Trading Metrics calculated at close of trading on 11-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
16.20 |
16.20 |
0.00 |
0.0% |
16.40 |
High |
16.28 |
16.33 |
0.05 |
0.3% |
16.48 |
Low |
16.17 |
16.09 |
-0.08 |
-0.5% |
16.15 |
Close |
16.20 |
16.29 |
0.09 |
0.6% |
16.20 |
Range |
0.11 |
0.24 |
0.13 |
118.2% |
0.33 |
ATR |
0.19 |
0.20 |
0.00 |
1.7% |
0.00 |
Volume |
741,200 |
2,448,200 |
1,707,000 |
230.3% |
4,679,900 |
|
Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.96 |
16.86 |
16.42 |
|
R3 |
16.72 |
16.62 |
16.36 |
|
R2 |
16.48 |
16.48 |
16.33 |
|
R1 |
16.38 |
16.38 |
16.31 |
16.43 |
PP |
16.24 |
16.24 |
16.24 |
16.26 |
S1 |
16.14 |
16.14 |
16.27 |
16.19 |
S2 |
16.00 |
16.00 |
16.25 |
|
S3 |
15.76 |
15.90 |
16.22 |
|
S4 |
15.52 |
15.66 |
16.16 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17.27 |
17.06 |
16.38 |
|
R3 |
16.94 |
16.73 |
16.29 |
|
R2 |
16.61 |
16.61 |
16.26 |
|
R1 |
16.40 |
16.40 |
16.23 |
16.34 |
PP |
16.28 |
16.28 |
16.28 |
16.25 |
S1 |
16.07 |
16.07 |
16.17 |
16.01 |
S2 |
15.95 |
15.95 |
16.14 |
|
S3 |
15.62 |
15.74 |
16.11 |
|
S4 |
15.29 |
15.41 |
16.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16.48 |
16.09 |
0.39 |
2.4% |
0.18 |
1.1% |
51% |
False |
True |
1,425,620 |
10 |
16.48 |
15.72 |
0.76 |
4.7% |
0.20 |
1.2% |
75% |
False |
False |
1,521,760 |
20 |
16.48 |
15.61 |
0.87 |
5.3% |
0.19 |
1.2% |
78% |
False |
False |
1,784,510 |
40 |
16.65 |
15.61 |
1.04 |
6.4% |
0.17 |
1.1% |
65% |
False |
False |
1,684,867 |
60 |
16.65 |
15.61 |
1.04 |
6.4% |
0.18 |
1.1% |
65% |
False |
False |
1,416,518 |
80 |
16.65 |
14.07 |
2.58 |
15.8% |
0.19 |
1.2% |
86% |
False |
False |
1,718,853 |
100 |
16.65 |
12.82 |
3.83 |
23.5% |
0.21 |
1.3% |
91% |
False |
False |
1,556,706 |
120 |
16.65 |
10.54 |
6.11 |
37.5% |
0.24 |
1.5% |
94% |
False |
False |
1,591,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17.35 |
2.618 |
16.96 |
1.618 |
16.72 |
1.000 |
16.57 |
0.618 |
16.48 |
HIGH |
16.33 |
0.618 |
16.24 |
0.500 |
16.21 |
0.382 |
16.18 |
LOW |
16.09 |
0.618 |
15.94 |
1.000 |
15.85 |
1.618 |
15.70 |
2.618 |
15.46 |
4.250 |
15.07 |
|
|
Fisher Pivots for day following 11-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
16.26 |
16.28 |
PP |
16.24 |
16.26 |
S1 |
16.21 |
16.25 |
|