Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
16,008 |
15,810 |
-198 |
-1.2% |
15,875 |
High |
16,039 |
16,101 |
62 |
0.4% |
16,188 |
Low |
15,790 |
15,640 |
-150 |
-0.9% |
15,365 |
Close |
15,811 |
16,066 |
255 |
1.6% |
16,004 |
Range |
249 |
461 |
212 |
85.1% |
823 |
ATR |
350 |
358 |
8 |
2.3% |
0 |
Volume |
179,722 |
193,761 |
14,039 |
7.8% |
1,283,826 |
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,319 |
17,153 |
16,320 |
|
R3 |
16,858 |
16,692 |
16,193 |
|
R2 |
16,397 |
16,397 |
16,151 |
|
R1 |
16,231 |
16,231 |
16,108 |
16,314 |
PP |
15,936 |
15,936 |
15,936 |
15,977 |
S1 |
15,770 |
15,770 |
16,024 |
15,853 |
S2 |
15,475 |
15,475 |
15,982 |
|
S3 |
15,014 |
15,309 |
15,939 |
|
S4 |
14,553 |
14,848 |
15,813 |
|
|
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 |
16,101 |
15,365 |
736 |
4.6% |
401 |
2.5% |
95% |
True |
False |
261,664 |
10 |
16,533 |
15,365 |
1,168 |
7.3% |
424 |
2.6% |
60% |
False |
False |
288,520 |
20 |
17,660 |
15,365 |
2,295 |
14.3% |
369 |
2.3% |
31% |
False |
False |
235,711 |
40 |
17,825 |
15,365 |
2,460 |
15.3% |
319 |
2.0% |
28% |
False |
False |
159,423 |
60 |
17,828 |
15,365 |
2,463 |
15.3% |
274 |
1.7% |
28% |
False |
False |
106,349 |
80 |
17,828 |
15,365 |
2,463 |
15.3% |
255 |
1.6% |
28% |
False |
False |
79,796 |
100 |
17,828 |
15,365 |
2,463 |
15.3% |
251 |
1.6% |
28% |
False |
False |
63,841 |
120 |
17,828 |
15,365 |
2,463 |
15.3% |
240 |
1.5% |
28% |
False |
False |
53,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,060 |
2.618 |
17,308 |
1.618 |
16,847 |
1.000 |
16,562 |
0.618 |
16,386 |
HIGH |
16,101 |
0.618 |
15,925 |
0.500 |
15,871 |
0.382 |
15,816 |
LOW |
15,640 |
0.618 |
15,355 |
1.000 |
15,179 |
1.618 |
14,894 |
2.618 |
14,433 |
4.250 |
13,681 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,001 |
16,001 |
PP |
15,936 |
15,936 |
S1 |
15,871 |
15,871 |
|