Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,079.2 |
1,089.3 |
10.1 |
0.9% |
1,103.6 |
High |
1,097.5 |
1,094.5 |
-3.0 |
-0.3% |
1,108.3 |
Low |
1,076.0 |
1,082.1 |
6.1 |
0.6% |
1,071.1 |
Close |
1,090.7 |
1,089.1 |
-1.6 |
-0.1% |
1,090.7 |
Range |
21.5 |
12.4 |
-9.1 |
-42.3% |
37.2 |
ATR |
16.7 |
16.4 |
-0.3 |
-1.8% |
0.0 |
Volume |
173,457 |
160,106 |
-13,351 |
-7.7% |
864,668 |
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.8 |
1,119.8 |
1,095.9 |
|
R3 |
1,113.4 |
1,107.4 |
1,092.5 |
|
R2 |
1,101.0 |
1,101.0 |
1,091.4 |
|
R1 |
1,095.0 |
1,095.0 |
1,090.2 |
1,091.8 |
PP |
1,088.6 |
1,088.6 |
1,088.6 |
1,087.0 |
S1 |
1,082.6 |
1,082.6 |
1,088.0 |
1,079.4 |
S2 |
1,076.2 |
1,076.2 |
1,086.8 |
|
S3 |
1,063.8 |
1,070.2 |
1,085.7 |
|
S4 |
1,051.4 |
1,057.8 |
1,082.3 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,201.6 |
1,183.4 |
1,111.2 |
|
R3 |
1,164.4 |
1,146.2 |
1,100.9 |
|
R2 |
1,127.2 |
1,127.2 |
1,097.5 |
|
R1 |
1,109.0 |
1,109.0 |
1,094.1 |
1,099.5 |
PP |
1,090.0 |
1,090.0 |
1,090.0 |
1,085.3 |
S1 |
1,071.8 |
1,071.8 |
1,087.3 |
1,062.3 |
S2 |
1,052.8 |
1,052.8 |
1,083.9 |
|
S3 |
1,015.6 |
1,034.6 |
1,080.5 |
|
S4 |
978.4 |
997.4 |
1,070.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,099.1 |
1,071.1 |
28.0 |
2.6% |
18.1 |
1.7% |
64% |
False |
False |
166,313 |
10 |
1,113.1 |
1,071.1 |
42.0 |
3.9% |
17.6 |
1.6% |
43% |
False |
False |
173,193 |
20 |
1,113.1 |
1,050.0 |
63.1 |
5.8% |
14.9 |
1.4% |
62% |
False |
False |
132,439 |
40 |
1,113.1 |
1,045.4 |
67.7 |
6.2% |
15.9 |
1.5% |
65% |
False |
False |
126,872 |
60 |
1,183.5 |
1,045.4 |
138.1 |
12.7% |
15.3 |
1.4% |
32% |
False |
False |
89,773 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
15.3 |
1.4% |
30% |
False |
False |
68,123 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
14.9 |
1.4% |
30% |
False |
False |
54,924 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
14.8 |
1.4% |
30% |
False |
False |
46,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.2 |
2.618 |
1,127.0 |
1.618 |
1,114.6 |
1.000 |
1,106.9 |
0.618 |
1,102.2 |
HIGH |
1,094.5 |
0.618 |
1,089.8 |
0.500 |
1,088.3 |
0.382 |
1,086.8 |
LOW |
1,082.1 |
0.618 |
1,074.4 |
1.000 |
1,069.7 |
1.618 |
1,062.0 |
2.618 |
1,049.6 |
4.250 |
1,029.4 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,088.8 |
1,087.5 |
PP |
1,088.6 |
1,085.9 |
S1 |
1,088.3 |
1,084.3 |
|