Trading Metrics calculated at close of trading on 14-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,086.8 |
1,093.6 |
6.8 |
0.6% |
1,061.5 |
High |
1,095.6 |
1,095.4 |
-0.2 |
0.0% |
1,113.1 |
Low |
1,079.4 |
1,071.1 |
-8.3 |
-0.8% |
1,061.0 |
Close |
1,087.1 |
1,073.6 |
-13.5 |
-1.2% |
1,097.9 |
Range |
16.2 |
24.3 |
8.1 |
50.0% |
52.1 |
ATR |
15.5 |
16.2 |
0.6 |
4.0% |
0.0 |
Volume |
156,109 |
174,240 |
18,131 |
11.6% |
866,942 |
|
Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.9 |
1,137.6 |
1,087.0 |
|
R3 |
1,128.6 |
1,113.3 |
1,080.3 |
|
R2 |
1,104.3 |
1,104.3 |
1,078.1 |
|
R1 |
1,089.0 |
1,089.0 |
1,075.8 |
1,084.5 |
PP |
1,080.0 |
1,080.0 |
1,080.0 |
1,077.8 |
S1 |
1,064.7 |
1,064.7 |
1,071.4 |
1,060.2 |
S2 |
1,055.7 |
1,055.7 |
1,069.1 |
|
S3 |
1,031.4 |
1,040.4 |
1,066.9 |
|
S4 |
1,007.1 |
1,016.1 |
1,060.2 |
|
|
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 |
1,071.1 |
42.0 |
3.9% |
18.6 |
1.7% |
6% |
False |
True |
176,932 |
10 |
1,113.1 |
1,056.5 |
56.6 |
5.3% |
17.0 |
1.6% |
30% |
False |
False |
161,386 |
20 |
1,113.1 |
1,046.8 |
66.3 |
6.2% |
15.4 |
1.4% |
40% |
False |
False |
131,351 |
40 |
1,113.1 |
1,045.4 |
67.7 |
6.3% |
15.8 |
1.5% |
42% |
False |
False |
119,590 |
60 |
1,183.5 |
1,045.4 |
138.1 |
12.9% |
15.2 |
1.4% |
20% |
False |
False |
84,296 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
15.2 |
1.4% |
19% |
False |
False |
63,999 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
15.0 |
1.4% |
19% |
False |
False |
51,680 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.7 |
1.4% |
19% |
False |
False |
43,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.7 |
2.618 |
1,159.0 |
1.618 |
1,134.7 |
1.000 |
1,119.7 |
0.618 |
1,110.4 |
HIGH |
1,095.4 |
0.618 |
1,086.1 |
0.500 |
1,083.3 |
0.382 |
1,080.4 |
LOW |
1,071.1 |
0.618 |
1,056.1 |
1.000 |
1,046.8 |
1.618 |
1,031.8 |
2.618 |
1,007.5 |
4.250 |
967.8 |
|
|
Fisher Pivots for day following 14-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,083.3 |
1,085.1 |
PP |
1,080.0 |
1,081.3 |
S1 |
1,076.8 |
1,077.4 |
|