Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,863.75 |
1,878.00 |
14.25 |
0.8% |
1,862.00 |
High |
1,891.50 |
1,901.50 |
10.00 |
0.5% |
1,899.75 |
Low |
1,843.50 |
1,856.00 |
12.50 |
0.7% |
1,796.00 |
Close |
1,887.75 |
1,867.00 |
-20.75 |
-1.1% |
1,891.00 |
Range |
48.00 |
45.50 |
-2.50 |
-5.2% |
103.75 |
ATR |
45.00 |
45.03 |
0.04 |
0.1% |
0.00 |
Volume |
3,847 |
4,665 |
818 |
21.3% |
19,157 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.25 |
1,984.75 |
1,892.00 |
|
R3 |
1,965.75 |
1,939.25 |
1,879.50 |
|
R2 |
1,920.25 |
1,920.25 |
1,875.25 |
|
R1 |
1,893.75 |
1,893.75 |
1,871.25 |
1,884.25 |
PP |
1,874.75 |
1,874.75 |
1,874.75 |
1,870.00 |
S1 |
1,848.25 |
1,848.25 |
1,862.75 |
1,838.75 |
S2 |
1,829.25 |
1,829.25 |
1,858.75 |
|
S3 |
1,783.75 |
1,802.75 |
1,854.50 |
|
S4 |
1,738.25 |
1,757.25 |
1,842.00 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,173.50 |
2,136.00 |
1,948.00 |
|
R3 |
2,069.75 |
2,032.25 |
1,919.50 |
|
R2 |
1,966.00 |
1,966.00 |
1,910.00 |
|
R1 |
1,928.50 |
1,928.50 |
1,900.50 |
1,947.25 |
PP |
1,862.25 |
1,862.25 |
1,862.25 |
1,871.50 |
S1 |
1,824.75 |
1,824.75 |
1,881.50 |
1,843.50 |
S2 |
1,758.50 |
1,758.50 |
1,872.00 |
|
S3 |
1,654.75 |
1,721.00 |
1,862.50 |
|
S4 |
1,551.00 |
1,617.25 |
1,834.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,901.50 |
1,828.50 |
73.00 |
3.9% |
46.75 |
2.5% |
53% |
True |
False |
3,839 |
10 |
1,939.00 |
1,796.00 |
143.00 |
7.7% |
55.50 |
3.0% |
50% |
False |
False |
4,819 |
20 |
2,068.00 |
1,796.00 |
272.00 |
14.6% |
47.50 |
2.5% |
26% |
False |
False |
4,124 |
40 |
2,090.50 |
1,796.00 |
294.50 |
15.8% |
39.75 |
2.1% |
24% |
False |
False |
2,418 |
60 |
2,095.75 |
1,796.00 |
299.75 |
16.1% |
34.50 |
1.8% |
24% |
False |
False |
1,719 |
80 |
2,095.75 |
1,796.00 |
299.75 |
16.1% |
31.75 |
1.7% |
24% |
False |
False |
1,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,095.00 |
2.618 |
2,020.50 |
1.618 |
1,975.00 |
1.000 |
1,947.00 |
0.618 |
1,929.50 |
HIGH |
1,901.50 |
0.618 |
1,884.00 |
0.500 |
1,878.75 |
0.382 |
1,873.50 |
LOW |
1,856.00 |
0.618 |
1,828.00 |
1.000 |
1,810.50 |
1.618 |
1,782.50 |
2.618 |
1,737.00 |
4.250 |
1,662.50 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,878.75 |
1,872.50 |
PP |
1,874.75 |
1,870.75 |
S1 |
1,871.00 |
1,868.75 |
|