Trading Metrics calculated at close of trading on 11-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
16,446 |
16,260 |
-186 |
-1.1% |
17,347 |
High |
16,666 |
16,372 |
-294 |
-1.8% |
17,399 |
Low |
16,209 |
16,085 |
-124 |
-0.8% |
16,209 |
Close |
16,235 |
16,287 |
52 |
0.3% |
16,235 |
Range |
457 |
287 |
-170 |
-37.2% |
1,190 |
ATR |
293 |
292 |
0 |
-0.1% |
0 |
Volume |
301,344 |
277,519 |
-23,825 |
-7.9% |
1,256,432 |
|
Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,109 |
16,985 |
16,445 |
|
R3 |
16,822 |
16,698 |
16,366 |
|
R2 |
16,535 |
16,535 |
16,340 |
|
R1 |
16,411 |
16,411 |
16,313 |
16,473 |
PP |
16,248 |
16,248 |
16,248 |
16,279 |
S1 |
16,124 |
16,124 |
16,261 |
16,186 |
S2 |
15,961 |
15,961 |
16,235 |
|
S3 |
15,674 |
15,837 |
16,208 |
|
S4 |
15,387 |
15,550 |
16,129 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,184 |
19,400 |
16,890 |
|
R3 |
18,994 |
18,210 |
16,562 |
|
R2 |
17,804 |
17,804 |
16,453 |
|
R1 |
17,020 |
17,020 |
16,344 |
16,817 |
PP |
16,614 |
16,614 |
16,614 |
16,513 |
S1 |
15,830 |
15,830 |
16,126 |
15,627 |
S2 |
15,424 |
15,424 |
16,017 |
|
S3 |
14,234 |
14,640 |
15,908 |
|
S4 |
13,044 |
13,450 |
15,581 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,153 |
16,085 |
1,068 |
6.6% |
369 |
2.3% |
19% |
False |
True |
262,741 |
10 |
17,660 |
16,085 |
1,575 |
9.7% |
315 |
1.9% |
13% |
False |
True |
182,902 |
20 |
17,735 |
16,085 |
1,650 |
10.1% |
296 |
1.8% |
12% |
False |
True |
170,554 |
40 |
17,825 |
16,085 |
1,740 |
10.7% |
264 |
1.6% |
12% |
False |
True |
87,365 |
60 |
17,828 |
16,085 |
1,743 |
10.7% |
230 |
1.4% |
12% |
False |
True |
58,294 |
80 |
17,828 |
15,745 |
2,083 |
12.8% |
236 |
1.4% |
26% |
False |
False |
43,735 |
100 |
17,828 |
15,495 |
2,333 |
14.3% |
238 |
1.5% |
34% |
False |
False |
34,990 |
120 |
17,828 |
15,495 |
2,333 |
14.3% |
214 |
1.3% |
34% |
False |
False |
29,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,592 |
2.618 |
17,123 |
1.618 |
16,836 |
1.000 |
16,659 |
0.618 |
16,549 |
HIGH |
16,372 |
0.618 |
16,262 |
0.500 |
16,229 |
0.382 |
16,195 |
LOW |
16,085 |
0.618 |
15,908 |
1.000 |
15,798 |
1.618 |
15,621 |
2.618 |
15,334 |
4.250 |
14,865 |
|
|
Fisher Pivots for day following 11-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,268 |
16,483 |
PP |
16,248 |
16,418 |
S1 |
16,229 |
16,352 |
|