Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
15,888 |
15,706 |
-182 |
-1.1% |
16,260 |
High |
15,939 |
15,957 |
18 |
0.1% |
16,533 |
Low |
15,365 |
15,562 |
197 |
1.3% |
15,748 |
Close |
15,717 |
15,787 |
70 |
0.4% |
15,912 |
Range |
574 |
395 |
-179 |
-31.2% |
785 |
ATR |
357 |
360 |
3 |
0.8% |
0 |
Volume |
373,958 |
355,674 |
-18,284 |
-4.9% |
1,505,412 |
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,954 |
16,765 |
16,004 |
|
R3 |
16,559 |
16,370 |
15,896 |
|
R2 |
16,164 |
16,164 |
15,860 |
|
R1 |
15,975 |
15,975 |
15,823 |
16,070 |
PP |
15,769 |
15,769 |
15,769 |
15,816 |
S1 |
15,580 |
15,580 |
15,751 |
15,675 |
S2 |
15,374 |
15,374 |
15,715 |
|
S3 |
14,979 |
15,185 |
15,679 |
|
S4 |
14,584 |
14,790 |
15,570 |
|
|
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 |
16,391 |
15,365 |
1,026 |
6.5% |
472 |
3.0% |
41% |
False |
False |
348,215 |
10 |
16,881 |
15,365 |
1,516 |
9.6% |
446 |
2.8% |
28% |
False |
False |
319,727 |
20 |
17,660 |
15,365 |
2,295 |
14.5% |
345 |
2.2% |
18% |
False |
False |
219,010 |
40 |
17,825 |
15,365 |
2,460 |
15.6% |
302 |
1.9% |
17% |
False |
False |
144,981 |
60 |
17,828 |
15,365 |
2,463 |
15.6% |
263 |
1.7% |
17% |
False |
False |
96,724 |
80 |
17,828 |
15,365 |
2,463 |
15.6% |
251 |
1.6% |
17% |
False |
False |
72,563 |
100 |
17,828 |
15,365 |
2,463 |
15.6% |
246 |
1.6% |
17% |
False |
False |
58,055 |
120 |
17,828 |
15,365 |
2,463 |
15.6% |
233 |
1.5% |
17% |
False |
False |
48,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,636 |
2.618 |
16,991 |
1.618 |
16,596 |
1.000 |
16,352 |
0.618 |
16,201 |
HIGH |
15,957 |
0.618 |
15,806 |
0.500 |
15,760 |
0.382 |
15,713 |
LOW |
15,562 |
0.618 |
15,318 |
1.000 |
15,167 |
1.618 |
14,923 |
2.618 |
14,528 |
4.250 |
13,883 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
15,778 |
15,784 |
PP |
15,769 |
15,780 |
S1 |
15,760 |
15,777 |
|