Trading Metrics calculated at close of trading on 04-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,060.6 |
1,061.5 |
0.9 |
0.1% |
1,075.2 |
High |
1,062.7 |
1,083.0 |
20.3 |
1.9% |
1,076.5 |
Low |
1,056.5 |
1,061.0 |
4.5 |
0.4% |
1,056.5 |
Close |
1,060.2 |
1,075.2 |
15.0 |
1.4% |
1,060.2 |
Range |
6.2 |
22.0 |
15.8 |
254.8% |
20.0 |
ATR |
14.0 |
14.6 |
0.6 |
4.5% |
0.0 |
Volume |
55,707 |
159,785 |
104,078 |
186.8% |
312,920 |
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.1 |
1,129.1 |
1,087.3 |
|
R3 |
1,117.1 |
1,107.1 |
1,081.3 |
|
R2 |
1,095.1 |
1,095.1 |
1,079.2 |
|
R1 |
1,085.1 |
1,085.1 |
1,077.2 |
1,090.1 |
PP |
1,073.1 |
1,073.1 |
1,073.1 |
1,075.6 |
S1 |
1,063.1 |
1,063.1 |
1,073.2 |
1,068.1 |
S2 |
1,051.1 |
1,051.1 |
1,071.2 |
|
S3 |
1,029.1 |
1,041.1 |
1,069.2 |
|
S4 |
1,007.1 |
1,019.1 |
1,063.1 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,124.4 |
1,112.3 |
1,071.2 |
|
R3 |
1,104.4 |
1,092.3 |
1,065.7 |
|
R2 |
1,084.4 |
1,084.4 |
1,063.9 |
|
R1 |
1,072.3 |
1,072.3 |
1,062.0 |
1,068.4 |
PP |
1,064.4 |
1,064.4 |
1,064.4 |
1,062.4 |
S1 |
1,052.3 |
1,052.3 |
1,058.4 |
1,048.4 |
S2 |
1,044.4 |
1,044.4 |
1,056.5 |
|
S3 |
1,024.4 |
1,032.3 |
1,054.7 |
|
S4 |
1,004.4 |
1,012.3 |
1,049.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,083.0 |
1,056.5 |
26.5 |
2.5% |
12.0 |
1.1% |
71% |
True |
False |
94,541 |
10 |
1,083.0 |
1,050.0 |
33.0 |
3.1% |
12.3 |
1.1% |
76% |
True |
False |
91,685 |
20 |
1,088.3 |
1,046.8 |
41.5 |
3.9% |
15.0 |
1.4% |
68% |
False |
False |
115,269 |
40 |
1,111.2 |
1,045.4 |
65.8 |
6.1% |
14.8 |
1.4% |
45% |
False |
False |
90,121 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.8 |
1.4% |
20% |
False |
False |
61,387 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.6 |
1.4% |
20% |
False |
False |
46,735 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.6 |
1.4% |
20% |
False |
False |
37,784 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.5 |
1.4% |
20% |
False |
False |
31,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,176.5 |
2.618 |
1,140.6 |
1.618 |
1,118.6 |
1.000 |
1,105.0 |
0.618 |
1,096.6 |
HIGH |
1,083.0 |
0.618 |
1,074.6 |
0.500 |
1,072.0 |
0.382 |
1,069.4 |
LOW |
1,061.0 |
0.618 |
1,047.4 |
1.000 |
1,039.0 |
1.618 |
1,025.4 |
2.618 |
1,003.4 |
4.250 |
967.5 |
|
|
Fisher Pivots for day following 04-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,074.1 |
1,073.4 |
PP |
1,073.1 |
1,071.6 |
S1 |
1,072.0 |
1,069.8 |
|