Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,101.6 |
1,097.8 |
-3.8 |
-0.3% |
1,089.3 |
High |
1,103.5 |
1,109.2 |
5.7 |
0.5% |
1,109.9 |
Low |
1,094.4 |
1,097.6 |
3.2 |
0.3% |
1,082.1 |
Close |
1,096.3 |
1,105.3 |
9.0 |
0.8% |
1,096.3 |
Range |
9.1 |
11.6 |
2.5 |
27.5% |
27.8 |
ATR |
16.1 |
15.9 |
-0.2 |
-1.4% |
0.0 |
Volume |
142,743 |
176,358 |
33,615 |
23.5% |
674,867 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,138.8 |
1,133.7 |
1,111.7 |
|
R3 |
1,127.2 |
1,122.1 |
1,108.5 |
|
R2 |
1,115.6 |
1,115.6 |
1,107.4 |
|
R1 |
1,110.5 |
1,110.5 |
1,106.4 |
1,113.1 |
PP |
1,104.0 |
1,104.0 |
1,104.0 |
1,105.3 |
S1 |
1,098.9 |
1,098.9 |
1,104.2 |
1,101.5 |
S2 |
1,092.4 |
1,092.4 |
1,103.2 |
|
S3 |
1,080.8 |
1,087.3 |
1,102.1 |
|
S4 |
1,069.2 |
1,075.7 |
1,098.9 |
|
|
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 |
1,082.1 |
27.8 |
2.5% |
13.6 |
1.2% |
83% |
False |
False |
170,245 |
10 |
1,109.9 |
1,071.1 |
38.8 |
3.5% |
16.1 |
1.5% |
88% |
False |
False |
171,589 |
20 |
1,113.1 |
1,056.5 |
56.6 |
5.1% |
14.9 |
1.4% |
86% |
False |
False |
147,272 |
40 |
1,113.1 |
1,045.4 |
67.7 |
6.1% |
15.9 |
1.4% |
88% |
False |
False |
138,711 |
60 |
1,183.5 |
1,045.4 |
138.1 |
12.5% |
15.5 |
1.4% |
43% |
False |
False |
101,097 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.3% |
15.2 |
1.4% |
41% |
False |
False |
76,557 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.3% |
14.8 |
1.3% |
41% |
False |
False |
61,799 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.3% |
14.8 |
1.3% |
41% |
False |
False |
51,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,158.5 |
2.618 |
1,139.6 |
1.618 |
1,128.0 |
1.000 |
1,120.8 |
0.618 |
1,116.4 |
HIGH |
1,109.2 |
0.618 |
1,104.8 |
0.500 |
1,103.4 |
0.382 |
1,102.0 |
LOW |
1,097.6 |
0.618 |
1,090.4 |
1.000 |
1,086.0 |
1.618 |
1,078.8 |
2.618 |
1,067.2 |
4.250 |
1,048.3 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,104.7 |
1,103.8 |
PP |
1,104.0 |
1,102.3 |
S1 |
1,103.4 |
1,100.9 |
|