Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
17,712.76 |
17,924.24 |
211.48 |
1.2% |
17,355.21 |
High |
17,930.61 |
18,002.38 |
71.77 |
0.4% |
18,002.38 |
Low |
17,711.80 |
17,916.91 |
205.11 |
1.2% |
17,063.08 |
Close |
17,929.99 |
17,949.37 |
19.38 |
0.1% |
17,949.37 |
Range |
218.81 |
85.47 |
-133.34 |
-60.9% |
939.30 |
ATR |
218.00 |
208.54 |
-9.47 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,212.63 |
18,166.47 |
17,996.38 |
|
R3 |
18,127.16 |
18,081.00 |
17,972.87 |
|
R2 |
18,041.69 |
18,041.69 |
17,965.04 |
|
R1 |
17,995.53 |
17,995.53 |
17,957.20 |
18,018.61 |
PP |
17,956.22 |
17,956.22 |
17,956.22 |
17,967.76 |
S1 |
17,910.06 |
17,910.06 |
17,941.54 |
17,933.14 |
S2 |
17,870.75 |
17,870.75 |
17,933.70 |
|
S3 |
17,785.28 |
17,824.59 |
17,925.87 |
|
S4 |
17,699.81 |
17,739.12 |
17,902.36 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,489.51 |
20,158.74 |
18,465.99 |
|
R3 |
19,550.21 |
19,219.44 |
18,207.68 |
|
R2 |
18,610.91 |
18,610.91 |
18,121.58 |
|
R1 |
18,280.14 |
18,280.14 |
18,035.47 |
18,445.53 |
PP |
17,671.61 |
17,671.61 |
17,671.61 |
17,754.30 |
S1 |
17,340.84 |
17,340.84 |
17,863.27 |
17,506.23 |
S2 |
16,732.31 |
16,732.31 |
17,777.17 |
|
S3 |
15,793.01 |
16,401.54 |
17,691.06 |
|
S4 |
14,853.71 |
15,462.24 |
17,432.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,002.38 |
17,063.08 |
939.30 |
5.2% |
212.82 |
1.2% |
94% |
True |
False |
|
10 |
18,011.07 |
17,063.08 |
947.99 |
5.3% |
225.87 |
1.3% |
93% |
False |
False |
|
20 |
18,016.00 |
17,063.08 |
952.92 |
5.3% |
180.04 |
1.0% |
93% |
False |
False |
|
40 |
18,016.00 |
17,063.08 |
952.92 |
5.3% |
171.45 |
1.0% |
93% |
False |
False |
|
60 |
18,167.63 |
17,063.08 |
1,104.55 |
6.2% |
163.18 |
0.9% |
80% |
False |
False |
|
80 |
18,167.63 |
16,821.86 |
1,345.77 |
7.5% |
161.28 |
0.9% |
84% |
False |
False |
|
100 |
18,167.63 |
15,503.01 |
2,664.62 |
14.8% |
171.63 |
1.0% |
92% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
197.58 |
1.1% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,365.63 |
2.618 |
18,226.14 |
1.618 |
18,140.67 |
1.000 |
18,087.85 |
0.618 |
18,055.20 |
HIGH |
18,002.38 |
0.618 |
17,969.73 |
0.500 |
17,959.65 |
0.382 |
17,949.56 |
LOW |
17,916.91 |
0.618 |
17,864.09 |
1.000 |
17,831.44 |
1.618 |
17,778.62 |
2.618 |
17,693.15 |
4.250 |
17,553.66 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
17,959.65 |
17,875.98 |
PP |
17,956.22 |
17,802.59 |
S1 |
17,952.80 |
17,729.20 |
|