| 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 |
17,772 |
17,825 |
53 |
0.3% |
17,185 |
| High |
17,838 |
17,895 |
57 |
0.3% |
17,903 |
| Low |
17,618 |
17,726 |
108 |
0.6% |
16,961 |
| Close |
17,834 |
17,818 |
-16 |
-0.1% |
17,866 |
| Range |
220 |
169 |
-51 |
-23.2% |
942 |
| ATR |
243 |
238 |
-5 |
-2.2% |
0 |
| Volume |
179,302 |
134,784 |
-44,518 |
-24.8% |
947,058 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,320 |
18,238 |
17,911 |
|
| R3 |
18,151 |
18,069 |
17,865 |
|
| R2 |
17,982 |
17,982 |
17,849 |
|
| R1 |
17,900 |
17,900 |
17,834 |
17,857 |
| PP |
17,813 |
17,813 |
17,813 |
17,791 |
| S1 |
17,731 |
17,731 |
17,803 |
17,688 |
| S2 |
17,644 |
17,644 |
17,787 |
|
| S3 |
17,475 |
17,562 |
17,772 |
|
| S4 |
17,306 |
17,393 |
17,725 |
|
|
| 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 |
17,557 |
367 |
2.1% |
207 |
1.2% |
71% |
False |
False |
150,700 |
| 10 |
18,025 |
16,961 |
1,064 |
6.0% |
319 |
1.8% |
81% |
False |
False |
199,826 |
| 20 |
18,025 |
16,961 |
1,064 |
6.0% |
245 |
1.4% |
81% |
False |
False |
179,386 |
| 40 |
18,025 |
16,961 |
1,064 |
6.0% |
206 |
1.2% |
81% |
False |
False |
90,205 |
| 60 |
18,025 |
16,961 |
1,064 |
6.0% |
188 |
1.1% |
81% |
False |
False |
60,166 |
| 80 |
18,025 |
16,961 |
1,064 |
6.0% |
176 |
1.0% |
81% |
False |
False |
45,149 |
| 100 |
18,025 |
15,858 |
2,167 |
12.2% |
168 |
0.9% |
90% |
False |
False |
36,123 |
| 120 |
18,025 |
15,450 |
2,575 |
14.5% |
162 |
0.9% |
92% |
False |
False |
30,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,613 |
|
2.618 |
18,338 |
|
1.618 |
18,169 |
|
1.000 |
18,064 |
|
0.618 |
18,000 |
|
HIGH |
17,895 |
|
0.618 |
17,831 |
|
0.500 |
17,811 |
|
0.382 |
17,791 |
|
LOW |
17,726 |
|
0.618 |
17,622 |
|
1.000 |
17,557 |
|
1.618 |
17,453 |
|
2.618 |
17,284 |
|
4.250 |
17,008 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,816 |
17,802 |
| PP |
17,813 |
17,787 |
| S1 |
17,811 |
17,771 |
|