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 |
17,807.47 |
17,924.24 |
116.77 |
0.7% |
17,355.21 |
High |
17,926.91 |
17,984.95 |
58.04 |
0.3% |
18,002.38 |
Low |
17,713.45 |
17,816.65 |
103.20 |
0.6% |
17,063.08 |
Close |
17,918.62 |
17,895.88 |
-22.74 |
-0.1% |
17,949.37 |
Range |
213.46 |
168.30 |
-45.16 |
-21.2% |
939.30 |
ATR |
205.94 |
203.25 |
-2.69 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,404.06 |
18,318.27 |
17,988.45 |
|
R3 |
18,235.76 |
18,149.97 |
17,942.16 |
|
R2 |
18,067.46 |
18,067.46 |
17,926.74 |
|
R1 |
17,981.67 |
17,981.67 |
17,911.31 |
17,940.42 |
PP |
17,899.16 |
17,899.16 |
17,899.16 |
17,878.53 |
S1 |
17,813.37 |
17,813.37 |
17,880.45 |
17,772.12 |
S2 |
17,730.86 |
17,730.86 |
17,865.03 |
|
S3 |
17,562.56 |
17,645.07 |
17,849.60 |
|
S4 |
17,394.26 |
17,476.77 |
17,803.32 |
|
|
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 |
17,711.80 |
290.58 |
1.6% |
161.04 |
0.9% |
63% |
False |
False |
|
10 |
18,011.07 |
17,063.08 |
947.99 |
5.3% |
232.23 |
1.3% |
88% |
False |
False |
|
20 |
18,011.07 |
17,063.08 |
947.99 |
5.3% |
191.19 |
1.1% |
88% |
False |
False |
|
40 |
18,016.00 |
17,063.08 |
952.92 |
5.3% |
171.80 |
1.0% |
87% |
False |
False |
|
60 |
18,167.63 |
17,063.08 |
1,104.55 |
6.2% |
162.65 |
0.9% |
75% |
False |
False |
|
80 |
18,167.63 |
17,063.08 |
1,104.55 |
6.2% |
159.70 |
0.9% |
75% |
False |
False |
|
100 |
18,167.63 |
16,012.39 |
2,155.24 |
12.0% |
166.84 |
0.9% |
87% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
192.20 |
1.1% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,700.23 |
2.618 |
18,425.56 |
1.618 |
18,257.26 |
1.000 |
18,153.25 |
0.618 |
18,088.96 |
HIGH |
17,984.95 |
0.618 |
17,920.66 |
0.500 |
17,900.80 |
0.382 |
17,880.94 |
LOW |
17,816.65 |
0.618 |
17,712.64 |
1.000 |
17,648.35 |
1.618 |
17,544.34 |
2.618 |
17,376.04 |
4.250 |
17,101.38 |
|
|
Fisher Pivots for day following 07-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
17,900.80 |
17,880.32 |
PP |
17,899.16 |
17,864.76 |
S1 |
17,897.52 |
17,849.20 |
|