Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
15,989.45 |
15,768.87 |
-220.58 |
-1.4% |
16,358.71 |
High |
15,989.45 |
16,038.59 |
49.14 |
0.3% |
16,593.51 |
Low |
15,450.56 |
15,704.66 |
254.10 |
1.6% |
15,842.11 |
Close |
15,766.74 |
15,882.68 |
115.94 |
0.7% |
15,988.08 |
Range |
538.89 |
333.93 |
-204.96 |
-38.0% |
751.40 |
ATR |
312.97 |
314.46 |
1.50 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,877.10 |
16,713.82 |
16,066.34 |
|
R3 |
16,543.17 |
16,379.89 |
15,974.51 |
|
R2 |
16,209.24 |
16,209.24 |
15,943.90 |
|
R1 |
16,045.96 |
16,045.96 |
15,913.29 |
16,127.60 |
PP |
15,875.31 |
15,875.31 |
15,875.31 |
15,916.13 |
S1 |
15,712.03 |
15,712.03 |
15,852.07 |
15,793.67 |
S2 |
15,541.38 |
15,541.38 |
15,821.46 |
|
S3 |
15,207.45 |
15,378.10 |
15,790.85 |
|
S4 |
14,873.52 |
15,044.17 |
15,699.02 |
|
|
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 |
16,482.05 |
15,450.56 |
1,031.49 |
6.5% |
412.74 |
2.6% |
42% |
False |
False |
|
10 |
16,888.36 |
15,450.56 |
1,437.80 |
9.1% |
379.51 |
2.4% |
30% |
False |
False |
|
20 |
17,750.02 |
15,450.56 |
2,299.46 |
14.5% |
289.27 |
1.8% |
19% |
False |
False |
|
40 |
17,901.58 |
15,450.56 |
2,451.02 |
15.4% |
261.37 |
1.6% |
18% |
False |
False |
|
60 |
17,977.85 |
15,450.56 |
2,527.29 |
15.9% |
228.90 |
1.4% |
17% |
False |
False |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.9% |
222.00 |
1.4% |
17% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.9% |
230.16 |
1.4% |
17% |
False |
False |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.4% |
243.20 |
1.5% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,457.79 |
2.618 |
16,912.82 |
1.618 |
16,578.89 |
1.000 |
16,372.52 |
0.618 |
16,244.96 |
HIGH |
16,038.59 |
0.618 |
15,911.03 |
0.500 |
15,871.63 |
0.382 |
15,832.22 |
LOW |
15,704.66 |
0.618 |
15,498.29 |
1.000 |
15,370.73 |
1.618 |
15,164.36 |
2.618 |
14,830.43 |
4.250 |
14,285.46 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
15,879.00 |
15,858.87 |
PP |
15,875.31 |
15,835.07 |
S1 |
15,871.63 |
15,811.26 |
|