Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
15,706 |
15,755 |
49 |
0.3% |
15,875 |
High |
15,957 |
16,052 |
95 |
0.6% |
16,188 |
Low |
15,562 |
15,727 |
165 |
1.1% |
15,365 |
Close |
15,787 |
16,004 |
217 |
1.4% |
16,004 |
Range |
395 |
325 |
-70 |
-17.7% |
823 |
ATR |
360 |
357 |
-2 |
-0.7% |
0 |
Volume |
355,674 |
205,208 |
-150,466 |
-42.3% |
1,283,826 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,903 |
16,778 |
16,183 |
|
R3 |
16,578 |
16,453 |
16,094 |
|
R2 |
16,253 |
16,253 |
16,064 |
|
R1 |
16,128 |
16,128 |
16,034 |
16,191 |
PP |
15,928 |
15,928 |
15,928 |
15,959 |
S1 |
15,803 |
15,803 |
15,974 |
15,866 |
S2 |
15,603 |
15,603 |
15,945 |
|
S3 |
15,278 |
15,478 |
15,915 |
|
S4 |
14,953 |
15,153 |
15,825 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,321 |
17,986 |
16,457 |
|
R3 |
17,498 |
17,163 |
16,230 |
|
R2 |
16,675 |
16,675 |
16,155 |
|
R1 |
16,340 |
16,340 |
16,080 |
16,508 |
PP |
15,852 |
15,852 |
15,852 |
15,936 |
S1 |
15,517 |
15,517 |
15,929 |
15,685 |
S2 |
15,029 |
15,029 |
15,853 |
|
S3 |
14,206 |
14,694 |
15,778 |
|
S4 |
13,383 |
13,871 |
15,551 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,331 |
15,365 |
966 |
6.0% |
454 |
2.8% |
66% |
False |
False |
328,283 |
10 |
16,666 |
15,365 |
1,301 |
8.1% |
427 |
2.7% |
49% |
False |
False |
309,058 |
20 |
17,660 |
15,365 |
2,295 |
14.3% |
347 |
2.2% |
28% |
False |
False |
223,470 |
40 |
17,825 |
15,365 |
2,460 |
15.4% |
307 |
1.9% |
26% |
False |
False |
150,102 |
60 |
17,828 |
15,365 |
2,463 |
15.4% |
267 |
1.7% |
26% |
False |
False |
100,144 |
80 |
17,828 |
15,365 |
2,463 |
15.4% |
251 |
1.6% |
26% |
False |
False |
75,128 |
100 |
17,828 |
15,365 |
2,463 |
15.4% |
247 |
1.5% |
26% |
False |
False |
60,107 |
120 |
17,828 |
15,365 |
2,463 |
15.4% |
236 |
1.5% |
26% |
False |
False |
50,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,433 |
2.618 |
16,903 |
1.618 |
16,578 |
1.000 |
16,377 |
0.618 |
16,253 |
HIGH |
16,052 |
0.618 |
15,928 |
0.500 |
15,890 |
0.382 |
15,851 |
LOW |
15,727 |
0.618 |
15,526 |
1.000 |
15,402 |
1.618 |
15,201 |
2.618 |
14,876 |
4.250 |
14,346 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
15,966 |
15,906 |
PP |
15,928 |
15,807 |
S1 |
15,890 |
15,709 |
|