Trading Metrics calculated at close of trading on 06-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
17,147.50 |
17,154.83 |
7.33 |
0.0% |
17,535.66 |
High |
17,195.84 |
17,154.83 |
-41.01 |
-0.2% |
17,750.02 |
Low |
17,038.61 |
16,817.62 |
-220.99 |
-1.3% |
17,421.16 |
Close |
17,158.66 |
16,906.51 |
-252.15 |
-1.5% |
17,425.03 |
Range |
157.23 |
337.21 |
179.98 |
114.5% |
328.86 |
ATR |
220.53 |
229.14 |
8.61 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,971.28 |
17,776.11 |
17,091.98 |
|
R3 |
17,634.07 |
17,438.90 |
16,999.24 |
|
R2 |
17,296.86 |
17,296.86 |
16,968.33 |
|
R1 |
17,101.69 |
17,101.69 |
16,937.42 |
17,030.67 |
PP |
16,959.65 |
16,959.65 |
16,959.65 |
16,924.15 |
S1 |
16,764.48 |
16,764.48 |
16,875.60 |
16,693.46 |
S2 |
16,622.44 |
16,622.44 |
16,844.69 |
|
S3 |
16,285.23 |
16,427.27 |
16,813.78 |
|
S4 |
15,948.02 |
16,090.06 |
16,721.04 |
|
|
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 |
17,714.13 |
16,817.62 |
896.51 |
5.3% |
247.41 |
1.5% |
10% |
False |
True |
|
10 |
17,750.02 |
16,817.62 |
932.40 |
5.5% |
199.02 |
1.2% |
10% |
False |
True |
|
20 |
17,796.76 |
16,817.62 |
979.14 |
5.8% |
239.91 |
1.4% |
9% |
False |
True |
|
40 |
17,914.34 |
16,817.62 |
1,096.72 |
6.5% |
213.06 |
1.3% |
8% |
False |
True |
|
60 |
17,977.85 |
16,817.62 |
1,160.23 |
6.9% |
192.71 |
1.1% |
8% |
False |
True |
|
80 |
17,977.85 |
15,942.37 |
2,035.48 |
12.0% |
202.74 |
1.2% |
47% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.4% |
234.91 |
1.4% |
59% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
16.4% |
224.00 |
1.3% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,587.97 |
2.618 |
18,037.65 |
1.618 |
17,700.44 |
1.000 |
17,492.04 |
0.618 |
17,363.23 |
HIGH |
17,154.83 |
0.618 |
17,026.02 |
0.500 |
16,986.23 |
0.382 |
16,946.43 |
LOW |
16,817.62 |
0.618 |
16,609.22 |
1.000 |
16,480.41 |
1.618 |
16,272.01 |
2.618 |
15,934.80 |
4.250 |
15,384.48 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,986.23 |
17,111.55 |
PP |
16,959.65 |
17,043.20 |
S1 |
16,933.08 |
16,974.86 |
|