Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
16,354.33 |
16,009.45 |
-344.88 |
-2.1% |
16,358.71 |
High |
16,354.33 |
16,171.96 |
-182.37 |
-1.1% |
16,593.51 |
Low |
15,842.11 |
15,900.25 |
58.14 |
0.4% |
15,842.11 |
Close |
15,988.08 |
16,016.02 |
27.94 |
0.2% |
15,988.08 |
Range |
512.22 |
271.71 |
-240.51 |
-47.0% |
751.40 |
ATR |
295.22 |
293.54 |
-1.68 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,844.54 |
16,701.99 |
16,165.46 |
|
R3 |
16,572.83 |
16,430.28 |
16,090.74 |
|
R2 |
16,301.12 |
16,301.12 |
16,065.83 |
|
R1 |
16,158.57 |
16,158.57 |
16,040.93 |
16,229.85 |
PP |
16,029.41 |
16,029.41 |
16,029.41 |
16,065.05 |
S1 |
15,886.86 |
15,886.86 |
15,991.11 |
15,958.14 |
S2 |
15,757.70 |
15,757.70 |
15,966.21 |
|
S3 |
15,485.99 |
15,615.15 |
15,941.30 |
|
S4 |
15,214.28 |
15,343.44 |
15,866.58 |
|
|
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% |
386.09 |
2.4% |
23% |
False |
False |
|
10 |
17,195.84 |
15,842.11 |
1,353.73 |
8.5% |
341.68 |
2.1% |
13% |
False |
False |
|
20 |
17,750.02 |
15,842.11 |
1,907.91 |
11.9% |
272.02 |
1.7% |
9% |
False |
False |
|
40 |
17,914.34 |
15,842.11 |
2,072.23 |
12.9% |
246.36 |
1.5% |
8% |
False |
False |
|
60 |
17,977.85 |
15,842.11 |
2,135.74 |
13.3% |
222.32 |
1.4% |
8% |
False |
False |
|
80 |
17,977.85 |
15,842.11 |
2,135.74 |
13.3% |
217.35 |
1.4% |
8% |
False |
False |
|
100 |
17,977.85 |
15,676.26 |
2,301.59 |
14.4% |
231.51 |
1.4% |
15% |
False |
False |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.3% |
238.16 |
1.5% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,326.73 |
2.618 |
16,883.30 |
1.618 |
16,611.59 |
1.000 |
16,443.67 |
0.618 |
16,339.88 |
HIGH |
16,171.96 |
0.618 |
16,068.17 |
0.500 |
16,036.11 |
0.382 |
16,004.04 |
LOW |
15,900.25 |
0.618 |
15,732.33 |
1.000 |
15,628.54 |
1.618 |
15,460.62 |
2.618 |
15,188.91 |
4.250 |
14,745.48 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,036.11 |
16,162.08 |
PP |
16,029.41 |
16,113.39 |
S1 |
16,022.72 |
16,064.71 |
|