Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
3,210.0 |
3,192.0 |
-18.0 |
-0.6% |
3,280.0 |
High |
3,214.0 |
3,195.0 |
-19.0 |
-0.6% |
3,310.0 |
Low |
3,138.0 |
3,127.0 |
-11.0 |
-0.4% |
3,243.0 |
Close |
3,151.0 |
3,161.0 |
10.0 |
0.3% |
3,282.0 |
Range |
76.0 |
68.0 |
-8.0 |
-10.5% |
67.0 |
ATR |
79.3 |
78.5 |
-0.8 |
-1.0% |
0.0 |
Volume |
1,099,294 |
1,242,908 |
143,614 |
13.1% |
2,411,679 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,365.0 |
3,331.0 |
3,198.4 |
|
R3 |
3,297.0 |
3,263.0 |
3,179.7 |
|
R2 |
3,229.0 |
3,229.0 |
3,173.5 |
|
R1 |
3,195.0 |
3,195.0 |
3,167.2 |
3,178.0 |
PP |
3,161.0 |
3,161.0 |
3,161.0 |
3,152.5 |
S1 |
3,127.0 |
3,127.0 |
3,154.8 |
3,110.0 |
S2 |
3,093.0 |
3,093.0 |
3,148.5 |
|
S3 |
3,025.0 |
3,059.0 |
3,142.3 |
|
S4 |
2,957.0 |
2,991.0 |
3,123.6 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,479.3 |
3,447.7 |
3,318.9 |
|
R3 |
3,412.3 |
3,380.7 |
3,300.4 |
|
R2 |
3,345.3 |
3,345.3 |
3,294.3 |
|
R1 |
3,313.7 |
3,313.7 |
3,288.1 |
3,329.5 |
PP |
3,278.3 |
3,278.3 |
3,278.3 |
3,286.3 |
S1 |
3,246.7 |
3,246.7 |
3,275.9 |
3,262.5 |
S2 |
3,211.3 |
3,211.3 |
3,269.7 |
|
S3 |
3,144.3 |
3,179.7 |
3,263.6 |
|
S4 |
3,077.3 |
3,112.7 |
3,245.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,310.0 |
3,127.0 |
183.0 |
5.8% |
54.2 |
1.7% |
19% |
False |
True |
950,776 |
10 |
3,338.0 |
3,127.0 |
211.0 |
6.7% |
61.9 |
2.0% |
16% |
False |
True |
887,930 |
20 |
3,525.0 |
3,123.0 |
402.0 |
12.7% |
78.6 |
2.5% |
9% |
False |
False |
831,308 |
40 |
3,525.0 |
3,123.0 |
402.0 |
12.7% |
67.6 |
2.1% |
9% |
False |
False |
430,865 |
60 |
3,525.0 |
3,123.0 |
402.0 |
12.7% |
60.2 |
1.9% |
9% |
False |
False |
289,715 |
80 |
3,525.0 |
2,969.0 |
556.0 |
17.6% |
61.3 |
1.9% |
35% |
False |
False |
218,861 |
100 |
3,525.0 |
2,969.0 |
556.0 |
17.6% |
58.9 |
1.9% |
35% |
False |
False |
175,132 |
120 |
3,679.0 |
2,969.0 |
710.0 |
22.5% |
50.9 |
1.6% |
27% |
False |
False |
145,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,484.0 |
2.618 |
3,373.0 |
1.618 |
3,305.0 |
1.000 |
3,263.0 |
0.618 |
3,237.0 |
HIGH |
3,195.0 |
0.618 |
3,169.0 |
0.500 |
3,161.0 |
0.382 |
3,153.0 |
LOW |
3,127.0 |
0.618 |
3,085.0 |
1.000 |
3,059.0 |
1.618 |
3,017.0 |
2.618 |
2,949.0 |
4.250 |
2,838.0 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
3,161.0 |
3,218.0 |
PP |
3,161.0 |
3,199.0 |
S1 |
3,161.0 |
3,180.0 |
|