Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,089.3 |
1,087.3 |
-2.0 |
-0.2% |
1,103.6 |
High |
1,094.5 |
1,109.9 |
15.4 |
1.4% |
1,108.3 |
Low |
1,082.1 |
1,087.1 |
5.0 |
0.5% |
1,071.1 |
Close |
1,089.1 |
1,106.2 |
17.1 |
1.6% |
1,090.7 |
Range |
12.4 |
22.8 |
10.4 |
83.9% |
37.2 |
ATR |
16.4 |
16.9 |
0.5 |
2.8% |
0.0 |
Volume |
160,106 |
193,281 |
33,175 |
20.7% |
864,668 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.5 |
1,160.6 |
1,118.7 |
|
R3 |
1,146.7 |
1,137.8 |
1,112.5 |
|
R2 |
1,123.9 |
1,123.9 |
1,110.4 |
|
R1 |
1,115.0 |
1,115.0 |
1,108.3 |
1,119.5 |
PP |
1,101.1 |
1,101.1 |
1,101.1 |
1,103.3 |
S1 |
1,092.2 |
1,092.2 |
1,104.1 |
1,096.7 |
S2 |
1,078.3 |
1,078.3 |
1,102.0 |
|
S3 |
1,055.5 |
1,069.4 |
1,099.9 |
|
S4 |
1,032.7 |
1,046.6 |
1,093.7 |
|
|
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 |
1,109.9 |
1,071.1 |
38.8 |
3.5% |
19.4 |
1.8% |
90% |
True |
False |
171,438 |
10 |
1,113.1 |
1,071.1 |
42.0 |
3.8% |
18.9 |
1.7% |
84% |
False |
False |
182,057 |
20 |
1,113.1 |
1,056.5 |
56.6 |
5.1% |
15.0 |
1.4% |
88% |
False |
False |
135,992 |
40 |
1,113.1 |
1,045.4 |
67.7 |
6.1% |
16.0 |
1.4% |
90% |
False |
False |
131,016 |
60 |
1,183.5 |
1,045.4 |
138.1 |
12.5% |
15.5 |
1.4% |
44% |
False |
False |
92,966 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.3% |
15.3 |
1.4% |
41% |
False |
False |
70,481 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.3% |
14.8 |
1.3% |
41% |
False |
False |
56,848 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.3% |
15.0 |
1.4% |
41% |
False |
False |
47,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.8 |
2.618 |
1,169.6 |
1.618 |
1,146.8 |
1.000 |
1,132.7 |
0.618 |
1,124.0 |
HIGH |
1,109.9 |
0.618 |
1,101.2 |
0.500 |
1,098.5 |
0.382 |
1,095.8 |
LOW |
1,087.1 |
0.618 |
1,073.0 |
1.000 |
1,064.3 |
1.618 |
1,050.2 |
2.618 |
1,027.4 |
4.250 |
990.2 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,103.6 |
1,101.8 |
PP |
1,101.1 |
1,097.4 |
S1 |
1,098.5 |
1,093.0 |
|