Trading Metrics calculated at close of trading on 04-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
17,590.66 |
17,405.48 |
-185.18 |
-1.1% |
17,535.66 |
High |
17,590.66 |
17,405.48 |
-185.18 |
-1.1% |
17,750.02 |
Low |
17,421.16 |
16,957.63 |
-463.53 |
-2.7% |
17,421.16 |
Close |
17,425.03 |
17,148.94 |
-276.09 |
-1.6% |
17,425.03 |
Range |
169.50 |
447.85 |
278.35 |
164.2% |
328.86 |
ATR |
206.78 |
225.40 |
18.62 |
9.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,514.23 |
18,279.44 |
17,395.26 |
|
R3 |
18,066.38 |
17,831.59 |
17,272.10 |
|
R2 |
17,618.53 |
17,618.53 |
17,231.05 |
|
R1 |
17,383.74 |
17,383.74 |
17,189.99 |
17,277.21 |
PP |
17,170.68 |
17,170.68 |
17,170.68 |
17,117.42 |
S1 |
16,935.89 |
16,935.89 |
17,107.89 |
16,829.36 |
S2 |
16,722.83 |
16,722.83 |
17,066.83 |
|
S3 |
16,274.98 |
16,488.04 |
17,025.78 |
|
S4 |
15,827.13 |
16,040.19 |
16,902.62 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,518.65 |
18,300.70 |
17,605.90 |
|
R3 |
18,189.79 |
17,971.84 |
17,515.47 |
|
R2 |
17,860.93 |
17,860.93 |
17,485.32 |
|
R1 |
17,642.98 |
17,642.98 |
17,455.18 |
17,587.53 |
PP |
17,532.07 |
17,532.07 |
17,532.07 |
17,504.34 |
S1 |
17,314.12 |
17,314.12 |
17,394.88 |
17,258.67 |
S2 |
17,203.21 |
17,203.21 |
17,364.74 |
|
S3 |
16,874.35 |
16,985.26 |
17,334.59 |
|
S4 |
16,545.49 |
16,656.40 |
17,244.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,750.02 |
16,957.63 |
792.39 |
4.6% |
208.96 |
1.2% |
24% |
False |
True |
|
10 |
17,750.02 |
16,957.63 |
792.39 |
4.6% |
202.37 |
1.2% |
24% |
False |
True |
|
20 |
17,866.47 |
16,957.63 |
908.84 |
5.3% |
244.69 |
1.4% |
21% |
False |
True |
|
40 |
17,929.51 |
16,957.63 |
971.88 |
5.7% |
208.04 |
1.2% |
20% |
False |
True |
|
60 |
17,977.85 |
16,859.34 |
1,118.51 |
6.5% |
189.57 |
1.1% |
26% |
False |
False |
|
80 |
17,977.85 |
15,942.37 |
2,035.48 |
11.9% |
201.81 |
1.2% |
59% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.2% |
234.35 |
1.4% |
68% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
16.1% |
221.10 |
1.3% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,308.84 |
2.618 |
18,577.95 |
1.618 |
18,130.10 |
1.000 |
17,853.33 |
0.618 |
17,682.25 |
HIGH |
17,405.48 |
0.618 |
17,234.40 |
0.500 |
17,181.56 |
0.382 |
17,128.71 |
LOW |
16,957.63 |
0.618 |
16,680.86 |
1.000 |
16,509.78 |
1.618 |
16,233.01 |
2.618 |
15,785.16 |
4.250 |
15,054.27 |
|
|
Fisher Pivots for day following 04-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
17,181.56 |
17,335.88 |
PP |
17,170.68 |
17,273.57 |
S1 |
17,159.81 |
17,211.25 |
|