Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,907.50 |
1,862.00 |
-45.50 |
-2.4% |
1,902.50 |
High |
1,913.25 |
1,899.75 |
-13.50 |
-0.7% |
1,939.00 |
Low |
1,842.00 |
1,849.00 |
7.00 |
0.4% |
1,842.00 |
Close |
1,867.50 |
1,865.25 |
-2.25 |
-0.1% |
1,867.50 |
Range |
71.25 |
50.75 |
-20.50 |
-28.8% |
97.00 |
ATR |
41.31 |
41.98 |
0.67 |
1.6% |
0.00 |
Volume |
5,663 |
4,615 |
-1,048 |
-18.5% |
23,469 |
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.50 |
1,995.25 |
1,893.25 |
|
R3 |
1,972.75 |
1,944.50 |
1,879.25 |
|
R2 |
1,922.00 |
1,922.00 |
1,874.50 |
|
R1 |
1,893.75 |
1,893.75 |
1,870.00 |
1,908.00 |
PP |
1,871.25 |
1,871.25 |
1,871.25 |
1,878.50 |
S1 |
1,843.00 |
1,843.00 |
1,860.50 |
1,857.00 |
S2 |
1,820.50 |
1,820.50 |
1,856.00 |
|
S3 |
1,769.75 |
1,792.25 |
1,851.25 |
|
S4 |
1,719.00 |
1,741.50 |
1,837.25 |
|
|
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% |
57.25 |
3.1% |
24% |
False |
False |
4,927 |
10 |
2,009.50 |
1,842.00 |
167.50 |
9.0% |
50.50 |
2.7% |
14% |
False |
False |
4,545 |
20 |
2,068.00 |
1,842.00 |
226.00 |
12.1% |
39.50 |
2.1% |
10% |
False |
False |
3,205 |
40 |
2,090.50 |
1,842.00 |
248.50 |
13.3% |
34.50 |
1.8% |
9% |
False |
False |
1,805 |
60 |
2,095.75 |
1,842.00 |
253.75 |
13.6% |
31.25 |
1.7% |
9% |
False |
False |
1,342 |
80 |
2,095.75 |
1,842.00 |
253.75 |
13.6% |
30.75 |
1.7% |
9% |
False |
False |
1,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,115.50 |
2.618 |
2,032.50 |
1.618 |
1,981.75 |
1.000 |
1,950.50 |
0.618 |
1,931.00 |
HIGH |
1,899.75 |
0.618 |
1,880.25 |
0.500 |
1,874.50 |
0.382 |
1,868.50 |
LOW |
1,849.00 |
0.618 |
1,817.75 |
1.000 |
1,798.25 |
1.618 |
1,767.00 |
2.618 |
1,716.25 |
4.250 |
1,633.25 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,874.50 |
1,881.00 |
PP |
1,871.25 |
1,875.75 |
S1 |
1,868.25 |
1,870.50 |
|