| 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 |
17,789 |
17,880 |
91 |
0.5% |
17,185 |
| High |
17,903 |
17,924 |
21 |
0.1% |
17,903 |
| Low |
17,762 |
17,689 |
-73 |
-0.4% |
16,961 |
| Close |
17,866 |
17,762 |
-104 |
-0.6% |
17,866 |
| Range |
141 |
235 |
94 |
66.7% |
942 |
| ATR |
245 |
245 |
-1 |
-0.3% |
0 |
| Volume |
115,502 |
150,836 |
35,334 |
30.6% |
947,058 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,497 |
18,364 |
17,891 |
|
| R3 |
18,262 |
18,129 |
17,827 |
|
| R2 |
18,027 |
18,027 |
17,805 |
|
| R1 |
17,894 |
17,894 |
17,784 |
17,843 |
| PP |
17,792 |
17,792 |
17,792 |
17,766 |
| S1 |
17,659 |
17,659 |
17,741 |
17,608 |
| S2 |
17,557 |
17,557 |
17,719 |
|
| S3 |
17,322 |
17,424 |
17,698 |
|
| S4 |
17,087 |
17,189 |
17,633 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,403 |
20,076 |
18,384 |
|
| R3 |
19,461 |
19,134 |
18,125 |
|
| R2 |
18,519 |
18,519 |
18,039 |
|
| R1 |
18,192 |
18,192 |
17,952 |
18,356 |
| PP |
17,577 |
17,577 |
17,577 |
17,658 |
| S1 |
17,250 |
17,250 |
17,780 |
17,414 |
| S2 |
16,635 |
16,635 |
17,693 |
|
| S3 |
15,693 |
16,308 |
17,607 |
|
| S4 |
14,751 |
15,366 |
17,348 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,924 |
16,979 |
945 |
5.3% |
283 |
1.6% |
83% |
True |
False |
160,246 |
| 10 |
18,025 |
16,961 |
1,064 |
6.0% |
305 |
1.7% |
75% |
False |
False |
193,965 |
| 20 |
18,025 |
16,961 |
1,064 |
6.0% |
236 |
1.3% |
75% |
False |
False |
164,060 |
| 40 |
18,025 |
16,961 |
1,064 |
6.0% |
204 |
1.1% |
75% |
False |
False |
82,359 |
| 60 |
18,025 |
16,961 |
1,064 |
6.0% |
188 |
1.1% |
75% |
False |
False |
54,939 |
| 80 |
18,025 |
16,900 |
1,125 |
6.3% |
175 |
1.0% |
77% |
False |
False |
41,224 |
| 100 |
18,025 |
15,450 |
2,575 |
14.5% |
164 |
0.9% |
90% |
False |
False |
32,983 |
| 120 |
18,025 |
15,450 |
2,575 |
14.5% |
163 |
0.9% |
90% |
False |
False |
27,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,923 |
|
2.618 |
18,539 |
|
1.618 |
18,304 |
|
1.000 |
18,159 |
|
0.618 |
18,069 |
|
HIGH |
17,924 |
|
0.618 |
17,834 |
|
0.500 |
17,807 |
|
0.382 |
17,779 |
|
LOW |
17,689 |
|
0.618 |
17,544 |
|
1.000 |
17,454 |
|
1.618 |
17,309 |
|
2.618 |
17,074 |
|
4.250 |
16,690 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,807 |
17,755 |
| PP |
17,792 |
17,748 |
| S1 |
17,777 |
17,741 |
|