Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,087.3 |
1,100.9 |
13.6 |
1.3% |
1,103.6 |
High |
1,109.9 |
1,104.8 |
-5.1 |
-0.5% |
1,108.3 |
Low |
1,087.1 |
1,092.5 |
5.4 |
0.5% |
1,071.1 |
Close |
1,106.2 |
1,098.2 |
-8.0 |
-0.7% |
1,090.7 |
Range |
22.8 |
12.3 |
-10.5 |
-46.1% |
37.2 |
ATR |
16.9 |
16.6 |
-0.2 |
-1.3% |
0.0 |
Volume |
193,281 |
178,737 |
-14,544 |
-7.5% |
864,668 |
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,135.4 |
1,129.1 |
1,105.0 |
|
R3 |
1,123.1 |
1,116.8 |
1,101.6 |
|
R2 |
1,110.8 |
1,110.8 |
1,100.5 |
|
R1 |
1,104.5 |
1,104.5 |
1,099.3 |
1,101.5 |
PP |
1,098.5 |
1,098.5 |
1,098.5 |
1,097.0 |
S1 |
1,092.2 |
1,092.2 |
1,097.1 |
1,089.2 |
S2 |
1,086.2 |
1,086.2 |
1,095.9 |
|
S3 |
1,073.9 |
1,079.9 |
1,094.8 |
|
S4 |
1,061.6 |
1,067.6 |
1,091.4 |
|
|
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% |
18.7 |
1.7% |
70% |
False |
False |
175,964 |
10 |
1,113.1 |
1,071.1 |
42.0 |
3.8% |
18.1 |
1.6% |
65% |
False |
False |
180,751 |
20 |
1,113.1 |
1,056.5 |
56.6 |
5.2% |
14.7 |
1.3% |
74% |
False |
False |
138,818 |
40 |
1,113.1 |
1,045.4 |
67.7 |
6.2% |
16.0 |
1.5% |
78% |
False |
False |
134,249 |
60 |
1,183.5 |
1,045.4 |
138.1 |
12.6% |
15.4 |
1.4% |
38% |
False |
False |
95,916 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
15.3 |
1.4% |
36% |
False |
False |
72,652 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
14.9 |
1.4% |
36% |
False |
False |
58,626 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
15.0 |
1.4% |
36% |
False |
False |
49,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,157.1 |
2.618 |
1,137.0 |
1.618 |
1,124.7 |
1.000 |
1,117.1 |
0.618 |
1,112.4 |
HIGH |
1,104.8 |
0.618 |
1,100.1 |
0.500 |
1,098.7 |
0.382 |
1,097.2 |
LOW |
1,092.5 |
0.618 |
1,084.9 |
1.000 |
1,080.2 |
1.618 |
1,072.6 |
2.618 |
1,060.3 |
4.250 |
1,040.2 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,098.7 |
1,097.5 |
PP |
1,098.5 |
1,096.7 |
S1 |
1,098.4 |
1,096.0 |
|