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 |
17,347 |
17,086 |
-261 |
-1.5% |
17,453 |
High |
17,399 |
17,153 |
-246 |
-1.4% |
17,660 |
Low |
16,860 |
16,940 |
80 |
0.5% |
17,298 |
Close |
17,085 |
17,081 |
-4 |
0.0% |
17,341 |
Range |
539 |
213 |
-326 |
-60.5% |
362 |
ATR |
256 |
253 |
-3 |
-1.2% |
0 |
Volume |
220,242 |
190,444 |
-29,798 |
-13.5% |
295,070 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,697 |
17,602 |
17,198 |
|
R3 |
17,484 |
17,389 |
17,140 |
|
R2 |
17,271 |
17,271 |
17,120 |
|
R1 |
17,176 |
17,176 |
17,101 |
17,117 |
PP |
17,058 |
17,058 |
17,058 |
17,029 |
S1 |
16,963 |
16,963 |
17,062 |
16,904 |
S2 |
16,845 |
16,845 |
17,042 |
|
S3 |
16,632 |
16,750 |
17,023 |
|
S4 |
16,419 |
16,537 |
16,964 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,519 |
18,292 |
17,540 |
|
R3 |
18,157 |
17,930 |
17,441 |
|
R2 |
17,795 |
17,795 |
17,407 |
|
R1 |
17,568 |
17,568 |
17,374 |
17,501 |
PP |
17,433 |
17,433 |
17,433 |
17,399 |
S1 |
17,206 |
17,206 |
17,308 |
17,139 |
S2 |
17,071 |
17,071 |
17,275 |
|
S3 |
16,709 |
16,844 |
17,242 |
|
S4 |
16,347 |
16,482 |
17,142 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,660 |
16,860 |
800 |
4.7% |
277 |
1.6% |
28% |
False |
False |
127,729 |
10 |
17,660 |
16,860 |
800 |
4.7% |
226 |
1.3% |
28% |
False |
False |
107,750 |
20 |
17,790 |
16,860 |
930 |
5.4% |
271 |
1.6% |
24% |
False |
False |
118,153 |
40 |
17,825 |
16,860 |
965 |
5.6% |
239 |
1.4% |
23% |
False |
False |
59,291 |
60 |
17,828 |
16,715 |
1,113 |
6.5% |
212 |
1.2% |
33% |
False |
False |
39,577 |
80 |
17,828 |
15,745 |
2,083 |
12.2% |
226 |
1.3% |
64% |
False |
False |
29,695 |
100 |
17,828 |
15,495 |
2,333 |
13.7% |
224 |
1.3% |
68% |
False |
False |
23,757 |
120 |
17,886 |
15,495 |
2,391 |
14.0% |
202 |
1.2% |
66% |
False |
False |
19,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,058 |
2.618 |
17,711 |
1.618 |
17,498 |
1.000 |
17,366 |
0.618 |
17,285 |
HIGH |
17,153 |
0.618 |
17,072 |
0.500 |
17,047 |
0.382 |
17,021 |
LOW |
16,940 |
0.618 |
16,808 |
1.000 |
16,727 |
1.618 |
16,595 |
2.618 |
16,382 |
4.250 |
16,035 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
17,070 |
17,198 |
PP |
17,058 |
17,159 |
S1 |
17,047 |
17,120 |
|