Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
16,159.01 |
16,354.33 |
195.32 |
1.2% |
16,358.71 |
High |
16,482.05 |
16,354.33 |
-127.72 |
-0.8% |
16,593.51 |
Low |
16,075.12 |
15,842.11 |
-233.01 |
-1.4% |
15,842.11 |
Close |
16,379.05 |
15,988.08 |
-390.97 |
-2.4% |
15,988.08 |
Range |
406.93 |
512.22 |
105.29 |
25.9% |
751.40 |
ATR |
276.63 |
295.22 |
18.59 |
6.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,598.17 |
17,305.34 |
16,269.80 |
|
R3 |
17,085.95 |
16,793.12 |
16,128.94 |
|
R2 |
16,573.73 |
16,573.73 |
16,081.99 |
|
R1 |
16,280.90 |
16,280.90 |
16,035.03 |
16,171.21 |
PP |
16,061.51 |
16,061.51 |
16,061.51 |
16,006.66 |
S1 |
15,768.68 |
15,768.68 |
15,941.13 |
15,658.99 |
S2 |
15,549.29 |
15,549.29 |
15,894.17 |
|
S3 |
15,037.07 |
15,256.46 |
15,847.22 |
|
S4 |
14,524.85 |
14,744.24 |
15,706.36 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,395.43 |
17,943.16 |
16,401.35 |
|
R3 |
17,644.03 |
17,191.76 |
16,194.72 |
|
R2 |
16,892.63 |
16,892.63 |
16,125.84 |
|
R1 |
16,440.36 |
16,440.36 |
16,056.96 |
16,290.80 |
PP |
16,141.23 |
16,141.23 |
16,141.23 |
16,066.45 |
S1 |
15,688.96 |
15,688.96 |
15,919.20 |
15,539.40 |
S2 |
15,389.83 |
15,389.83 |
15,850.32 |
|
S3 |
14,638.43 |
14,937.56 |
15,781.45 |
|
S4 |
13,887.03 |
14,186.16 |
15,574.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,593.51 |
15,842.11 |
751.40 |
4.7% |
377.71 |
2.4% |
19% |
False |
True |
|
10 |
17,405.48 |
15,842.11 |
1,563.37 |
9.8% |
359.29 |
2.2% |
9% |
False |
True |
|
20 |
17,796.76 |
15,842.11 |
1,954.65 |
12.2% |
273.60 |
1.7% |
7% |
False |
True |
|
40 |
17,914.34 |
15,842.11 |
2,072.23 |
13.0% |
246.24 |
1.5% |
7% |
False |
True |
|
60 |
17,977.85 |
15,842.11 |
2,135.74 |
13.4% |
220.49 |
1.4% |
7% |
False |
True |
|
80 |
17,977.85 |
15,842.11 |
2,135.74 |
13.4% |
215.74 |
1.3% |
7% |
False |
True |
|
100 |
17,977.85 |
15,651.24 |
2,326.61 |
14.6% |
235.41 |
1.5% |
14% |
False |
False |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.3% |
237.56 |
1.5% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,531.27 |
2.618 |
17,695.32 |
1.618 |
17,183.10 |
1.000 |
16,866.55 |
0.618 |
16,670.88 |
HIGH |
16,354.33 |
0.618 |
16,158.66 |
0.500 |
16,098.22 |
0.382 |
16,037.78 |
LOW |
15,842.11 |
0.618 |
15,525.56 |
1.000 |
15,329.89 |
1.618 |
15,013.34 |
2.618 |
14,501.12 |
4.250 |
13,665.18 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,098.22 |
16,217.81 |
PP |
16,061.51 |
16,141.23 |
S1 |
16,024.79 |
16,064.66 |
|