Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,061.5 |
1,073.5 |
12.0 |
1.1% |
1,075.2 |
High |
1,083.0 |
1,081.5 |
-1.5 |
-0.1% |
1,076.5 |
Low |
1,061.0 |
1,071.9 |
10.9 |
1.0% |
1,056.5 |
Close |
1,075.2 |
1,078.4 |
3.2 |
0.3% |
1,060.2 |
Range |
22.0 |
9.6 |
-12.4 |
-56.4% |
20.0 |
ATR |
14.6 |
14.3 |
-0.4 |
-2.5% |
0.0 |
Volume |
159,785 |
104,638 |
-55,147 |
-34.5% |
312,920 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.1 |
1,101.8 |
1,083.7 |
|
R3 |
1,096.5 |
1,092.2 |
1,081.0 |
|
R2 |
1,086.9 |
1,086.9 |
1,080.2 |
|
R1 |
1,082.6 |
1,082.6 |
1,079.3 |
1,084.8 |
PP |
1,077.3 |
1,077.3 |
1,077.3 |
1,078.3 |
S1 |
1,073.0 |
1,073.0 |
1,077.5 |
1,075.2 |
S2 |
1,067.7 |
1,067.7 |
1,076.6 |
|
S3 |
1,058.1 |
1,063.4 |
1,075.8 |
|
S4 |
1,048.5 |
1,053.8 |
1,073.1 |
|
|
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% |
11.7 |
1.1% |
83% |
False |
False |
101,296 |
10 |
1,083.0 |
1,056.5 |
26.5 |
2.5% |
11.1 |
1.0% |
83% |
False |
False |
89,926 |
20 |
1,086.1 |
1,046.8 |
39.3 |
3.6% |
14.0 |
1.3% |
80% |
False |
False |
110,056 |
40 |
1,110.5 |
1,045.4 |
65.1 |
6.0% |
14.9 |
1.4% |
51% |
False |
False |
92,269 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.8 |
1.4% |
22% |
False |
False |
63,100 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.7 |
1.4% |
22% |
False |
False |
48,030 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.6 |
1.4% |
22% |
False |
False |
38,817 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.5 |
1.3% |
22% |
False |
False |
32,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,122.3 |
2.618 |
1,106.6 |
1.618 |
1,097.0 |
1.000 |
1,091.1 |
0.618 |
1,087.4 |
HIGH |
1,081.5 |
0.618 |
1,077.8 |
0.500 |
1,076.7 |
0.382 |
1,075.6 |
LOW |
1,071.9 |
0.618 |
1,066.0 |
1.000 |
1,062.3 |
1.618 |
1,056.4 |
2.618 |
1,046.8 |
4.250 |
1,031.1 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,077.8 |
1,075.5 |
PP |
1,077.3 |
1,072.6 |
S1 |
1,076.7 |
1,069.8 |
|