Trading Metrics calculated at close of trading on 06-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
3,192.0 |
3,150.0 |
-42.0 |
-1.3% |
3,280.0 |
High |
3,195.0 |
3,165.0 |
-30.0 |
-0.9% |
3,310.0 |
Low |
3,127.0 |
3,096.0 |
-31.0 |
-1.0% |
3,243.0 |
Close |
3,161.0 |
3,131.0 |
-30.0 |
-0.9% |
3,282.0 |
Range |
68.0 |
69.0 |
1.0 |
1.5% |
67.0 |
ATR |
78.5 |
77.8 |
-0.7 |
-0.9% |
0.0 |
Volume |
1,242,908 |
1,855,957 |
613,049 |
49.3% |
2,411,679 |
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,337.7 |
3,303.3 |
3,169.0 |
|
R3 |
3,268.7 |
3,234.3 |
3,150.0 |
|
R2 |
3,199.7 |
3,199.7 |
3,143.7 |
|
R1 |
3,165.3 |
3,165.3 |
3,137.3 |
3,148.0 |
PP |
3,130.7 |
3,130.7 |
3,130.7 |
3,122.0 |
S1 |
3,096.3 |
3,096.3 |
3,124.7 |
3,079.0 |
S2 |
3,061.7 |
3,061.7 |
3,118.4 |
|
S3 |
2,992.7 |
3,027.3 |
3,112.0 |
|
S4 |
2,923.7 |
2,958.3 |
3,093.1 |
|
|
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 |
3,096.0 |
214.0 |
6.8% |
59.0 |
1.9% |
16% |
False |
True |
1,231,834 |
10 |
3,310.0 |
3,096.0 |
214.0 |
6.8% |
62.4 |
2.0% |
16% |
False |
True |
926,028 |
20 |
3,387.0 |
3,096.0 |
291.0 |
9.3% |
70.0 |
2.2% |
12% |
False |
True |
921,504 |
40 |
3,525.0 |
3,096.0 |
429.0 |
13.7% |
68.1 |
2.2% |
8% |
False |
True |
476,758 |
60 |
3,525.0 |
3,096.0 |
429.0 |
13.7% |
60.5 |
1.9% |
8% |
False |
True |
320,644 |
80 |
3,525.0 |
2,969.0 |
556.0 |
17.8% |
61.8 |
2.0% |
29% |
False |
False |
242,061 |
100 |
3,525.0 |
2,969.0 |
556.0 |
17.8% |
59.4 |
1.9% |
29% |
False |
False |
193,691 |
120 |
3,679.0 |
2,969.0 |
710.0 |
22.7% |
51.4 |
1.6% |
23% |
False |
False |
161,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,458.3 |
2.618 |
3,345.6 |
1.618 |
3,276.6 |
1.000 |
3,234.0 |
0.618 |
3,207.6 |
HIGH |
3,165.0 |
0.618 |
3,138.6 |
0.500 |
3,130.5 |
0.382 |
3,122.4 |
LOW |
3,096.0 |
0.618 |
3,053.4 |
1.000 |
3,027.0 |
1.618 |
2,984.4 |
2.618 |
2,915.4 |
4.250 |
2,802.8 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
3,130.8 |
3,155.0 |
PP |
3,130.7 |
3,147.0 |
S1 |
3,130.5 |
3,139.0 |
|