Trading Metrics calculated at close of trading on 11-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,108.8 |
1,103.6 |
-5.2 |
-0.5% |
1,061.5 |
High |
1,113.1 |
1,108.3 |
-4.8 |
-0.4% |
1,113.1 |
Low |
1,091.8 |
1,093.1 |
1.3 |
0.1% |
1,061.0 |
Close |
1,097.9 |
1,096.2 |
-1.7 |
-0.2% |
1,097.9 |
Range |
21.3 |
15.2 |
-6.1 |
-28.6% |
52.1 |
ATR |
15.5 |
15.4 |
0.0 |
-0.1% |
0.0 |
Volume |
193,452 |
193,208 |
-244 |
-0.1% |
866,942 |
|
Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.8 |
1,135.7 |
1,104.6 |
|
R3 |
1,129.6 |
1,120.5 |
1,100.4 |
|
R2 |
1,114.4 |
1,114.4 |
1,099.0 |
|
R1 |
1,105.3 |
1,105.3 |
1,097.6 |
1,102.3 |
PP |
1,099.2 |
1,099.2 |
1,099.2 |
1,097.7 |
S1 |
1,090.1 |
1,090.1 |
1,094.8 |
1,087.1 |
S2 |
1,084.0 |
1,084.0 |
1,093.4 |
|
S3 |
1,068.8 |
1,074.9 |
1,092.0 |
|
S4 |
1,053.6 |
1,059.7 |
1,087.8 |
|
|
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 |
1,071.9 |
41.2 |
3.8% |
17.1 |
1.6% |
59% |
False |
False |
180,073 |
10 |
1,113.1 |
1,056.5 |
56.6 |
5.2% |
14.5 |
1.3% |
70% |
False |
False |
137,307 |
20 |
1,113.1 |
1,046.8 |
66.3 |
6.0% |
14.9 |
1.4% |
75% |
False |
False |
125,941 |
40 |
1,113.1 |
1,045.4 |
67.7 |
6.2% |
15.5 |
1.4% |
75% |
False |
False |
108,796 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
14.9 |
1.4% |
35% |
False |
False |
76,098 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
15.1 |
1.4% |
35% |
False |
False |
57,893 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
15.0 |
1.4% |
35% |
False |
False |
46,741 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
14.6 |
1.3% |
35% |
False |
False |
39,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,172.9 |
2.618 |
1,148.1 |
1.618 |
1,132.9 |
1.000 |
1,123.5 |
0.618 |
1,117.7 |
HIGH |
1,108.3 |
0.618 |
1,102.5 |
0.500 |
1,100.7 |
0.382 |
1,098.9 |
LOW |
1,093.1 |
0.618 |
1,083.7 |
1.000 |
1,077.9 |
1.618 |
1,068.5 |
2.618 |
1,053.3 |
4.250 |
1,028.5 |
|
|
Fisher Pivots for day following 11-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,100.7 |
1,102.1 |
PP |
1,099.2 |
1,100.1 |
S1 |
1,097.7 |
1,098.2 |
|