Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
16,086.46 |
15,893.16 |
-193.30 |
-1.2% |
16,009.45 |
High |
16,086.46 |
16,185.79 |
99.33 |
0.6% |
16,171.96 |
Low |
15,880.15 |
15,893.16 |
13.01 |
0.1% |
15,450.56 |
Close |
15,885.22 |
16,167.23 |
282.01 |
1.8% |
16,093.51 |
Range |
206.31 |
292.63 |
86.32 |
41.8% |
721.40 |
ATR |
303.24 |
303.05 |
-0.19 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,959.95 |
16,856.22 |
16,328.18 |
|
R3 |
16,667.32 |
16,563.59 |
16,247.70 |
|
R2 |
16,374.69 |
16,374.69 |
16,220.88 |
|
R1 |
16,270.96 |
16,270.96 |
16,194.05 |
16,322.83 |
PP |
16,082.06 |
16,082.06 |
16,082.06 |
16,107.99 |
S1 |
15,978.33 |
15,978.33 |
16,140.41 |
16,030.20 |
S2 |
15,789.43 |
15,789.43 |
16,113.58 |
|
S3 |
15,496.80 |
15,685.70 |
16,086.76 |
|
S4 |
15,204.17 |
15,393.07 |
16,006.28 |
|
|
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 |
16,185.79 |
15,450.56 |
735.23 |
4.5% |
317.49 |
2.0% |
97% |
True |
False |
|
10 |
16,593.51 |
15,450.56 |
1,142.95 |
7.1% |
351.79 |
2.2% |
63% |
False |
False |
|
20 |
17,750.02 |
15,450.56 |
2,299.46 |
14.2% |
302.45 |
1.9% |
31% |
False |
False |
|
40 |
17,901.58 |
15,450.56 |
2,451.02 |
15.2% |
270.52 |
1.7% |
29% |
False |
False |
|
60 |
17,977.85 |
15,450.56 |
2,527.29 |
15.6% |
234.54 |
1.5% |
28% |
False |
False |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.6% |
221.58 |
1.4% |
28% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.6% |
228.59 |
1.4% |
28% |
False |
False |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.1% |
245.40 |
1.5% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,429.47 |
2.618 |
16,951.90 |
1.618 |
16,659.27 |
1.000 |
16,478.42 |
0.618 |
16,366.64 |
HIGH |
16,185.79 |
0.618 |
16,074.01 |
0.500 |
16,039.48 |
0.382 |
16,004.94 |
LOW |
15,893.16 |
0.618 |
15,712.31 |
1.000 |
15,600.53 |
1.618 |
15,419.68 |
2.618 |
15,127.05 |
4.250 |
14,649.48 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,124.65 |
16,122.48 |
PP |
16,082.06 |
16,077.72 |
S1 |
16,039.48 |
16,032.97 |
|