Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
17,154.83 |
16,888.36 |
-266.47 |
-1.6% |
17,535.66 |
High |
17,154.83 |
16,888.36 |
-266.47 |
-1.6% |
17,750.02 |
Low |
16,817.62 |
16,463.63 |
-353.99 |
-2.1% |
17,421.16 |
Close |
16,906.51 |
16,514.10 |
-392.41 |
-2.3% |
17,425.03 |
Range |
337.21 |
424.73 |
87.52 |
26.0% |
328.86 |
ATR |
229.14 |
244.40 |
15.27 |
6.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,896.22 |
17,629.89 |
16,747.70 |
|
R3 |
17,471.49 |
17,205.16 |
16,630.90 |
|
R2 |
17,046.76 |
17,046.76 |
16,591.97 |
|
R1 |
16,780.43 |
16,780.43 |
16,553.03 |
16,701.23 |
PP |
16,622.03 |
16,622.03 |
16,622.03 |
16,582.43 |
S1 |
16,355.70 |
16,355.70 |
16,475.17 |
16,276.50 |
S2 |
16,197.30 |
16,197.30 |
16,436.23 |
|
S3 |
15,772.57 |
15,930.97 |
16,397.30 |
|
S4 |
15,347.84 |
15,506.24 |
16,280.50 |
|
|
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 |
17,590.66 |
16,463.63 |
1,127.03 |
6.8% |
307.30 |
1.9% |
4% |
False |
True |
|
10 |
17,750.02 |
16,463.63 |
1,286.39 |
7.8% |
220.67 |
1.3% |
4% |
False |
True |
|
20 |
17,796.76 |
16,463.63 |
1,333.13 |
8.1% |
250.21 |
1.5% |
4% |
False |
True |
|
40 |
17,914.34 |
16,463.63 |
1,450.71 |
8.8% |
217.85 |
1.3% |
3% |
False |
True |
|
60 |
17,977.85 |
16,463.63 |
1,514.22 |
9.2% |
198.55 |
1.2% |
3% |
False |
True |
|
80 |
17,977.85 |
15,942.37 |
2,035.48 |
12.3% |
206.55 |
1.3% |
28% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.8% |
238.17 |
1.4% |
44% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
16.8% |
226.80 |
1.4% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,693.46 |
2.618 |
18,000.30 |
1.618 |
17,575.57 |
1.000 |
17,313.09 |
0.618 |
17,150.84 |
HIGH |
16,888.36 |
0.618 |
16,726.11 |
0.500 |
16,676.00 |
0.382 |
16,625.88 |
LOW |
16,463.63 |
0.618 |
16,201.15 |
1.000 |
16,038.90 |
1.618 |
15,776.42 |
2.618 |
15,351.69 |
4.250 |
14,658.53 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,676.00 |
16,829.74 |
PP |
16,622.03 |
16,724.52 |
S1 |
16,568.07 |
16,619.31 |
|