Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
15,893.16 |
16,168.74 |
275.58 |
1.7% |
16,009.45 |
High |
16,185.79 |
16,235.03 |
49.24 |
0.3% |
16,171.96 |
Low |
15,893.16 |
15,878.30 |
-14.86 |
-0.1% |
15,450.56 |
Close |
16,167.23 |
15,944.46 |
-222.77 |
-1.4% |
16,093.51 |
Range |
292.63 |
356.73 |
64.10 |
21.9% |
721.40 |
ATR |
303.05 |
306.88 |
3.83 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,089.45 |
16,873.69 |
16,140.66 |
|
R3 |
16,732.72 |
16,516.96 |
16,042.56 |
|
R2 |
16,375.99 |
16,375.99 |
16,009.86 |
|
R1 |
16,160.23 |
16,160.23 |
15,977.16 |
16,089.75 |
PP |
16,019.26 |
16,019.26 |
16,019.26 |
15,984.02 |
S1 |
15,803.50 |
15,803.50 |
15,911.76 |
15,733.02 |
S2 |
15,662.53 |
15,662.53 |
15,879.06 |
|
S3 |
15,305.80 |
15,446.77 |
15,846.36 |
|
S4 |
14,949.07 |
15,090.04 |
15,748.26 |
|
|
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 |
16,235.03 |
15,704.66 |
530.37 |
3.3% |
281.06 |
1.8% |
45% |
True |
False |
|
10 |
16,593.51 |
15,450.56 |
1,142.95 |
7.2% |
360.54 |
2.3% |
43% |
False |
False |
|
20 |
17,750.02 |
15,450.56 |
2,299.46 |
14.4% |
315.31 |
2.0% |
21% |
False |
False |
|
40 |
17,901.58 |
15,450.56 |
2,451.02 |
15.4% |
277.41 |
1.7% |
20% |
False |
False |
|
60 |
17,977.85 |
15,450.56 |
2,527.29 |
15.9% |
238.80 |
1.5% |
20% |
False |
False |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.9% |
222.60 |
1.4% |
20% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.9% |
229.22 |
1.4% |
20% |
False |
False |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.4% |
246.97 |
1.5% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,751.13 |
2.618 |
17,168.95 |
1.618 |
16,812.22 |
1.000 |
16,591.76 |
0.618 |
16,455.49 |
HIGH |
16,235.03 |
0.618 |
16,098.76 |
0.500 |
16,056.67 |
0.382 |
16,014.57 |
LOW |
15,878.30 |
0.618 |
15,657.84 |
1.000 |
15,521.57 |
1.618 |
15,301.11 |
2.618 |
14,944.38 |
4.250 |
14,362.20 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,056.67 |
16,056.67 |
PP |
16,019.26 |
16,019.26 |
S1 |
15,981.86 |
15,981.86 |
|