Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
15,921.10 |
16,086.46 |
165.36 |
1.0% |
16,009.45 |
High |
16,136.79 |
16,086.46 |
-50.33 |
-0.3% |
16,171.96 |
Low |
15,921.10 |
15,880.15 |
-40.95 |
-0.3% |
15,450.56 |
Close |
16,093.51 |
15,885.22 |
-208.29 |
-1.3% |
16,093.51 |
Range |
215.69 |
206.31 |
-9.38 |
-4.3% |
721.40 |
ATR |
310.15 |
303.24 |
-6.91 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,569.54 |
16,433.69 |
15,998.69 |
|
R3 |
16,363.23 |
16,227.38 |
15,941.96 |
|
R2 |
16,156.92 |
16,156.92 |
15,923.04 |
|
R1 |
16,021.07 |
16,021.07 |
15,904.13 |
15,985.84 |
PP |
15,950.61 |
15,950.61 |
15,950.61 |
15,933.00 |
S1 |
15,814.76 |
15,814.76 |
15,866.31 |
15,779.53 |
S2 |
15,744.30 |
15,744.30 |
15,847.40 |
|
S3 |
15,537.99 |
15,608.45 |
15,828.48 |
|
S4 |
15,331.68 |
15,402.14 |
15,771.75 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,069.54 |
17,802.93 |
16,490.28 |
|
R3 |
17,348.14 |
17,081.53 |
16,291.90 |
|
R2 |
16,626.74 |
16,626.74 |
16,225.77 |
|
R1 |
16,360.13 |
16,360.13 |
16,159.64 |
16,493.44 |
PP |
15,905.34 |
15,905.34 |
15,905.34 |
15,972.00 |
S1 |
15,638.73 |
15,638.73 |
16,027.38 |
15,772.04 |
S2 |
15,183.94 |
15,183.94 |
15,961.25 |
|
S3 |
14,462.54 |
14,917.33 |
15,895.13 |
|
S4 |
13,741.14 |
14,195.93 |
15,696.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,171.96 |
15,450.56 |
721.40 |
4.5% |
313.31 |
2.0% |
60% |
False |
False |
|
10 |
16,593.51 |
15,450.56 |
1,142.95 |
7.2% |
345.51 |
2.2% |
38% |
False |
False |
|
20 |
17,750.02 |
15,450.56 |
2,299.46 |
14.5% |
290.94 |
1.8% |
19% |
False |
False |
|
40 |
17,901.58 |
15,450.56 |
2,451.02 |
15.4% |
264.53 |
1.7% |
18% |
False |
False |
|
60 |
17,977.85 |
15,450.56 |
2,527.29 |
15.9% |
233.38 |
1.5% |
17% |
False |
False |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.9% |
220.92 |
1.4% |
17% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.9% |
231.15 |
1.5% |
17% |
False |
False |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.4% |
244.05 |
1.5% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,963.28 |
2.618 |
16,626.58 |
1.618 |
16,420.27 |
1.000 |
16,292.77 |
0.618 |
16,213.96 |
HIGH |
16,086.46 |
0.618 |
16,007.65 |
0.500 |
15,983.31 |
0.382 |
15,958.96 |
LOW |
15,880.15 |
0.618 |
15,752.65 |
1.000 |
15,673.84 |
1.618 |
15,546.34 |
2.618 |
15,340.03 |
4.250 |
15,003.33 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
15,983.31 |
15,920.73 |
PP |
15,950.61 |
15,908.89 |
S1 |
15,917.92 |
15,897.06 |
|