Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,097.8 |
1,108.2 |
10.4 |
0.9% |
1,089.3 |
High |
1,109.2 |
1,123.2 |
14.0 |
1.3% |
1,109.9 |
Low |
1,097.6 |
1,107.2 |
9.6 |
0.9% |
1,082.1 |
Close |
1,105.3 |
1,120.2 |
14.9 |
1.3% |
1,096.3 |
Range |
11.6 |
16.0 |
4.4 |
37.9% |
27.8 |
ATR |
15.9 |
16.0 |
0.1 |
0.9% |
0.0 |
Volume |
176,358 |
197,690 |
21,332 |
12.1% |
674,867 |
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,164.9 |
1,158.5 |
1,129.0 |
|
R3 |
1,148.9 |
1,142.5 |
1,124.6 |
|
R2 |
1,132.9 |
1,132.9 |
1,123.1 |
|
R1 |
1,126.5 |
1,126.5 |
1,121.7 |
1,129.7 |
PP |
1,116.9 |
1,116.9 |
1,116.9 |
1,118.5 |
S1 |
1,110.5 |
1,110.5 |
1,118.7 |
1,113.7 |
S2 |
1,100.9 |
1,100.9 |
1,117.3 |
|
S3 |
1,084.9 |
1,094.5 |
1,115.8 |
|
S4 |
1,068.9 |
1,078.5 |
1,111.4 |
|
|
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 |
1,123.2 |
1,087.1 |
36.1 |
3.2% |
14.4 |
1.3% |
92% |
True |
False |
177,761 |
10 |
1,123.2 |
1,071.1 |
52.1 |
4.7% |
16.2 |
1.4% |
94% |
True |
False |
172,037 |
20 |
1,123.2 |
1,056.5 |
66.7 |
6.0% |
15.4 |
1.4% |
96% |
True |
False |
154,672 |
40 |
1,123.2 |
1,045.4 |
77.8 |
6.9% |
16.0 |
1.4% |
96% |
True |
False |
141,144 |
60 |
1,162.9 |
1,045.4 |
117.5 |
10.5% |
15.3 |
1.4% |
64% |
False |
False |
104,317 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.1% |
15.2 |
1.4% |
51% |
False |
False |
79,000 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.1% |
14.8 |
1.3% |
51% |
False |
False |
63,768 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.1% |
14.9 |
1.3% |
51% |
False |
False |
53,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,191.2 |
2.618 |
1,165.1 |
1.618 |
1,149.1 |
1.000 |
1,139.2 |
0.618 |
1,133.1 |
HIGH |
1,123.2 |
0.618 |
1,117.1 |
0.500 |
1,115.2 |
0.382 |
1,113.3 |
LOW |
1,107.2 |
0.618 |
1,097.3 |
1.000 |
1,091.2 |
1.618 |
1,081.3 |
2.618 |
1,065.3 |
4.250 |
1,039.2 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,118.5 |
1,116.4 |
PP |
1,116.9 |
1,112.6 |
S1 |
1,115.2 |
1,108.8 |
|