Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
10,913.5 |
10,550.0 |
-363.5 |
-3.3% |
10,763.5 |
High |
10,915.5 |
10,550.0 |
-365.5 |
-3.3% |
10,920.5 |
Low |
10,749.0 |
10,305.0 |
-444.0 |
-4.1% |
10,679.0 |
Close |
10,813.0 |
10,305.0 |
-508.0 |
-4.7% |
10,813.0 |
Range |
166.5 |
245.0 |
78.5 |
47.1% |
241.5 |
ATR |
215.4 |
236.3 |
20.9 |
9.7% |
0.0 |
Volume |
262 |
2,443 |
2,181 |
832.4% |
678 |
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,121.7 |
10,958.3 |
10,439.8 |
|
R3 |
10,876.7 |
10,713.3 |
10,372.4 |
|
R2 |
10,631.7 |
10,631.7 |
10,349.9 |
|
R1 |
10,468.3 |
10,468.3 |
10,327.5 |
10,427.5 |
PP |
10,386.7 |
10,386.7 |
10,386.7 |
10,366.3 |
S1 |
10,223.3 |
10,223.3 |
10,282.5 |
10,182.5 |
S2 |
10,141.7 |
10,141.7 |
10,260.1 |
|
S3 |
9,896.7 |
9,978.3 |
10,237.6 |
|
S4 |
9,651.7 |
9,733.3 |
10,170.3 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,528.7 |
11,412.3 |
10,945.8 |
|
R3 |
11,287.2 |
11,170.8 |
10,879.4 |
|
R2 |
11,045.7 |
11,045.7 |
10,857.3 |
|
R1 |
10,929.3 |
10,929.3 |
10,835.1 |
10,987.5 |
PP |
10,804.2 |
10,804.2 |
10,804.2 |
10,833.3 |
S1 |
10,687.8 |
10,687.8 |
10,790.9 |
10,746.0 |
S2 |
10,562.7 |
10,562.7 |
10,768.7 |
|
S3 |
10,321.2 |
10,446.3 |
10,746.6 |
|
S4 |
10,079.7 |
10,204.8 |
10,680.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,920.5 |
10,305.0 |
615.5 |
6.0% |
172.5 |
1.7% |
0% |
False |
True |
634 |
10 |
10,920.5 |
10,305.0 |
615.5 |
6.0% |
200.2 |
1.9% |
0% |
False |
True |
720 |
20 |
11,318.0 |
10,182.5 |
1,135.5 |
11.0% |
204.8 |
2.0% |
11% |
False |
False |
475 |
40 |
11,454.0 |
10,182.5 |
1,271.5 |
12.3% |
156.8 |
1.5% |
10% |
False |
False |
261 |
60 |
11,454.0 |
9,954.0 |
1,500.0 |
14.6% |
136.2 |
1.3% |
23% |
False |
False |
197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,591.3 |
2.618 |
11,191.4 |
1.618 |
10,946.4 |
1.000 |
10,795.0 |
0.618 |
10,701.4 |
HIGH |
10,550.0 |
0.618 |
10,456.4 |
0.500 |
10,427.5 |
0.382 |
10,398.6 |
LOW |
10,305.0 |
0.618 |
10,153.6 |
1.000 |
10,060.0 |
1.618 |
9,908.6 |
2.618 |
9,663.6 |
4.250 |
9,263.8 |
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