False |
False |
6,811 |
100 |
1,384.4 |
1,205.5 |
178.9 |
13.1% |
20.2 |
1.5% |
89% |
False |
False |
5,803 |
120 |
1,384.4 |
1,093.9 |
290.5 |
21.3% |
19.9 |
1.5% |
93% |
False |
False |
5,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,485.9 |
2.618 |
1,446.6 |
1.618 |
1,422.5 |
1.000 |
1,407.6 |
0.618 |
1,398.4 |
HIGH |
1,383.5 |
0.618 |
1,374.3 |
0.500 |
1,371.5 |
0.382 |
1,368.6 |
LOW |
1,359.4 |
0.618 |
1,344.5 |
1.000 |
1,335.3 |
1.618 |
1,320.4 |
2.618 |
1,296.3 |
4.250 |
1,257.0 |
|
|
Fisher Pivots for day following 11-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,371.5 |
1,363.9 |
PP |
1,369.0 |
1,363.7 |
S1 |
1,366.5 |
1,363.6 |
|