Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
16,009.45 |
15,989.45 |
-20.00 |
-0.1% |
16,358.71 |
High |
16,171.96 |
15,989.45 |
-182.51 |
-1.1% |
16,593.51 |
Low |
15,900.25 |
15,450.56 |
-449.69 |
-2.8% |
15,842.11 |
Close |
16,016.02 |
15,766.74 |
-249.28 |
-1.6% |
15,988.08 |
Range |
271.71 |
538.89 |
267.18 |
98.3% |
751.40 |
ATR |
293.54 |
312.97 |
19.42 |
6.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,352.25 |
17,098.39 |
16,063.13 |
|
R3 |
16,813.36 |
16,559.50 |
15,914.93 |
|
R2 |
16,274.47 |
16,274.47 |
15,865.54 |
|
R1 |
16,020.61 |
16,020.61 |
15,816.14 |
15,878.10 |
PP |
15,735.58 |
15,735.58 |
15,735.58 |
15,664.33 |
S1 |
15,481.72 |
15,481.72 |
15,717.34 |
15,339.21 |
S2 |
15,196.69 |
15,196.69 |
15,667.94 |
|
S3 |
14,657.80 |
14,942.83 |
15,618.55 |
|
S4 |
14,118.91 |
14,403.94 |
15,470.35 |
|
|
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 |
15,450.56 |
1,142.95 |
7.2% |
440.01 |
2.8% |
28% |
False |
True |
|
10 |
17,154.83 |
15,450.56 |
1,704.27 |
10.8% |
379.84 |
2.4% |
19% |
False |
True |
|
20 |
17,750.02 |
15,450.56 |
2,299.46 |
14.6% |
280.35 |
1.8% |
14% |
False |
True |
|
40 |
17,914.34 |
15,450.56 |
2,463.78 |
15.6% |
257.56 |
1.6% |
13% |
False |
True |
|
60 |
17,977.85 |
15,450.56 |
2,527.29 |
16.0% |
225.90 |
1.4% |
13% |
False |
True |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
16.0% |
221.08 |
1.4% |
13% |
False |
True |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
16.0% |
230.63 |
1.5% |
13% |
False |
True |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.5% |
241.42 |
1.5% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,279.73 |
2.618 |
17,400.26 |
1.618 |
16,861.37 |
1.000 |
16,528.34 |
0.618 |
16,322.48 |
HIGH |
15,989.45 |
0.618 |
15,783.59 |
0.500 |
15,720.01 |
0.382 |
15,656.42 |
LOW |
15,450.56 |
0.618 |
15,117.53 |
1.000 |
14,911.67 |
1.618 |
14,578.64 |
2.618 |
14,039.75 |
4.250 |
13,160.28 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
15,751.16 |
15,902.45 |
PP |
15,735.58 |
15,857.21 |
S1 |
15,720.01 |
15,811.98 |
|