Trading Metrics calculated at close of trading on 12-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,103.6 |
1,094.0 |
-9.6 |
-0.9% |
1,061.5 |
High |
1,108.3 |
1,099.1 |
-9.2 |
-0.8% |
1,113.1 |
Low |
1,093.1 |
1,083.1 |
-10.0 |
-0.9% |
1,061.0 |
Close |
1,096.2 |
1,085.2 |
-11.0 |
-1.0% |
1,097.9 |
Range |
15.2 |
16.0 |
0.8 |
5.3% |
52.1 |
ATR |
15.4 |
15.5 |
0.0 |
0.3% |
0.0 |
Volume |
193,208 |
167,654 |
-25,554 |
-13.2% |
866,942 |
|
Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,137.1 |
1,127.2 |
1,094.0 |
|
R3 |
1,121.1 |
1,111.2 |
1,089.6 |
|
R2 |
1,105.1 |
1,105.1 |
1,088.1 |
|
R1 |
1,095.2 |
1,095.2 |
1,086.7 |
1,092.2 |
PP |
1,089.1 |
1,089.1 |
1,089.1 |
1,087.6 |
S1 |
1,079.2 |
1,079.2 |
1,083.7 |
1,076.2 |
S2 |
1,073.1 |
1,073.1 |
1,082.3 |
|
S3 |
1,057.1 |
1,063.2 |
1,080.8 |
|
S4 |
1,041.1 |
1,047.2 |
1,076.4 |
|
|
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 |
1,074.4 |
38.7 |
3.6% |
18.4 |
1.7% |
28% |
False |
False |
192,676 |
10 |
1,113.1 |
1,056.5 |
56.6 |
5.2% |
15.1 |
1.4% |
51% |
False |
False |
146,986 |
20 |
1,113.1 |
1,046.8 |
66.3 |
6.1% |
14.9 |
1.4% |
58% |
False |
False |
126,692 |
40 |
1,113.1 |
1,045.4 |
67.7 |
6.2% |
15.5 |
1.4% |
59% |
False |
False |
112,097 |
60 |
1,185.1 |
1,045.4 |
139.7 |
12.9% |
14.8 |
1.4% |
28% |
False |
False |
78,848 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
15.0 |
1.4% |
27% |
False |
False |
59,972 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
14.9 |
1.4% |
27% |
False |
False |
48,402 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
14.7 |
1.4% |
27% |
False |
False |
40,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.1 |
2.618 |
1,141.0 |
1.618 |
1,125.0 |
1.000 |
1,115.1 |
0.618 |
1,109.0 |
HIGH |
1,099.1 |
0.618 |
1,093.0 |
0.500 |
1,091.1 |
0.382 |
1,089.2 |
LOW |
1,083.1 |
0.618 |
1,073.2 |
1.000 |
1,067.1 |
1.618 |
1,057.2 |
2.618 |
1,041.2 |
4.250 |
1,015.1 |
|
|
Fisher Pivots for day following 12-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,091.1 |
1,098.1 |
PP |
1,089.1 |
1,093.8 |
S1 |
1,087.2 |
1,089.5 |
|