Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,862.00 |
1,864.00 |
2.00 |
0.1% |
1,902.50 |
High |
1,899.75 |
1,870.50 |
-29.25 |
-1.5% |
1,939.00 |
Low |
1,849.00 |
1,796.00 |
-53.00 |
-2.9% |
1,842.00 |
Close |
1,865.25 |
1,846.75 |
-18.50 |
-1.0% |
1,867.50 |
Range |
50.75 |
74.50 |
23.75 |
46.8% |
97.00 |
ATR |
41.98 |
44.30 |
2.32 |
5.5% |
0.00 |
Volume |
4,615 |
7,051 |
2,436 |
52.8% |
23,469 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,061.25 |
2,028.50 |
1,887.75 |
|
R3 |
1,986.75 |
1,954.00 |
1,867.25 |
|
R2 |
1,912.25 |
1,912.25 |
1,860.50 |
|
R1 |
1,879.50 |
1,879.50 |
1,853.50 |
1,858.50 |
PP |
1,837.75 |
1,837.75 |
1,837.75 |
1,827.25 |
S1 |
1,805.00 |
1,805.00 |
1,840.00 |
1,784.00 |
S2 |
1,763.25 |
1,763.25 |
1,833.00 |
|
S3 |
1,688.75 |
1,730.50 |
1,826.25 |
|
S4 |
1,614.25 |
1,656.00 |
1,805.75 |
|
|
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 |
1,796.00 |
143.00 |
7.7% |
64.00 |
3.5% |
35% |
False |
True |
5,799 |
10 |
2,005.75 |
1,796.00 |
209.75 |
11.4% |
55.50 |
3.0% |
24% |
False |
True |
5,093 |
20 |
2,068.00 |
1,796.00 |
272.00 |
14.7% |
41.25 |
2.2% |
19% |
False |
True |
3,427 |
40 |
2,090.50 |
1,796.00 |
294.50 |
15.9% |
36.00 |
1.9% |
17% |
False |
True |
1,956 |
60 |
2,095.75 |
1,796.00 |
299.75 |
16.2% |
32.00 |
1.7% |
17% |
False |
True |
1,446 |
80 |
2,095.75 |
1,796.00 |
299.75 |
16.2% |
31.25 |
1.7% |
17% |
False |
True |
1,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,187.00 |
2.618 |
2,065.50 |
1.618 |
1,991.00 |
1.000 |
1,945.00 |
0.618 |
1,916.50 |
HIGH |
1,870.50 |
0.618 |
1,842.00 |
0.500 |
1,833.25 |
0.382 |
1,824.50 |
LOW |
1,796.00 |
0.618 |
1,750.00 |
1.000 |
1,721.50 |
1.618 |
1,675.50 |
2.618 |
1,601.00 |
4.250 |
1,479.50 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,842.25 |
1,854.50 |
PP |
1,837.75 |
1,852.00 |
S1 |
1,833.25 |
1,849.50 |
|