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 |
4,397.00 |
4,438.75 |
41.75 |
0.9% |
4,250.00 |
High |
4,446.25 |
4,451.50 |
5.25 |
0.1% |
4,446.25 |
Low |
4,386.25 |
4,377.50 |
-8.75 |
-0.2% |
4,167.75 |
Close |
4,433.25 |
4,404.00 |
-29.25 |
-0.7% |
4,433.25 |
Range |
60.00 |
74.00 |
14.00 |
23.3% |
278.50 |
ATR |
74.46 |
74.43 |
-0.03 |
0.0% |
0.00 |
Volume |
176,656 |
200,656 |
24,000 |
13.6% |
1,351,151 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,633.00 |
4,592.50 |
4,444.75 |
|
R3 |
4,559.00 |
4,518.50 |
4,424.25 |
|
R2 |
4,485.00 |
4,485.00 |
4,417.50 |
|
R1 |
4,444.50 |
4,444.50 |
4,410.75 |
4,427.75 |
PP |
4,411.00 |
4,411.00 |
4,411.00 |
4,402.50 |
S1 |
4,370.50 |
4,370.50 |
4,397.25 |
4,353.75 |
S2 |
4,337.00 |
4,337.00 |
4,390.50 |
|
S3 |
4,263.00 |
4,296.50 |
4,383.75 |
|
S4 |
4,189.00 |
4,222.50 |
4,363.25 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,184.50 |
5,087.50 |
4,586.50 |
|
R3 |
4,906.00 |
4,809.00 |
4,509.75 |
|
R2 |
4,627.50 |
4,627.50 |
4,484.25 |
|
R1 |
4,530.50 |
4,530.50 |
4,458.75 |
4,579.00 |
PP |
4,349.00 |
4,349.00 |
4,349.00 |
4,373.50 |
S1 |
4,252.00 |
4,252.00 |
4,407.75 |
4,300.50 |
S2 |
4,070.50 |
4,070.50 |
4,382.25 |
|
S3 |
3,792.00 |
3,973.50 |
4,356.75 |
|
S4 |
3,513.50 |
3,695.00 |
4,280.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,451.50 |
4,176.00 |
275.50 |
6.3% |
85.25 |
1.9% |
83% |
True |
False |
227,711 |
10 |
4,494.00 |
4,167.75 |
326.25 |
7.4% |
92.75 |
2.1% |
72% |
False |
False |
262,913 |
20 |
4,537.25 |
4,167.75 |
369.50 |
8.4% |
70.75 |
1.6% |
64% |
False |
False |
230,477 |
40 |
4,537.25 |
4,167.75 |
369.50 |
8.4% |
62.25 |
1.4% |
64% |
False |
False |
115,607 |
60 |
4,576.50 |
4,167.75 |
408.75 |
9.3% |
61.25 |
1.4% |
58% |
False |
False |
77,106 |
80 |
4,576.50 |
4,167.75 |
408.75 |
9.3% |
57.75 |
1.3% |
58% |
False |
False |
57,849 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.3% |
53.25 |
1.2% |
74% |
False |
False |
46,281 |
120 |
4,576.50 |
3,902.00 |
674.50 |
15.3% |
53.50 |
1.2% |
74% |
False |
False |
38,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,766.00 |
2.618 |
4,645.25 |
1.618 |
4,571.25 |
1.000 |
4,525.50 |
0.618 |
4,497.25 |
HIGH |
4,451.50 |
0.618 |
4,423.25 |
0.500 |
4,414.50 |
0.382 |
4,405.75 |
LOW |
4,377.50 |
0.618 |
4,331.75 |
1.000 |
4,303.50 |
1.618 |
4,257.75 |
2.618 |
4,183.75 |
4.250 |
4,063.00 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,414.50 |
4,401.00 |
PP |
4,411.00 |
4,398.00 |
S1 |
4,407.50 |
4,395.00 |
|