Trading Metrics calculated at close of trading on 06-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,505.50 |
4,482.00 |
-23.50 |
-0.5% |
4,611.00 |
High |
4,523.00 |
4,487.50 |
-35.50 |
-0.8% |
4,697.75 |
Low |
4,457.25 |
4,386.00 |
-71.25 |
-1.6% |
4,571.50 |
Close |
4,483.75 |
4,446.75 |
-37.00 |
-0.8% |
4,587.75 |
Range |
65.75 |
101.50 |
35.75 |
54.4% |
126.25 |
ATR |
76.87 |
78.63 |
1.76 |
2.3% |
0.00 |
Volume |
301,175 |
346,779 |
45,604 |
15.1% |
549,797 |
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,744.50 |
4,697.25 |
4,502.50 |
|
R3 |
4,643.00 |
4,595.75 |
4,474.75 |
|
R2 |
4,541.50 |
4,541.50 |
4,465.25 |
|
R1 |
4,494.25 |
4,494.25 |
4,456.00 |
4,467.00 |
PP |
4,440.00 |
4,440.00 |
4,440.00 |
4,426.50 |
S1 |
4,392.75 |
4,392.75 |
4,437.50 |
4,365.50 |
S2 |
4,338.50 |
4,338.50 |
4,428.25 |
|
S3 |
4,237.00 |
4,291.25 |
4,418.75 |
|
S4 |
4,135.50 |
4,189.75 |
4,391.00 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,997.75 |
4,919.00 |
4,657.25 |
|
R3 |
4,871.50 |
4,792.75 |
4,622.50 |
|
R2 |
4,745.25 |
4,745.25 |
4,611.00 |
|
R1 |
4,666.50 |
4,666.50 |
4,599.25 |
4,642.75 |
PP |
4,619.00 |
4,619.00 |
4,619.00 |
4,607.00 |
S1 |
4,540.25 |
4,540.25 |
4,576.25 |
4,516.50 |
S2 |
4,492.75 |
4,492.75 |
4,564.50 |
|
S3 |
4,366.50 |
4,414.00 |
4,553.00 |
|
S4 |
4,240.25 |
4,287.75 |
4,518.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,695.00 |
4,386.00 |
309.00 |
6.9% |
94.25 |
2.1% |
20% |
False |
True |
258,951 |
10 |
4,697.75 |
4,386.00 |
311.75 |
7.0% |
72.50 |
1.6% |
19% |
False |
True |
194,286 |
20 |
4,703.50 |
4,386.00 |
317.50 |
7.1% |
81.50 |
1.8% |
19% |
False |
True |
214,253 |
40 |
4,734.75 |
4,386.00 |
348.75 |
7.8% |
73.75 |
1.7% |
17% |
False |
True |
107,643 |
60 |
4,734.75 |
4,311.25 |
423.50 |
9.5% |
66.75 |
1.5% |
32% |
False |
False |
71,860 |
80 |
4,734.75 |
4,034.25 |
700.50 |
15.8% |
70.50 |
1.6% |
59% |
False |
False |
53,922 |
100 |
4,734.75 |
3,975.75 |
759.00 |
17.1% |
67.25 |
1.5% |
62% |
False |
False |
43,138 |
120 |
4,734.75 |
3,975.75 |
759.00 |
17.1% |
62.25 |
1.4% |
62% |
False |
False |
35,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,919.00 |
2.618 |
4,753.25 |
1.618 |
4,651.75 |
1.000 |
4,589.00 |
0.618 |
4,550.25 |
HIGH |
4,487.50 |
0.618 |
4,448.75 |
0.500 |
4,436.75 |
0.382 |
4,424.75 |
LOW |
4,386.00 |
0.618 |
4,323.25 |
1.000 |
4,284.50 |
1.618 |
4,221.75 |
2.618 |
4,120.25 |
4.250 |
3,954.50 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,443.50 |
4,496.50 |
PP |
4,440.00 |
4,479.75 |
S1 |
4,436.75 |
4,463.25 |
|