Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,100.9 |
1,101.6 |
0.7 |
0.1% |
1,089.3 |
High |
1,104.8 |
1,103.5 |
-1.3 |
-0.1% |
1,109.9 |
Low |
1,092.5 |
1,094.4 |
1.9 |
0.2% |
1,082.1 |
Close |
1,098.2 |
1,096.3 |
-1.9 |
-0.2% |
1,096.3 |
Range |
12.3 |
9.1 |
-3.2 |
-26.0% |
27.8 |
ATR |
16.6 |
16.1 |
-0.5 |
-3.2% |
0.0 |
Volume |
178,737 |
142,743 |
-35,994 |
-20.1% |
674,867 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.4 |
1,119.9 |
1,101.3 |
|
R3 |
1,116.3 |
1,110.8 |
1,098.8 |
|
R2 |
1,107.2 |
1,107.2 |
1,098.0 |
|
R1 |
1,101.7 |
1,101.7 |
1,097.1 |
1,099.9 |
PP |
1,098.1 |
1,098.1 |
1,098.1 |
1,097.2 |
S1 |
1,092.6 |
1,092.6 |
1,095.5 |
1,090.8 |
S2 |
1,089.0 |
1,089.0 |
1,094.6 |
|
S3 |
1,079.9 |
1,083.5 |
1,093.8 |
|
S4 |
1,070.8 |
1,074.4 |
1,091.3 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.5 |
1,165.7 |
1,111.6 |
|
R3 |
1,151.7 |
1,137.9 |
1,103.9 |
|
R2 |
1,123.9 |
1,123.9 |
1,101.4 |
|
R1 |
1,110.1 |
1,110.1 |
1,098.8 |
1,117.0 |
PP |
1,096.1 |
1,096.1 |
1,096.1 |
1,099.6 |
S1 |
1,082.3 |
1,082.3 |
1,093.8 |
1,089.2 |
S2 |
1,068.3 |
1,068.3 |
1,091.2 |
|
S3 |
1,040.5 |
1,054.5 |
1,088.7 |
|
S4 |
1,012.7 |
1,026.7 |
1,081.0 |
|
|
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 |
1,076.0 |
33.9 |
3.1% |
15.6 |
1.4% |
60% |
False |
False |
169,664 |
10 |
1,113.1 |
1,071.1 |
42.0 |
3.8% |
17.1 |
1.6% |
60% |
False |
False |
173,298 |
20 |
1,113.1 |
1,056.5 |
56.6 |
5.2% |
14.7 |
1.3% |
70% |
False |
False |
141,922 |
40 |
1,113.1 |
1,045.4 |
67.7 |
6.2% |
15.9 |
1.5% |
75% |
False |
False |
136,077 |
60 |
1,183.5 |
1,045.4 |
138.1 |
12.6% |
15.5 |
1.4% |
37% |
False |
False |
98,207 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
15.2 |
1.4% |
35% |
False |
False |
74,367 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
14.8 |
1.3% |
35% |
False |
False |
60,043 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.4% |
14.8 |
1.4% |
35% |
False |
False |
50,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,142.2 |
2.618 |
1,127.3 |
1.618 |
1,118.2 |
1.000 |
1,112.6 |
0.618 |
1,109.1 |
HIGH |
1,103.5 |
0.618 |
1,100.0 |
0.500 |
1,099.0 |
0.382 |
1,097.9 |
LOW |
1,094.4 |
0.618 |
1,088.8 |
1.000 |
1,085.3 |
1.618 |
1,079.7 |
2.618 |
1,070.6 |
4.250 |
1,055.7 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,099.0 |
1,098.5 |
PP |
1,098.1 |
1,097.8 |
S1 |
1,097.2 |
1,097.0 |
|