Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,108.6 |
1,090.6 |
-18.0 |
-1.6% |
1,145.5 |
High |
1,109.1 |
1,092.8 |
-16.3 |
-1.5% |
1,160.0 |
Low |
1,083.7 |
1,056.8 |
-26.9 |
-2.5% |
1,128.1 |
Close |
1,091.2 |
1,057.8 |
-33.4 |
-3.1% |
1,131.5 |
Range |
25.4 |
36.0 |
10.6 |
41.7% |
31.9 |
ATR |
19.0 |
20.3 |
1.2 |
6.4% |
0.0 |
Volume |
133,949 |
166,878 |
32,929 |
24.6% |
271,185 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.3 |
1,153.5 |
1,077.5 |
|
R3 |
1,141.3 |
1,117.5 |
1,067.8 |
|
R2 |
1,105.3 |
1,105.3 |
1,064.5 |
|
R1 |
1,081.5 |
1,081.5 |
1,061.0 |
1,075.3 |
PP |
1,069.3 |
1,069.3 |
1,069.3 |
1,066.0 |
S1 |
1,045.5 |
1,045.5 |
1,054.5 |
1,039.3 |
S2 |
1,033.3 |
1,033.3 |
1,051.3 |
|
S3 |
997.3 |
1,009.5 |
1,048.0 |
|
S4 |
961.3 |
973.5 |
1,038.0 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.5 |
1,215.5 |
1,149.0 |
|
R3 |
1,203.8 |
1,183.5 |
1,140.3 |
|
R2 |
1,171.8 |
1,171.8 |
1,137.3 |
|
R1 |
1,151.8 |
1,151.8 |
1,134.5 |
1,145.8 |
PP |
1,139.8 |
1,139.8 |
1,139.8 |
1,137.0 |
S1 |
1,119.8 |
1,119.8 |
1,128.5 |
1,113.8 |
S2 |
1,108.0 |
1,108.0 |
1,125.8 |
|
S3 |
1,076.0 |
1,087.8 |
1,122.8 |
|
S4 |
1,044.3 |
1,056.0 |
1,114.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,144.7 |
1,056.8 |
87.9 |
8.3% |
26.5 |
2.5% |
1% |
False |
True |
129,647 |
10 |
1,160.0 |
1,056.8 |
103.2 |
9.8% |
21.0 |
2.0% |
1% |
False |
True |
92,895 |
20 |
1,160.7 |
1,056.8 |
103.9 |
9.8% |
21.0 |
2.0% |
1% |
False |
True |
110,538 |
40 |
1,202.4 |
1,056.8 |
145.6 |
13.8% |
17.3 |
1.6% |
1% |
False |
True |
56,021 |
60 |
1,202.4 |
1,056.8 |
145.6 |
13.8% |
15.0 |
1.4% |
1% |
False |
True |
37,408 |
80 |
1,202.4 |
1,056.8 |
145.6 |
13.8% |
13.8 |
1.3% |
1% |
False |
True |
28,061 |
100 |
1,202.4 |
1,056.8 |
145.6 |
13.8% |
11.0 |
1.0% |
1% |
False |
True |
22,448 |
120 |
1,247.2 |
1,056.8 |
190.4 |
18.0% |
9.3 |
0.9% |
1% |
False |
True |
18,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,245.8 |
2.618 |
1,187.0 |
1.618 |
1,151.0 |
1.000 |
1,128.8 |
0.618 |
1,115.0 |
HIGH |
1,092.8 |
0.618 |
1,079.0 |
0.500 |
1,074.8 |
0.382 |
1,070.5 |
LOW |
1,056.8 |
0.618 |
1,034.5 |
1.000 |
1,020.8 |
1.618 |
998.5 |
2.618 |
962.5 |
4.250 |
903.8 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,074.8 |
1,084.3 |
PP |
1,069.3 |
1,075.5 |
S1 |
1,063.5 |
1,066.8 |
|