Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,877.75 |
1,907.50 |
29.75 |
1.6% |
1,902.50 |
High |
1,919.75 |
1,913.25 |
-6.50 |
-0.3% |
1,939.00 |
Low |
1,864.00 |
1,842.00 |
-22.00 |
-1.2% |
1,842.00 |
Close |
1,907.25 |
1,867.50 |
-39.75 |
-2.1% |
1,867.50 |
Range |
55.75 |
71.25 |
15.50 |
27.8% |
97.00 |
ATR |
39.00 |
41.31 |
2.30 |
5.9% |
0.00 |
Volume |
7,282 |
5,663 |
-1,619 |
-22.2% |
23,469 |
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,088.00 |
2,049.00 |
1,906.75 |
|
R3 |
2,016.75 |
1,977.75 |
1,887.00 |
|
R2 |
1,945.50 |
1,945.50 |
1,880.50 |
|
R1 |
1,906.50 |
1,906.50 |
1,874.00 |
1,890.50 |
PP |
1,874.25 |
1,874.25 |
1,874.25 |
1,866.25 |
S1 |
1,835.25 |
1,835.25 |
1,861.00 |
1,819.00 |
S2 |
1,803.00 |
1,803.00 |
1,854.50 |
|
S3 |
1,731.75 |
1,764.00 |
1,848.00 |
|
S4 |
1,660.50 |
1,692.75 |
1,828.25 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,173.75 |
2,117.75 |
1,920.75 |
|
R3 |
2,076.75 |
2,020.75 |
1,894.25 |
|
R2 |
1,979.75 |
1,979.75 |
1,885.25 |
|
R1 |
1,923.75 |
1,923.75 |
1,876.50 |
1,903.25 |
PP |
1,882.75 |
1,882.75 |
1,882.75 |
1,872.50 |
S1 |
1,826.75 |
1,826.75 |
1,858.50 |
1,806.25 |
S2 |
1,785.75 |
1,785.75 |
1,849.75 |
|
S3 |
1,688.75 |
1,729.75 |
1,840.75 |
|
S4 |
1,591.75 |
1,632.75 |
1,814.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,939.00 |
1,842.00 |
97.00 |
5.2% |
54.25 |
2.9% |
26% |
False |
True |
4,693 |
10 |
2,036.25 |
1,842.00 |
194.25 |
10.4% |
51.75 |
2.8% |
13% |
False |
True |
4,617 |
20 |
2,068.00 |
1,842.00 |
226.00 |
12.1% |
39.25 |
2.1% |
11% |
False |
True |
3,038 |
40 |
2,090.50 |
1,842.00 |
248.50 |
13.3% |
34.00 |
1.8% |
10% |
False |
True |
1,695 |
60 |
2,095.75 |
1,842.00 |
253.75 |
13.6% |
31.00 |
1.7% |
10% |
False |
True |
1,267 |
80 |
2,095.75 |
1,842.00 |
253.75 |
13.6% |
30.50 |
1.6% |
10% |
False |
True |
989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,216.00 |
2.618 |
2,099.75 |
1.618 |
2,028.50 |
1.000 |
1,984.50 |
0.618 |
1,957.25 |
HIGH |
1,913.25 |
0.618 |
1,886.00 |
0.500 |
1,877.50 |
0.382 |
1,869.25 |
LOW |
1,842.00 |
0.618 |
1,798.00 |
1.000 |
1,770.75 |
1.618 |
1,726.75 |
2.618 |
1,655.50 |
4.250 |
1,539.25 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,877.50 |
1,890.50 |
PP |
1,874.25 |
1,882.75 |
S1 |
1,871.00 |
1,875.25 |
|