Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
16,268 |
15,875 |
-393 |
-2.4% |
16,260 |
High |
16,331 |
16,188 |
-143 |
-0.9% |
16,533 |
Low |
15,748 |
15,794 |
46 |
0.3% |
15,748 |
Close |
15,912 |
15,913 |
1 |
0.0% |
15,912 |
Range |
583 |
394 |
-189 |
-32.4% |
785 |
ATR |
336 |
341 |
4 |
1.2% |
0 |
Volume |
357,593 |
348,986 |
-8,607 |
-2.4% |
1,505,412 |
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,147 |
16,924 |
16,130 |
|
R3 |
16,753 |
16,530 |
16,021 |
|
R2 |
16,359 |
16,359 |
15,985 |
|
R1 |
16,136 |
16,136 |
15,949 |
16,248 |
PP |
15,965 |
15,965 |
15,965 |
16,021 |
S1 |
15,742 |
15,742 |
15,877 |
15,854 |
S2 |
15,571 |
15,571 |
15,841 |
|
S3 |
15,177 |
15,348 |
15,805 |
|
S4 |
14,783 |
14,954 |
15,696 |
|
|
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% |
446 |
2.8% |
21% |
False |
False |
315,375 |
10 |
17,153 |
15,748 |
1,405 |
8.8% |
408 |
2.6% |
12% |
False |
False |
289,058 |
20 |
17,660 |
15,748 |
1,912 |
12.0% |
325 |
2.0% |
9% |
False |
False |
199,938 |
40 |
17,825 |
15,748 |
2,077 |
13.1% |
285 |
1.8% |
8% |
False |
False |
126,761 |
60 |
17,828 |
15,748 |
2,080 |
13.1% |
256 |
1.6% |
8% |
False |
False |
84,570 |
80 |
17,828 |
15,745 |
2,083 |
13.1% |
246 |
1.5% |
8% |
False |
False |
63,444 |
100 |
17,828 |
15,495 |
2,333 |
14.7% |
244 |
1.5% |
18% |
False |
False |
50,758 |
120 |
17,828 |
15,495 |
2,333 |
14.7% |
227 |
1.4% |
18% |
False |
False |
42,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,863 |
2.618 |
17,220 |
1.618 |
16,826 |
1.000 |
16,582 |
0.618 |
16,432 |
HIGH |
16,188 |
0.618 |
16,038 |
0.500 |
15,991 |
0.382 |
15,945 |
LOW |
15,794 |
0.618 |
15,551 |
1.000 |
15,400 |
1.618 |
15,157 |
2.618 |
14,763 |
4.250 |
14,120 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
15,991 |
16,070 |
PP |
15,965 |
16,017 |
S1 |
15,939 |
15,965 |
|