Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
15,861 |
15,957 |
96 |
0.6% |
16,008 |
High |
16,055 |
16,376 |
321 |
2.0% |
16,376 |
Low |
15,768 |
15,937 |
169 |
1.1% |
15,640 |
Close |
15,972 |
16,356 |
384 |
2.4% |
16,356 |
Range |
287 |
439 |
152 |
53.0% |
736 |
ATR |
353 |
359 |
6 |
1.7% |
0 |
Volume |
268,654 |
217,260 |
-51,394 |
-19.1% |
1,121,234 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,540 |
17,387 |
16,598 |
|
R3 |
17,101 |
16,948 |
16,477 |
|
R2 |
16,662 |
16,662 |
16,437 |
|
R1 |
16,509 |
16,509 |
16,396 |
16,586 |
PP |
16,223 |
16,223 |
16,223 |
16,261 |
S1 |
16,070 |
16,070 |
16,316 |
16,147 |
S2 |
15,784 |
15,784 |
16,276 |
|
S3 |
15,345 |
15,631 |
16,235 |
|
S4 |
14,906 |
15,192 |
16,115 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,332 |
18,080 |
16,761 |
|
R3 |
17,596 |
17,344 |
16,559 |
|
R2 |
16,860 |
16,860 |
16,491 |
|
R1 |
16,608 |
16,608 |
16,424 |
16,734 |
PP |
16,124 |
16,124 |
16,124 |
16,187 |
S1 |
15,872 |
15,872 |
16,289 |
15,998 |
S2 |
15,388 |
15,388 |
16,221 |
|
S3 |
14,652 |
15,136 |
16,154 |
|
S4 |
13,916 |
14,400 |
15,951 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,376 |
15,640 |
736 |
4.5% |
360 |
2.2% |
97% |
True |
False |
224,246 |
10 |
16,376 |
15,365 |
1,011 |
6.2% |
407 |
2.5% |
98% |
True |
False |
276,265 |
20 |
17,536 |
15,365 |
2,171 |
13.3% |
397 |
2.4% |
46% |
False |
False |
262,372 |
40 |
17,825 |
15,365 |
2,460 |
15.0% |
336 |
2.1% |
40% |
False |
False |
178,101 |
60 |
17,828 |
15,365 |
2,463 |
15.1% |
284 |
1.7% |
40% |
False |
False |
118,803 |
80 |
17,828 |
15,365 |
2,463 |
15.1% |
254 |
1.6% |
40% |
False |
False |
89,141 |
100 |
17,828 |
15,365 |
2,463 |
15.1% |
257 |
1.6% |
40% |
False |
False |
71,319 |
120 |
17,828 |
15,365 |
2,463 |
15.1% |
247 |
1.5% |
40% |
False |
False |
59,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,242 |
2.618 |
17,525 |
1.618 |
17,086 |
1.000 |
16,815 |
0.618 |
16,647 |
HIGH |
16,376 |
0.618 |
16,208 |
0.500 |
16,157 |
0.382 |
16,105 |
LOW |
15,937 |
0.618 |
15,666 |
1.000 |
15,498 |
1.618 |
15,227 |
2.618 |
14,788 |
4.250 |
14,071 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,290 |
16,261 |
PP |
16,223 |
16,167 |
S1 |
16,157 |
16,072 |
|