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 |
4,450.25 |
4,298.00 |
-152.25 |
-3.4% |
4,592.50 |
High |
4,458.50 |
4,370.00 |
-88.50 |
-2.0% |
4,606.75 |
Low |
4,283.00 |
4,255.75 |
-27.25 |
-0.6% |
4,255.75 |
Close |
4,289.25 |
4,261.50 |
-27.75 |
-0.6% |
4,261.50 |
Range |
175.50 |
114.25 |
-61.25 |
-34.9% |
351.00 |
ATR |
85.55 |
87.60 |
2.05 |
2.4% |
0.00 |
Volume |
501,315 |
480,513 |
-20,802 |
-4.1% |
1,998,453 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,638.50 |
4,564.25 |
4,324.25 |
|
R3 |
4,524.25 |
4,450.00 |
4,293.00 |
|
R2 |
4,410.00 |
4,410.00 |
4,282.50 |
|
R1 |
4,335.75 |
4,335.75 |
4,272.00 |
4,315.75 |
PP |
4,295.75 |
4,295.75 |
4,295.75 |
4,285.75 |
S1 |
4,221.50 |
4,221.50 |
4,251.00 |
4,201.50 |
S2 |
4,181.50 |
4,181.50 |
4,240.50 |
|
S3 |
4,067.25 |
4,107.25 |
4,230.00 |
|
S4 |
3,953.00 |
3,993.00 |
4,198.75 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,427.75 |
5,195.50 |
4,454.50 |
|
R3 |
5,076.75 |
4,844.50 |
4,358.00 |
|
R2 |
4,725.75 |
4,725.75 |
4,325.75 |
|
R1 |
4,493.50 |
4,493.50 |
4,293.75 |
4,434.00 |
PP |
4,374.75 |
4,374.75 |
4,374.75 |
4,345.00 |
S1 |
4,142.50 |
4,142.50 |
4,229.25 |
4,083.00 |
S2 |
4,023.75 |
4,023.75 |
4,197.25 |
|
S3 |
3,672.75 |
3,791.50 |
4,165.00 |
|
S4 |
3,321.75 |
3,440.50 |
4,068.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,606.75 |
4,255.75 |
351.00 |
8.2% |
126.75 |
3.0% |
2% |
False |
True |
399,690 |
10 |
4,697.75 |
4,255.75 |
442.00 |
10.4% |
92.50 |
2.2% |
1% |
False |
True |
261,030 |
20 |
4,697.75 |
4,255.75 |
442.00 |
10.4% |
87.00 |
2.0% |
1% |
False |
True |
261,590 |
40 |
4,734.75 |
4,255.75 |
479.00 |
11.2% |
77.50 |
1.8% |
1% |
False |
True |
132,181 |
60 |
4,734.75 |
4,255.75 |
479.00 |
11.2% |
70.25 |
1.6% |
1% |
False |
True |
88,214 |
80 |
4,734.75 |
4,034.25 |
700.50 |
16.4% |
73.00 |
1.7% |
32% |
False |
False |
66,195 |
100 |
4,734.75 |
3,975.75 |
759.00 |
17.8% |
69.50 |
1.6% |
38% |
False |
False |
52,956 |
120 |
4,734.75 |
3,975.75 |
759.00 |
17.8% |
64.75 |
1.5% |
38% |
False |
False |
44,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,855.50 |
2.618 |
4,669.00 |
1.618 |
4,554.75 |
1.000 |
4,484.25 |
0.618 |
4,440.50 |
HIGH |
4,370.00 |
0.618 |
4,326.25 |
0.500 |
4,313.00 |
0.382 |
4,299.50 |
LOW |
4,255.75 |
0.618 |
4,185.25 |
1.000 |
4,141.50 |
1.618 |
4,071.00 |
2.618 |
3,956.75 |
4.250 |
3,770.25 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,313.00 |
4,371.50 |
PP |
4,295.75 |
4,335.00 |
S1 |
4,278.50 |
4,298.25 |
|