Trading Metrics calculated at close of trading on 13-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,094.0 |
1,086.8 |
-7.2 |
-0.7% |
1,061.5 |
High |
1,099.1 |
1,095.6 |
-3.5 |
-0.3% |
1,113.1 |
Low |
1,083.1 |
1,079.4 |
-3.7 |
-0.3% |
1,061.0 |
Close |
1,085.2 |
1,087.1 |
1.9 |
0.2% |
1,097.9 |
Range |
16.0 |
16.2 |
0.2 |
1.3% |
52.1 |
ATR |
15.5 |
15.5 |
0.1 |
0.3% |
0.0 |
Volume |
167,654 |
156,109 |
-11,545 |
-6.9% |
866,942 |
|
Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,136.0 |
1,127.7 |
1,096.0 |
|
R3 |
1,119.8 |
1,111.5 |
1,091.6 |
|
R2 |
1,103.6 |
1,103.6 |
1,090.1 |
|
R1 |
1,095.3 |
1,095.3 |
1,088.6 |
1,099.5 |
PP |
1,087.4 |
1,087.4 |
1,087.4 |
1,089.4 |
S1 |
1,079.1 |
1,079.1 |
1,085.6 |
1,083.3 |
S2 |
1,071.2 |
1,071.2 |
1,084.1 |
|
S3 |
1,055.0 |
1,062.9 |
1,082.6 |
|
S4 |
1,038.8 |
1,046.7 |
1,078.2 |
|
|
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 |
1,079.4 |
33.7 |
3.1% |
17.5 |
1.6% |
23% |
False |
True |
185,537 |
10 |
1,113.1 |
1,056.5 |
56.6 |
5.2% |
15.9 |
1.5% |
54% |
False |
False |
153,833 |
20 |
1,113.1 |
1,046.8 |
66.3 |
6.1% |
14.7 |
1.4% |
61% |
False |
False |
128,405 |
40 |
1,113.1 |
1,045.4 |
67.7 |
6.2% |
15.6 |
1.4% |
62% |
False |
False |
115,671 |
60 |
1,183.5 |
1,045.4 |
138.1 |
12.7% |
15.0 |
1.4% |
30% |
False |
False |
81,428 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
15.0 |
1.4% |
28% |
False |
False |
61,903 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
14.9 |
1.4% |
28% |
False |
False |
49,947 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
14.7 |
1.3% |
28% |
False |
False |
41,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,164.5 |
2.618 |
1,138.0 |
1.618 |
1,121.8 |
1.000 |
1,111.8 |
0.618 |
1,105.6 |
HIGH |
1,095.6 |
0.618 |
1,089.4 |
0.500 |
1,087.5 |
0.382 |
1,085.6 |
LOW |
1,079.4 |
0.618 |
1,069.4 |
1.000 |
1,063.2 |
1.618 |
1,053.2 |
2.618 |
1,037.0 |
4.250 |
1,010.6 |
|
|
Fisher Pivots for day following 13-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,087.5 |
1,093.9 |
PP |
1,087.4 |
1,091.6 |
S1 |
1,087.2 |
1,089.4 |
|