Trading Metrics calculated at close of trading on 06-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
17,904.45 |
17,807.47 |
-96.98 |
-0.5% |
17,355.21 |
High |
17,904.45 |
17,926.91 |
22.46 |
0.1% |
18,002.38 |
Low |
17,785.28 |
17,713.45 |
-71.83 |
-0.4% |
17,063.08 |
Close |
17,840.62 |
17,918.62 |
78.00 |
0.4% |
17,949.37 |
Range |
119.17 |
213.46 |
94.29 |
79.1% |
939.30 |
ATR |
205.36 |
205.94 |
0.58 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,493.37 |
18,419.46 |
18,036.02 |
|
R3 |
18,279.91 |
18,206.00 |
17,977.32 |
|
R2 |
18,066.45 |
18,066.45 |
17,957.75 |
|
R1 |
17,992.54 |
17,992.54 |
17,938.19 |
18,029.50 |
PP |
17,852.99 |
17,852.99 |
17,852.99 |
17,871.47 |
S1 |
17,779.08 |
17,779.08 |
17,899.05 |
17,816.04 |
S2 |
17,639.53 |
17,639.53 |
17,879.49 |
|
S3 |
17,426.07 |
17,565.62 |
17,859.92 |
|
S4 |
17,212.61 |
17,352.16 |
17,801.22 |
|
|
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 |
17,456.02 |
546.36 |
3.0% |
177.08 |
1.0% |
85% |
False |
False |
|
10 |
18,011.07 |
17,063.08 |
947.99 |
5.3% |
230.38 |
1.3% |
90% |
False |
False |
|
20 |
18,016.00 |
17,063.08 |
952.92 |
5.3% |
186.98 |
1.0% |
90% |
False |
False |
|
40 |
18,016.00 |
17,063.08 |
952.92 |
5.3% |
172.79 |
1.0% |
90% |
False |
False |
|
60 |
18,167.63 |
17,063.08 |
1,104.55 |
6.2% |
163.02 |
0.9% |
77% |
False |
False |
|
80 |
18,167.63 |
17,063.08 |
1,104.55 |
6.2% |
159.02 |
0.9% |
77% |
False |
False |
|
100 |
18,167.63 |
15,691.62 |
2,476.01 |
13.8% |
167.99 |
0.9% |
90% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
194.19 |
1.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,834.12 |
2.618 |
18,485.75 |
1.618 |
18,272.29 |
1.000 |
18,140.37 |
0.618 |
18,058.83 |
HIGH |
17,926.91 |
0.618 |
17,845.37 |
0.500 |
17,820.18 |
0.382 |
17,794.99 |
LOW |
17,713.45 |
0.618 |
17,581.53 |
1.000 |
17,499.99 |
1.618 |
17,368.07 |
2.618 |
17,154.61 |
4.250 |
16,806.25 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
17,885.81 |
17,898.39 |
PP |
17,852.99 |
17,878.15 |
S1 |
17,820.18 |
17,857.92 |
|