Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,090.6 |
1,059.8 |
-30.8 |
-2.8% |
1,132.0 |
High |
1,092.8 |
1,074.5 |
-18.3 |
-1.7% |
1,136.6 |
Low |
1,056.8 |
1,039.8 |
-17.0 |
-1.6% |
1,039.8 |
Close |
1,057.8 |
1,041.2 |
-16.6 |
-1.6% |
1,041.2 |
Range |
36.0 |
34.7 |
-1.3 |
-3.6% |
96.8 |
ATR |
20.3 |
21.3 |
1.0 |
5.1% |
0.0 |
Volume |
166,878 |
165,898 |
-980 |
-0.6% |
722,957 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,156.0 |
1,133.3 |
1,060.3 |
|
R3 |
1,121.3 |
1,098.5 |
1,050.8 |
|
R2 |
1,086.5 |
1,086.5 |
1,047.5 |
|
R1 |
1,063.8 |
1,063.8 |
1,044.5 |
1,057.8 |
PP |
1,051.8 |
1,051.8 |
1,051.8 |
1,048.8 |
S1 |
1,029.3 |
1,029.3 |
1,038.0 |
1,023.3 |
S2 |
1,017.3 |
1,017.3 |
1,034.8 |
|
S3 |
982.5 |
994.5 |
1,031.8 |
|
S4 |
947.8 |
959.8 |
1,022.0 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.0 |
1,298.8 |
1,094.5 |
|
R3 |
1,266.3 |
1,202.0 |
1,067.8 |
|
R2 |
1,169.3 |
1,169.3 |
1,059.0 |
|
R1 |
1,105.3 |
1,105.3 |
1,050.0 |
1,089.0 |
PP |
1,072.5 |
1,072.5 |
1,072.5 |
1,064.3 |
S1 |
1,008.5 |
1,008.5 |
1,032.3 |
992.0 |
S2 |
975.8 |
975.8 |
1,023.5 |
|
S3 |
879.0 |
911.8 |
1,014.5 |
|
S4 |
782.3 |
814.8 |
988.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,136.6 |
1,039.8 |
96.8 |
9.3% |
30.3 |
2.9% |
1% |
False |
True |
144,591 |
10 |
1,160.0 |
1,039.8 |
120.2 |
11.5% |
22.8 |
2.2% |
1% |
False |
True |
102,479 |
20 |
1,160.0 |
1,039.8 |
120.2 |
11.5% |
21.5 |
2.1% |
1% |
False |
True |
117,071 |
40 |
1,202.4 |
1,039.8 |
162.6 |
15.6% |
17.8 |
1.7% |
1% |
False |
True |
60,133 |
60 |
1,202.4 |
1,039.8 |
162.6 |
15.6% |
15.5 |
1.5% |
1% |
False |
True |
40,172 |
80 |
1,202.4 |
1,039.8 |
162.6 |
15.6% |
14.3 |
1.4% |
1% |
False |
True |
30,134 |
100 |
1,202.4 |
1,039.8 |
162.6 |
15.6% |
11.3 |
1.1% |
1% |
False |
True |
24,107 |
120 |
1,233.2 |
1,039.8 |
193.4 |
18.6% |
9.5 |
0.9% |
1% |
False |
True |
20,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,222.0 |
2.618 |
1,165.3 |
1.618 |
1,130.8 |
1.000 |
1,109.3 |
0.618 |
1,096.0 |
HIGH |
1,074.5 |
0.618 |
1,061.3 |
0.500 |
1,057.3 |
0.382 |
1,053.0 |
LOW |
1,039.8 |
0.618 |
1,018.3 |
1.000 |
1,005.0 |
1.618 |
983.8 |
2.618 |
949.0 |
4.250 |
892.3 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,057.3 |
1,074.5 |
PP |
1,051.8 |
1,063.3 |
S1 |
1,046.5 |
1,052.3 |
|