Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
15,810 |
15,999 |
189 |
1.2% |
15,875 |
High |
16,101 |
16,151 |
50 |
0.3% |
16,188 |
Low |
15,640 |
15,789 |
149 |
1.0% |
15,365 |
Close |
16,066 |
15,851 |
-215 |
-1.3% |
16,004 |
Range |
461 |
362 |
-99 |
-21.5% |
823 |
ATR |
358 |
358 |
0 |
0.1% |
0 |
Volume |
193,761 |
261,837 |
68,076 |
35.1% |
1,283,826 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,016 |
16,796 |
16,050 |
|
R3 |
16,654 |
16,434 |
15,951 |
|
R2 |
16,292 |
16,292 |
15,917 |
|
R1 |
16,072 |
16,072 |
15,884 |
16,001 |
PP |
15,930 |
15,930 |
15,930 |
15,895 |
S1 |
15,710 |
15,710 |
15,818 |
15,639 |
S2 |
15,568 |
15,568 |
15,785 |
|
S3 |
15,206 |
15,348 |
15,752 |
|
S4 |
14,844 |
14,986 |
15,652 |
|
|
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 |
16,151 |
15,562 |
589 |
3.7% |
359 |
2.3% |
49% |
True |
False |
239,240 |
10 |
16,533 |
15,365 |
1,168 |
7.4% |
426 |
2.7% |
42% |
False |
False |
288,665 |
20 |
17,660 |
15,365 |
2,295 |
14.5% |
381 |
2.4% |
21% |
False |
False |
245,447 |
40 |
17,825 |
15,365 |
2,460 |
15.5% |
324 |
2.0% |
20% |
False |
False |
165,966 |
60 |
17,828 |
15,365 |
2,463 |
15.5% |
278 |
1.8% |
20% |
False |
False |
110,706 |
80 |
17,828 |
15,365 |
2,463 |
15.5% |
255 |
1.6% |
20% |
False |
False |
83,068 |
100 |
17,828 |
15,365 |
2,463 |
15.5% |
252 |
1.6% |
20% |
False |
False |
66,460 |
120 |
17,828 |
15,365 |
2,463 |
15.5% |
242 |
1.5% |
20% |
False |
False |
55,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,690 |
2.618 |
17,099 |
1.618 |
16,737 |
1.000 |
16,513 |
0.618 |
16,375 |
HIGH |
16,151 |
0.618 |
16,013 |
0.500 |
15,970 |
0.382 |
15,927 |
LOW |
15,789 |
0.618 |
15,565 |
1.000 |
15,427 |
1.618 |
15,203 |
2.618 |
14,841 |
4.250 |
14,251 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
15,970 |
15,896 |
PP |
15,930 |
15,881 |
S1 |
15,891 |
15,866 |
|