Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
213.19 |
214.53 |
1.34 |
0.6% |
208.95 |
High |
214.07 |
215.30 |
1.23 |
0.6% |
212.94 |
Low |
212.95 |
213.43 |
0.48 |
0.2% |
207.06 |
Close |
213.40 |
214.95 |
1.55 |
0.7% |
212.65 |
Range |
1.12 |
1.87 |
0.75 |
67.0% |
5.88 |
ATR |
2.53 |
2.49 |
-0.05 |
-1.8% |
0.00 |
Volume |
73,633,904 |
101,275,600 |
27,641,696 |
37.5% |
425,389,696 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
220.17 |
219.43 |
215.98 |
|
R3 |
218.30 |
217.56 |
215.46 |
|
R2 |
216.43 |
216.43 |
215.29 |
|
R1 |
215.69 |
215.69 |
215.12 |
216.06 |
PP |
214.56 |
214.56 |
214.56 |
214.75 |
S1 |
213.82 |
213.82 |
214.78 |
214.19 |
S2 |
212.69 |
212.69 |
214.61 |
|
S3 |
210.82 |
211.95 |
214.44 |
|
S4 |
208.95 |
210.08 |
213.92 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
228.52 |
226.47 |
215.88 |
|
R3 |
222.64 |
220.59 |
214.27 |
|
R2 |
216.76 |
216.76 |
213.73 |
|
R1 |
214.71 |
214.71 |
213.19 |
215.74 |
PP |
210.88 |
210.88 |
210.88 |
211.40 |
S1 |
208.83 |
208.83 |
212.11 |
209.86 |
S2 |
205.00 |
205.00 |
211.57 |
|
S3 |
199.12 |
202.95 |
211.03 |
|
S4 |
193.24 |
197.07 |
209.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
215.30 |
207.06 |
8.24 |
3.8% |
1.98 |
0.9% |
96% |
True |
False |
98,099,120 |
10 |
215.30 |
201.12 |
14.18 |
6.6% |
1.98 |
0.9% |
98% |
True |
False |
116,808,740 |
20 |
215.30 |
198.65 |
16.65 |
7.7% |
2.26 |
1.0% |
98% |
True |
False |
130,241,730 |
40 |
215.30 |
198.65 |
16.65 |
7.7% |
1.91 |
0.9% |
98% |
True |
False |
108,352,772 |
60 |
215.30 |
198.65 |
16.65 |
7.7% |
1.85 |
0.9% |
98% |
True |
False |
101,123,789 |
80 |
215.30 |
198.65 |
16.65 |
7.7% |
1.81 |
0.8% |
98% |
True |
False |
98,657,904 |
100 |
215.30 |
189.32 |
25.98 |
12.1% |
1.91 |
0.9% |
99% |
True |
False |
102,526,536 |
120 |
215.30 |
181.09 |
34.21 |
15.9% |
2.11 |
1.0% |
99% |
True |
False |
112,514,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
223.25 |
2.618 |
220.20 |
1.618 |
218.33 |
1.000 |
217.17 |
0.618 |
216.46 |
HIGH |
215.30 |
0.618 |
214.59 |
0.500 |
214.37 |
0.382 |
214.14 |
LOW |
213.43 |
0.618 |
212.27 |
1.000 |
211.56 |
1.618 |
210.40 |
2.618 |
208.53 |
4.250 |
205.48 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
214.76 |
214.31 |
PP |
214.56 |
213.68 |
S1 |
214.37 |
213.04 |
|