Trading Metrics calculated at close of trading on 06-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,073.5 |
1,076.8 |
3.3 |
0.3% |
1,075.2 |
High |
1,081.5 |
1,094.9 |
13.4 |
1.2% |
1,076.5 |
Low |
1,071.9 |
1,074.4 |
2.5 |
0.2% |
1,056.5 |
Close |
1,078.4 |
1,091.9 |
13.5 |
1.3% |
1,060.2 |
Range |
9.6 |
20.5 |
10.9 |
113.5% |
20.0 |
ATR |
14.3 |
14.7 |
0.4 |
3.1% |
0.0 |
Volume |
104,638 |
191,801 |
87,163 |
83.3% |
312,920 |
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.6 |
1,140.7 |
1,103.2 |
|
R3 |
1,128.1 |
1,120.2 |
1,097.5 |
|
R2 |
1,107.6 |
1,107.6 |
1,095.7 |
|
R1 |
1,099.7 |
1,099.7 |
1,093.8 |
1,103.7 |
PP |
1,087.1 |
1,087.1 |
1,087.1 |
1,089.0 |
S1 |
1,079.2 |
1,079.2 |
1,090.0 |
1,083.2 |
S2 |
1,066.6 |
1,066.6 |
1,088.1 |
|
S3 |
1,046.1 |
1,058.7 |
1,086.3 |
|
S4 |
1,025.6 |
1,038.2 |
1,080.6 |
|
|
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 |
1,094.9 |
1,056.5 |
38.4 |
3.5% |
14.3 |
1.3% |
92% |
True |
False |
122,128 |
10 |
1,094.9 |
1,056.5 |
38.4 |
3.5% |
11.4 |
1.0% |
92% |
True |
False |
96,885 |
20 |
1,094.9 |
1,046.8 |
48.1 |
4.4% |
13.9 |
1.3% |
94% |
True |
False |
114,177 |
40 |
1,098.0 |
1,045.4 |
52.6 |
4.8% |
14.8 |
1.4% |
88% |
False |
False |
96,462 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
14.8 |
1.4% |
32% |
False |
False |
66,277 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
14.8 |
1.4% |
32% |
False |
False |
50,379 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
14.7 |
1.3% |
32% |
False |
False |
40,720 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
14.7 |
1.3% |
32% |
False |
False |
34,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,182.0 |
2.618 |
1,148.6 |
1.618 |
1,128.1 |
1.000 |
1,115.4 |
0.618 |
1,107.6 |
HIGH |
1,094.9 |
0.618 |
1,087.1 |
0.500 |
1,084.7 |
0.382 |
1,082.2 |
LOW |
1,074.4 |
0.618 |
1,061.7 |
1.000 |
1,053.9 |
1.618 |
1,041.2 |
2.618 |
1,020.7 |
4.250 |
987.3 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,089.5 |
1,087.3 |
PP |
1,087.1 |
1,082.6 |
S1 |
1,084.7 |
1,078.0 |
|