Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,093.7 |
1,108.8 |
15.1 |
1.4% |
1,061.5 |
High |
1,109.9 |
1,113.1 |
3.2 |
0.3% |
1,113.1 |
Low |
1,091.1 |
1,091.8 |
0.7 |
0.1% |
1,061.0 |
Close |
1,107.8 |
1,097.9 |
-9.9 |
-0.9% |
1,097.9 |
Range |
18.8 |
21.3 |
2.5 |
13.3% |
52.1 |
ATR |
15.0 |
15.5 |
0.4 |
3.0% |
0.0 |
Volume |
217,266 |
193,452 |
-23,814 |
-11.0% |
866,942 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,164.8 |
1,152.7 |
1,109.6 |
|
R3 |
1,143.5 |
1,131.4 |
1,103.8 |
|
R2 |
1,122.2 |
1,122.2 |
1,101.8 |
|
R1 |
1,110.1 |
1,110.1 |
1,099.9 |
1,105.5 |
PP |
1,100.9 |
1,100.9 |
1,100.9 |
1,098.7 |
S1 |
1,088.8 |
1,088.8 |
1,095.9 |
1,084.2 |
S2 |
1,079.6 |
1,079.6 |
1,094.0 |
|
S3 |
1,058.3 |
1,067.5 |
1,092.0 |
|
S4 |
1,037.0 |
1,046.2 |
1,086.2 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.0 |
1,224.5 |
1,126.6 |
|
R3 |
1,194.9 |
1,172.4 |
1,112.2 |
|
R2 |
1,142.8 |
1,142.8 |
1,107.5 |
|
R1 |
1,120.3 |
1,120.3 |
1,102.7 |
1,131.6 |
PP |
1,090.7 |
1,090.7 |
1,090.7 |
1,096.3 |
S1 |
1,068.2 |
1,068.2 |
1,093.1 |
1,079.5 |
S2 |
1,038.6 |
1,038.6 |
1,088.3 |
|
S3 |
986.5 |
1,016.1 |
1,083.6 |
|
S4 |
934.4 |
964.0 |
1,069.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,113.1 |
1,061.0 |
52.1 |
4.7% |
18.4 |
1.7% |
71% |
True |
False |
173,388 |
10 |
1,113.1 |
1,056.5 |
56.6 |
5.2% |
13.7 |
1.2% |
73% |
True |
False |
122,954 |
20 |
1,113.1 |
1,046.8 |
66.3 |
6.0% |
14.5 |
1.3% |
77% |
True |
False |
121,267 |
40 |
1,113.1 |
1,045.4 |
67.7 |
6.2% |
15.3 |
1.4% |
78% |
True |
False |
105,479 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
15.0 |
1.4% |
36% |
False |
False |
72,954 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
15.1 |
1.4% |
36% |
False |
False |
55,492 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
14.9 |
1.4% |
36% |
False |
False |
44,815 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
14.6 |
1.3% |
36% |
False |
False |
37,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,203.6 |
2.618 |
1,168.9 |
1.618 |
1,147.6 |
1.000 |
1,134.4 |
0.618 |
1,126.3 |
HIGH |
1,113.1 |
0.618 |
1,105.0 |
0.500 |
1,102.5 |
0.382 |
1,099.9 |
LOW |
1,091.8 |
0.618 |
1,078.6 |
1.000 |
1,070.5 |
1.618 |
1,057.3 |
2.618 |
1,036.0 |
4.250 |
1,001.3 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,102.5 |
1,096.5 |
PP |
1,100.9 |
1,095.1 |
S1 |
1,099.4 |
1,093.8 |
|