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 |
17,086 |
17,074 |
-12 |
-0.1% |
17,453 |
High |
17,153 |
17,096 |
-57 |
-0.3% |
17,660 |
Low |
16,940 |
16,723 |
-217 |
-1.3% |
17,298 |
Close |
17,081 |
16,838 |
-243 |
-1.4% |
17,341 |
Range |
213 |
373 |
160 |
75.1% |
362 |
ATR |
253 |
262 |
9 |
3.4% |
0 |
Volume |
190,444 |
232,499 |
42,055 |
22.1% |
295,070 |
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,005 |
17,794 |
17,043 |
|
R3 |
17,632 |
17,421 |
16,941 |
|
R2 |
17,259 |
17,259 |
16,907 |
|
R1 |
17,048 |
17,048 |
16,872 |
16,967 |
PP |
16,886 |
16,886 |
16,886 |
16,845 |
S1 |
16,675 |
16,675 |
16,804 |
16,594 |
S2 |
16,513 |
16,513 |
16,770 |
|
S3 |
16,140 |
16,302 |
16,736 |
|
S4 |
15,767 |
15,929 |
16,633 |
|
|
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 |
17,656 |
16,723 |
933 |
5.5% |
305 |
1.8% |
12% |
False |
True |
157,953 |
10 |
17,660 |
16,723 |
937 |
5.6% |
244 |
1.4% |
12% |
False |
True |
118,293 |
20 |
17,735 |
16,723 |
1,012 |
6.0% |
278 |
1.6% |
11% |
False |
True |
129,532 |
40 |
17,825 |
16,723 |
1,102 |
6.5% |
245 |
1.5% |
10% |
False |
True |
65,103 |
60 |
17,828 |
16,715 |
1,113 |
6.6% |
217 |
1.3% |
11% |
False |
False |
43,451 |
80 |
17,828 |
15,745 |
2,083 |
12.4% |
228 |
1.4% |
52% |
False |
False |
32,602 |
100 |
17,828 |
15,495 |
2,333 |
13.9% |
227 |
1.3% |
58% |
False |
False |
26,082 |
120 |
17,859 |
15,495 |
2,364 |
14.0% |
205 |
1.2% |
57% |
False |
False |
21,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,681 |
2.618 |
18,073 |
1.618 |
17,700 |
1.000 |
17,469 |
0.618 |
17,327 |
HIGH |
17,096 |
0.618 |
16,954 |
0.500 |
16,910 |
0.382 |
16,866 |
LOW |
16,723 |
0.618 |
16,493 |
1.000 |
16,350 |
1.618 |
16,120 |
2.618 |
15,747 |
4.250 |
15,138 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,910 |
17,061 |
PP |
16,886 |
16,987 |
S1 |
16,862 |
16,912 |
|