Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
16,068 |
16,268 |
200 |
1.2% |
16,260 |
High |
16,391 |
16,331 |
-60 |
-0.4% |
16,533 |
Low |
15,980 |
15,748 |
-232 |
-1.5% |
15,748 |
Close |
16,281 |
15,912 |
-369 |
-2.3% |
15,912 |
Range |
411 |
583 |
172 |
41.8% |
785 |
ATR |
318 |
336 |
19 |
6.0% |
0 |
Volume |
304,868 |
357,593 |
52,725 |
17.3% |
1,505,412 |
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,746 |
17,412 |
16,233 |
|
R3 |
17,163 |
16,829 |
16,072 |
|
R2 |
16,580 |
16,580 |
16,019 |
|
R1 |
16,246 |
16,246 |
15,966 |
16,122 |
PP |
15,997 |
15,997 |
15,997 |
15,935 |
S1 |
15,663 |
15,663 |
15,859 |
15,539 |
S2 |
15,414 |
15,414 |
15,805 |
|
S3 |
14,831 |
15,080 |
15,752 |
|
S4 |
14,248 |
14,497 |
15,591 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,419 |
17,951 |
16,344 |
|
R3 |
17,634 |
17,166 |
16,128 |
|
R2 |
16,849 |
16,849 |
16,056 |
|
R1 |
16,381 |
16,381 |
15,984 |
16,223 |
PP |
16,064 |
16,064 |
16,064 |
15,985 |
S1 |
15,596 |
15,596 |
15,840 |
15,438 |
S2 |
15,279 |
15,279 |
15,768 |
|
S3 |
14,494 |
14,811 |
15,696 |
|
S4 |
13,709 |
14,026 |
15,480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,533 |
15,748 |
785 |
4.9% |
425 |
2.7% |
21% |
False |
True |
301,082 |
10 |
17,399 |
15,748 |
1,651 |
10.4% |
422 |
2.7% |
10% |
False |
True |
276,184 |
20 |
17,735 |
15,748 |
1,987 |
12.5% |
325 |
2.0% |
8% |
False |
True |
192,360 |
40 |
17,825 |
15,748 |
2,077 |
13.1% |
282 |
1.8% |
8% |
False |
True |
118,039 |
60 |
17,828 |
15,748 |
2,080 |
13.1% |
252 |
1.6% |
8% |
False |
True |
78,755 |
80 |
17,828 |
15,745 |
2,083 |
13.1% |
244 |
1.5% |
8% |
False |
False |
59,082 |
100 |
17,828 |
15,495 |
2,333 |
14.7% |
245 |
1.5% |
18% |
False |
False |
47,268 |
120 |
17,828 |
15,495 |
2,333 |
14.7% |
225 |
1.4% |
18% |
False |
False |
39,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,809 |
2.618 |
17,857 |
1.618 |
17,274 |
1.000 |
16,914 |
0.618 |
16,691 |
HIGH |
16,331 |
0.618 |
16,108 |
0.500 |
16,040 |
0.382 |
15,971 |
LOW |
15,748 |
0.618 |
15,388 |
1.000 |
15,165 |
1.618 |
14,805 |
2.618 |
14,222 |
4.250 |
13,270 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,040 |
16,141 |
PP |
15,997 |
16,064 |
S1 |
15,955 |
15,988 |
|