Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,125.4 |
1,114.4 |
-11.0 |
-1.0% |
1,097.8 |
High |
1,125.7 |
1,118.6 |
-7.1 |
-0.6% |
1,128.0 |
Low |
1,109.8 |
1,108.8 |
-1.0 |
-0.1% |
1,097.6 |
Close |
1,115.6 |
1,116.4 |
0.8 |
0.1% |
1,116.4 |
Range |
15.9 |
9.8 |
-6.1 |
-38.4% |
30.4 |
ATR |
15.8 |
15.4 |
-0.4 |
-2.7% |
0.0 |
Volume |
52,861 |
6,955 |
-45,906 |
-86.8% |
602,570 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.0 |
1,140.0 |
1,121.8 |
|
R3 |
1,134.2 |
1,130.2 |
1,119.1 |
|
R2 |
1,124.4 |
1,124.4 |
1,118.2 |
|
R1 |
1,120.4 |
1,120.4 |
1,117.3 |
1,122.4 |
PP |
1,114.6 |
1,114.6 |
1,114.6 |
1,115.6 |
S1 |
1,110.6 |
1,110.6 |
1,115.5 |
1,112.6 |
S2 |
1,104.8 |
1,104.8 |
1,114.6 |
|
S3 |
1,095.0 |
1,100.8 |
1,113.7 |
|
S4 |
1,085.2 |
1,091.0 |
1,111.0 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,205.2 |
1,191.2 |
1,133.1 |
|
R3 |
1,174.8 |
1,160.8 |
1,124.8 |
|
R2 |
1,144.4 |
1,144.4 |
1,122.0 |
|
R1 |
1,130.4 |
1,130.4 |
1,119.2 |
1,137.4 |
PP |
1,114.0 |
1,114.0 |
1,114.0 |
1,117.5 |
S1 |
1,100.0 |
1,100.0 |
1,113.6 |
1,107.0 |
S2 |
1,083.6 |
1,083.6 |
1,110.8 |
|
S3 |
1,053.2 |
1,069.6 |
1,108.0 |
|
S4 |
1,022.8 |
1,039.2 |
1,099.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,128.0 |
1,097.6 |
30.4 |
2.7% |
13.3 |
1.2% |
62% |
False |
False |
120,514 |
10 |
1,128.0 |
1,076.0 |
52.0 |
4.7% |
14.5 |
1.3% |
78% |
False |
False |
145,089 |
20 |
1,128.0 |
1,056.5 |
71.5 |
6.4% |
15.7 |
1.4% |
84% |
False |
False |
153,237 |
40 |
1,128.0 |
1,045.4 |
82.6 |
7.4% |
15.7 |
1.4% |
86% |
False |
False |
136,311 |
60 |
1,137.8 |
1,045.4 |
92.4 |
8.3% |
15.3 |
1.4% |
77% |
False |
False |
107,814 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.1% |
15.0 |
1.3% |
48% |
False |
False |
81,798 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.1% |
14.9 |
1.3% |
48% |
False |
False |
66,023 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.1% |
14.9 |
1.3% |
48% |
False |
False |
55,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,160.3 |
2.618 |
1,144.3 |
1.618 |
1,134.5 |
1.000 |
1,128.4 |
0.618 |
1,124.7 |
HIGH |
1,118.6 |
0.618 |
1,114.9 |
0.500 |
1,113.7 |
0.382 |
1,112.5 |
LOW |
1,108.8 |
0.618 |
1,102.7 |
1.000 |
1,099.0 |
1.618 |
1,092.9 |
2.618 |
1,083.1 |
4.250 |
1,067.2 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,115.5 |
1,118.4 |
PP |
1,114.6 |
1,117.7 |
S1 |
1,113.7 |
1,117.1 |
|