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 |
17,924.24 |
17,904.45 |
-19.79 |
-0.1% |
17,355.21 |
High |
18,002.38 |
17,904.45 |
-97.93 |
-0.5% |
18,002.38 |
Low |
17,916.91 |
17,785.28 |
-131.63 |
-0.7% |
17,063.08 |
Close |
17,949.37 |
17,840.62 |
-108.75 |
-0.6% |
17,949.37 |
Range |
85.47 |
119.17 |
33.70 |
39.4% |
939.30 |
ATR |
208.54 |
205.36 |
-3.17 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,200.96 |
18,139.96 |
17,906.16 |
|
R3 |
18,081.79 |
18,020.79 |
17,873.39 |
|
R2 |
17,962.62 |
17,962.62 |
17,862.47 |
|
R1 |
17,901.62 |
17,901.62 |
17,851.54 |
17,872.54 |
PP |
17,843.45 |
17,843.45 |
17,843.45 |
17,828.91 |
S1 |
17,782.45 |
17,782.45 |
17,829.70 |
17,753.37 |
S2 |
17,724.28 |
17,724.28 |
17,818.77 |
|
S3 |
17,605.11 |
17,663.28 |
17,807.85 |
|
S4 |
17,485.94 |
17,544.11 |
17,775.08 |
|
|
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 |
17,190.51 |
811.87 |
4.6% |
178.23 |
1.0% |
80% |
False |
False |
|
10 |
18,011.07 |
17,063.08 |
947.99 |
5.3% |
216.84 |
1.2% |
82% |
False |
False |
|
20 |
18,016.00 |
17,063.08 |
952.92 |
5.3% |
179.65 |
1.0% |
82% |
False |
False |
|
40 |
18,016.00 |
17,063.08 |
952.92 |
5.3% |
170.32 |
1.0% |
82% |
False |
False |
|
60 |
18,167.63 |
17,063.08 |
1,104.55 |
6.2% |
162.40 |
0.9% |
70% |
False |
False |
|
80 |
18,167.63 |
17,014.99 |
1,152.64 |
6.5% |
158.92 |
0.9% |
72% |
False |
False |
|
100 |
18,167.63 |
15,503.01 |
2,664.62 |
14.9% |
169.80 |
1.0% |
88% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
196.33 |
1.1% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,410.92 |
2.618 |
18,216.44 |
1.618 |
18,097.27 |
1.000 |
18,023.62 |
0.618 |
17,978.10 |
HIGH |
17,904.45 |
0.618 |
17,858.93 |
0.500 |
17,844.87 |
0.382 |
17,830.80 |
LOW |
17,785.28 |
0.618 |
17,711.63 |
1.000 |
17,666.11 |
1.618 |
17,592.46 |
2.618 |
17,473.29 |
4.250 |
17,278.81 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
17,844.87 |
17,857.09 |
PP |
17,843.45 |
17,851.60 |
S1 |
17,842.04 |
17,846.11 |
|