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 |
4,482.00 |
4,450.25 |
-31.75 |
-0.7% |
4,611.00 |
High |
4,487.50 |
4,458.50 |
-29.00 |
-0.6% |
4,697.75 |
Low |
4,386.00 |
4,283.00 |
-103.00 |
-2.3% |
4,571.50 |
Close |
4,446.75 |
4,289.25 |
-157.50 |
-3.5% |
4,587.75 |
Range |
101.50 |
175.50 |
74.00 |
72.9% |
126.25 |
ATR |
78.63 |
85.55 |
6.92 |
8.8% |
0.00 |
Volume |
346,779 |
501,315 |
154,536 |
44.6% |
549,797 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,870.00 |
4,755.25 |
4,385.75 |
|
R3 |
4,694.50 |
4,579.75 |
4,337.50 |
|
R2 |
4,519.00 |
4,519.00 |
4,321.50 |
|
R1 |
4,404.25 |
4,404.25 |
4,305.25 |
4,374.00 |
PP |
4,343.50 |
4,343.50 |
4,343.50 |
4,328.50 |
S1 |
4,228.75 |
4,228.75 |
4,273.25 |
4,198.50 |
S2 |
4,168.00 |
4,168.00 |
4,257.00 |
|
S3 |
3,992.50 |
4,053.25 |
4,241.00 |
|
S4 |
3,817.00 |
3,877.75 |
4,192.75 |
|
|
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 |
4,655.00 |
4,283.00 |
372.00 |
8.7% |
119.00 |
2.8% |
2% |
False |
True |
335,729 |
10 |
4,697.75 |
4,283.00 |
414.75 |
9.7% |
84.75 |
2.0% |
2% |
False |
True |
227,752 |
20 |
4,701.75 |
4,283.00 |
418.75 |
9.8% |
87.00 |
2.0% |
1% |
False |
True |
238,884 |
40 |
4,734.75 |
4,283.00 |
451.75 |
10.5% |
75.75 |
1.8% |
1% |
False |
True |
120,173 |
60 |
4,734.75 |
4,283.00 |
451.75 |
10.5% |
69.25 |
1.6% |
1% |
False |
True |
80,206 |
80 |
4,734.75 |
4,034.25 |
700.50 |
16.3% |
72.25 |
1.7% |
36% |
False |
False |
60,189 |
100 |
4,734.75 |
3,975.75 |
759.00 |
17.7% |
68.75 |
1.6% |
41% |
False |
False |
48,151 |
120 |
4,734.75 |
3,975.75 |
759.00 |
17.7% |
63.75 |
1.5% |
41% |
False |
False |
40,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,204.50 |
2.618 |
4,918.00 |
1.618 |
4,742.50 |
1.000 |
4,634.00 |
0.618 |
4,567.00 |
HIGH |
4,458.50 |
0.618 |
4,391.50 |
0.500 |
4,370.75 |
0.382 |
4,350.00 |
LOW |
4,283.00 |
0.618 |
4,174.50 |
1.000 |
4,107.50 |
1.618 |
3,999.00 |
2.618 |
3,823.50 |
4.250 |
3,537.00 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,370.75 |
4,403.00 |
PP |
4,343.50 |
4,365.00 |
S1 |
4,316.50 |
4,327.25 |
|