Trading Metrics calculated at close of trading on 13-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,272.25 |
4,308.75 |
36.50 |
0.9% |
4,592.50 |
High |
4,345.75 |
4,365.00 |
19.25 |
0.4% |
4,606.75 |
Low |
4,236.50 |
4,167.25 |
-69.25 |
-1.6% |
4,255.75 |
Close |
4,312.75 |
4,175.75 |
-137.00 |
-3.2% |
4,261.50 |
Range |
109.25 |
197.75 |
88.50 |
81.0% |
351.00 |
ATR |
89.68 |
97.40 |
7.72 |
8.6% |
0.00 |
Volume |
417,581 |
521,065 |
103,484 |
24.8% |
1,998,453 |
|
Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,829.25 |
4,700.25 |
4,284.50 |
|
R3 |
4,631.50 |
4,502.50 |
4,230.25 |
|
R2 |
4,433.75 |
4,433.75 |
4,212.00 |
|
R1 |
4,304.75 |
4,304.75 |
4,194.00 |
4,270.50 |
PP |
4,236.00 |
4,236.00 |
4,236.00 |
4,218.75 |
S1 |
4,107.00 |
4,107.00 |
4,157.50 |
4,072.50 |
S2 |
4,038.25 |
4,038.25 |
4,139.50 |
|
S3 |
3,840.50 |
3,909.25 |
4,121.25 |
|
S4 |
3,642.75 |
3,711.50 |
4,067.00 |
|
|
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 |
4,458.50 |
4,167.25 |
291.25 |
7.0% |
138.50 |
3.3% |
3% |
False |
True |
471,210 |
10 |
4,695.00 |
4,167.25 |
527.75 |
12.6% |
116.50 |
2.8% |
2% |
False |
True |
365,080 |
20 |
4,697.75 |
4,167.25 |
530.50 |
12.7% |
92.50 |
2.2% |
2% |
False |
True |
287,666 |
40 |
4,734.75 |
4,167.25 |
567.50 |
13.6% |
82.25 |
2.0% |
1% |
False |
True |
166,519 |
60 |
4,734.75 |
4,167.25 |
567.50 |
13.6% |
74.50 |
1.8% |
1% |
False |
True |
111,097 |
80 |
4,734.75 |
4,034.25 |
700.50 |
16.8% |
75.50 |
1.8% |
20% |
False |
False |
83,372 |
100 |
4,734.75 |
3,975.75 |
759.00 |
18.2% |
72.25 |
1.7% |
26% |
False |
False |
66,699 |
120 |
4,734.75 |
3,975.75 |
759.00 |
18.2% |
67.50 |
1.6% |
26% |
False |
False |
55,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,205.50 |
2.618 |
4,882.75 |
1.618 |
4,685.00 |
1.000 |
4,562.75 |
0.618 |
4,487.25 |
HIGH |
4,365.00 |
0.618 |
4,289.50 |
0.500 |
4,266.00 |
0.382 |
4,242.75 |
LOW |
4,167.25 |
0.618 |
4,045.00 |
1.000 |
3,969.50 |
1.618 |
3,847.25 |
2.618 |
3,649.50 |
4.250 |
3,326.75 |
|
|
Fisher Pivots for day following 13-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,266.00 |
4,266.00 |
PP |
4,236.00 |
4,236.00 |
S1 |
4,206.00 |
4,206.00 |
|