Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,076.8 |
1,093.7 |
16.9 |
1.6% |
1,075.2 |
High |
1,094.9 |
1,109.9 |
15.0 |
1.4% |
1,076.5 |
Low |
1,074.4 |
1,091.1 |
16.7 |
1.6% |
1,056.5 |
Close |
1,091.9 |
1,107.8 |
15.9 |
1.5% |
1,060.2 |
Range |
20.5 |
18.8 |
-1.7 |
-8.3% |
20.0 |
ATR |
14.7 |
15.0 |
0.3 |
2.0% |
0.0 |
Volume |
191,801 |
217,266 |
25,465 |
13.3% |
312,920 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,159.3 |
1,152.4 |
1,118.1 |
|
R3 |
1,140.5 |
1,133.6 |
1,113.0 |
|
R2 |
1,121.7 |
1,121.7 |
1,111.2 |
|
R1 |
1,114.8 |
1,114.8 |
1,109.5 |
1,118.3 |
PP |
1,102.9 |
1,102.9 |
1,102.9 |
1,104.7 |
S1 |
1,096.0 |
1,096.0 |
1,106.1 |
1,099.5 |
S2 |
1,084.1 |
1,084.1 |
1,104.4 |
|
S3 |
1,065.3 |
1,077.2 |
1,102.6 |
|
S4 |
1,046.5 |
1,058.4 |
1,097.5 |
|
|
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 |
1,109.9 |
1,056.5 |
53.4 |
4.8% |
15.4 |
1.4% |
96% |
True |
False |
145,839 |
10 |
1,109.9 |
1,056.5 |
53.4 |
4.8% |
12.3 |
1.1% |
96% |
True |
False |
110,545 |
20 |
1,109.9 |
1,046.8 |
63.1 |
5.7% |
14.3 |
1.3% |
97% |
True |
False |
118,630 |
40 |
1,109.9 |
1,045.4 |
64.5 |
5.8% |
15.1 |
1.4% |
97% |
True |
False |
101,389 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.2% |
14.9 |
1.3% |
43% |
False |
False |
69,867 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.2% |
14.9 |
1.3% |
43% |
False |
False |
53,080 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.2% |
14.8 |
1.3% |
43% |
False |
False |
42,887 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.2% |
14.7 |
1.3% |
43% |
False |
False |
36,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,189.8 |
2.618 |
1,159.1 |
1.618 |
1,140.3 |
1.000 |
1,128.7 |
0.618 |
1,121.5 |
HIGH |
1,109.9 |
0.618 |
1,102.7 |
0.500 |
1,100.5 |
0.382 |
1,098.3 |
LOW |
1,091.1 |
0.618 |
1,079.5 |
1.000 |
1,072.3 |
1.618 |
1,060.7 |
2.618 |
1,041.9 |
4.250 |
1,011.2 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,105.4 |
1,102.2 |
PP |
1,102.9 |
1,096.5 |
S1 |
1,100.5 |
1,090.9 |
|