Trading Metrics calculated at close of trading on 28-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
16,168.74 |
15,960.28 |
-208.46 |
-1.3% |
16,009.45 |
High |
16,235.03 |
16,102.14 |
-132.89 |
-0.8% |
16,171.96 |
Low |
15,878.30 |
15,863.72 |
-14.58 |
-0.1% |
15,450.56 |
Close |
15,944.46 |
16,069.64 |
125.18 |
0.8% |
16,093.51 |
Range |
356.73 |
238.42 |
-118.31 |
-33.2% |
721.40 |
ATR |
306.88 |
301.99 |
-4.89 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,727.09 |
16,636.79 |
16,200.77 |
|
R3 |
16,488.67 |
16,398.37 |
16,135.21 |
|
R2 |
16,250.25 |
16,250.25 |
16,113.35 |
|
R1 |
16,159.95 |
16,159.95 |
16,091.50 |
16,205.10 |
PP |
16,011.83 |
16,011.83 |
16,011.83 |
16,034.41 |
S1 |
15,921.53 |
15,921.53 |
16,047.78 |
15,966.68 |
S2 |
15,773.41 |
15,773.41 |
16,025.93 |
|
S3 |
15,534.99 |
15,683.11 |
16,004.07 |
|
S4 |
15,296.57 |
15,444.69 |
15,938.51 |
|
|
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 |
15,863.72 |
371.31 |
2.3% |
261.96 |
1.6% |
55% |
False |
True |
|
10 |
16,482.05 |
15,450.56 |
1,031.49 |
6.4% |
337.35 |
2.1% |
60% |
False |
False |
|
20 |
17,714.13 |
15,450.56 |
2,263.57 |
14.1% |
317.10 |
2.0% |
27% |
False |
False |
|
40 |
17,901.58 |
15,450.56 |
2,451.02 |
15.3% |
280.43 |
1.7% |
25% |
False |
False |
|
60 |
17,977.85 |
15,450.56 |
2,527.29 |
15.7% |
240.49 |
1.5% |
24% |
False |
False |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.7% |
219.84 |
1.4% |
24% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.7% |
229.28 |
1.4% |
24% |
False |
False |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.2% |
247.21 |
1.5% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,115.43 |
2.618 |
16,726.32 |
1.618 |
16,487.90 |
1.000 |
16,340.56 |
0.618 |
16,249.48 |
HIGH |
16,102.14 |
0.618 |
16,011.06 |
0.500 |
15,982.93 |
0.382 |
15,954.80 |
LOW |
15,863.72 |
0.618 |
15,716.38 |
1.000 |
15,625.30 |
1.618 |
15,477.96 |
2.618 |
15,239.54 |
4.250 |
14,850.44 |
|
|
Fisher Pivots for day following 28-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,040.74 |
16,062.89 |
PP |
16,011.83 |
16,056.13 |
S1 |
15,982.93 |
16,049.38 |
|