Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
15,875 |
15,888 |
13 |
0.1% |
16,260 |
High |
16,188 |
15,939 |
-249 |
-1.5% |
16,533 |
Low |
15,794 |
15,365 |
-429 |
-2.7% |
15,748 |
Close |
15,913 |
15,717 |
-196 |
-1.2% |
15,912 |
Range |
394 |
574 |
180 |
45.7% |
785 |
ATR |
341 |
357 |
17 |
4.9% |
0 |
Volume |
348,986 |
373,958 |
24,972 |
7.2% |
1,505,412 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,396 |
17,130 |
16,033 |
|
R3 |
16,822 |
16,556 |
15,875 |
|
R2 |
16,248 |
16,248 |
15,822 |
|
R1 |
15,982 |
15,982 |
15,770 |
15,828 |
PP |
15,674 |
15,674 |
15,674 |
15,597 |
S1 |
15,408 |
15,408 |
15,665 |
15,254 |
S2 |
15,100 |
15,100 |
15,612 |
|
S3 |
14,526 |
14,834 |
15,559 |
|
S4 |
13,952 |
14,260 |
15,401 |
|
|
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 |
15,365 |
1,168 |
7.4% |
494 |
3.1% |
30% |
False |
True |
338,091 |
10 |
17,096 |
15,365 |
1,731 |
11.0% |
444 |
2.8% |
20% |
False |
True |
307,410 |
20 |
17,660 |
15,365 |
2,295 |
14.6% |
335 |
2.1% |
15% |
False |
True |
207,580 |
40 |
17,825 |
15,365 |
2,460 |
15.7% |
296 |
1.9% |
14% |
False |
True |
136,096 |
60 |
17,828 |
15,365 |
2,463 |
15.7% |
259 |
1.6% |
14% |
False |
True |
90,801 |
80 |
17,828 |
15,365 |
2,463 |
15.7% |
249 |
1.6% |
14% |
False |
True |
68,118 |
100 |
17,828 |
15,365 |
2,463 |
15.7% |
243 |
1.5% |
14% |
False |
True |
54,498 |
120 |
17,828 |
15,365 |
2,463 |
15.7% |
231 |
1.5% |
14% |
False |
True |
45,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,379 |
2.618 |
17,442 |
1.618 |
16,868 |
1.000 |
16,513 |
0.618 |
16,294 |
HIGH |
15,939 |
0.618 |
15,720 |
0.500 |
15,652 |
0.382 |
15,584 |
LOW |
15,365 |
0.618 |
15,010 |
1.000 |
14,791 |
1.618 |
14,436 |
2.618 |
13,862 |
4.250 |
12,926 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
15,695 |
15,848 |
PP |
15,674 |
15,804 |
S1 |
15,652 |
15,761 |
|