Trading Metrics calculated at close of trading on 13-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,905.50 |
1,916.75 |
11.25 |
0.6% |
2,032.50 |
High |
1,932.50 |
1,939.00 |
6.50 |
0.3% |
2,036.25 |
Low |
1,892.25 |
1,870.75 |
-21.50 |
-1.1% |
1,903.00 |
Close |
1,917.50 |
1,874.00 |
-43.50 |
-2.3% |
1,904.25 |
Range |
40.25 |
68.25 |
28.00 |
69.6% |
133.25 |
ATR |
35.37 |
37.71 |
2.35 |
6.6% |
0.00 |
Volume |
2,692 |
4,386 |
1,694 |
62.9% |
22,707 |
|
Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,099.25 |
2,055.00 |
1,911.50 |
|
R3 |
2,031.00 |
1,986.75 |
1,892.75 |
|
R2 |
1,962.75 |
1,962.75 |
1,886.50 |
|
R1 |
1,918.50 |
1,918.50 |
1,880.25 |
1,906.50 |
PP |
1,894.50 |
1,894.50 |
1,894.50 |
1,888.50 |
S1 |
1,850.25 |
1,850.25 |
1,867.75 |
1,838.25 |
S2 |
1,826.25 |
1,826.25 |
1,861.50 |
|
S3 |
1,758.00 |
1,782.00 |
1,855.25 |
|
S4 |
1,689.75 |
1,713.75 |
1,836.50 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,347.50 |
2,259.25 |
1,977.50 |
|
R3 |
2,214.25 |
2,126.00 |
1,941.00 |
|
R2 |
2,081.00 |
2,081.00 |
1,928.75 |
|
R1 |
1,992.75 |
1,992.75 |
1,916.50 |
1,970.25 |
PP |
1,947.75 |
1,947.75 |
1,947.75 |
1,936.50 |
S1 |
1,859.50 |
1,859.50 |
1,892.00 |
1,837.00 |
S2 |
1,814.50 |
1,814.50 |
1,879.75 |
|
S3 |
1,681.25 |
1,726.25 |
1,867.50 |
|
S4 |
1,548.00 |
1,593.00 |
1,831.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,983.50 |
1,870.75 |
112.75 |
6.0% |
52.25 |
2.8% |
3% |
False |
True |
4,166 |
10 |
2,068.00 |
1,870.75 |
197.25 |
10.5% |
43.75 |
2.3% |
2% |
False |
True |
3,573 |
20 |
2,068.00 |
1,870.75 |
197.25 |
10.5% |
36.50 |
1.9% |
2% |
False |
True |
2,444 |
40 |
2,090.50 |
1,870.75 |
219.75 |
11.7% |
32.75 |
1.7% |
1% |
False |
True |
1,386 |
60 |
2,095.75 |
1,870.75 |
225.00 |
12.0% |
29.25 |
1.6% |
1% |
False |
True |
1,052 |
80 |
2,095.75 |
1,846.25 |
249.50 |
13.3% |
29.75 |
1.6% |
11% |
False |
False |
828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,229.00 |
2.618 |
2,117.75 |
1.618 |
2,049.50 |
1.000 |
2,007.25 |
0.618 |
1,981.25 |
HIGH |
1,939.00 |
0.618 |
1,913.00 |
0.500 |
1,905.00 |
0.382 |
1,896.75 |
LOW |
1,870.75 |
0.618 |
1,828.50 |
1.000 |
1,802.50 |
1.618 |
1,760.25 |
2.618 |
1,692.00 |
4.250 |
1,580.75 |
|
|
Fisher Pivots for day following 13-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,905.00 |
1,905.00 |
PP |
1,894.50 |
1,894.50 |
S1 |
1,884.25 |
1,884.25 |
|