Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,864.00 |
1,847.50 |
-16.50 |
-0.9% |
1,902.50 |
High |
1,870.50 |
1,874.75 |
4.25 |
0.2% |
1,939.00 |
Low |
1,796.00 |
1,828.50 |
32.50 |
1.8% |
1,842.00 |
Close |
1,846.75 |
1,853.00 |
6.25 |
0.3% |
1,867.50 |
Range |
74.50 |
46.25 |
-28.25 |
-37.9% |
97.00 |
ATR |
44.30 |
44.44 |
0.14 |
0.3% |
0.00 |
Volume |
7,051 |
4,982 |
-2,069 |
-29.3% |
23,469 |
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.75 |
1,968.25 |
1,878.50 |
|
R3 |
1,944.50 |
1,922.00 |
1,865.75 |
|
R2 |
1,898.25 |
1,898.25 |
1,861.50 |
|
R1 |
1,875.75 |
1,875.75 |
1,857.25 |
1,887.00 |
PP |
1,852.00 |
1,852.00 |
1,852.00 |
1,857.75 |
S1 |
1,829.50 |
1,829.50 |
1,848.75 |
1,840.75 |
S2 |
1,805.75 |
1,805.75 |
1,844.50 |
|
S3 |
1,759.50 |
1,783.25 |
1,840.25 |
|
S4 |
1,713.25 |
1,737.00 |
1,827.50 |
|
|
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 |
1,919.75 |
1,796.00 |
123.75 |
6.7% |
59.75 |
3.2% |
46% |
False |
False |
5,918 |
10 |
1,983.50 |
1,796.00 |
187.50 |
10.1% |
56.00 |
3.0% |
30% |
False |
False |
5,042 |
20 |
2,068.00 |
1,796.00 |
272.00 |
14.7% |
42.50 |
2.3% |
21% |
False |
False |
3,628 |
40 |
2,090.50 |
1,796.00 |
294.50 |
15.9% |
36.50 |
2.0% |
19% |
False |
False |
2,069 |
60 |
2,095.75 |
1,796.00 |
299.75 |
16.2% |
32.25 |
1.7% |
19% |
False |
False |
1,524 |
80 |
2,095.75 |
1,796.00 |
299.75 |
16.2% |
31.50 |
1.7% |
19% |
False |
False |
1,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,071.25 |
2.618 |
1,995.75 |
1.618 |
1,949.50 |
1.000 |
1,921.00 |
0.618 |
1,903.25 |
HIGH |
1,874.75 |
0.618 |
1,857.00 |
0.500 |
1,851.50 |
0.382 |
1,846.25 |
LOW |
1,828.50 |
0.618 |
1,800.00 |
1.000 |
1,782.25 |
1.618 |
1,753.75 |
2.618 |
1,707.50 |
4.250 |
1,632.00 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,852.50 |
1,851.25 |
PP |
1,852.00 |
1,849.50 |
S1 |
1,851.50 |
1,848.00 |
|