Trading Metrics calculated at close of trading on 14-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,308.75 |
4,181.50 |
-127.25 |
-3.0% |
4,592.50 |
High |
4,365.00 |
4,300.50 |
-64.50 |
-1.5% |
4,606.75 |
Low |
4,167.25 |
4,124.00 |
-43.25 |
-1.0% |
4,255.75 |
Close |
4,175.75 |
4,257.50 |
81.75 |
2.0% |
4,261.50 |
Range |
197.75 |
176.50 |
-21.25 |
-10.7% |
351.00 |
ATR |
97.40 |
103.05 |
5.65 |
5.8% |
0.00 |
Volume |
521,065 |
526,505 |
5,440 |
1.0% |
1,998,453 |
|
Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,756.75 |
4,683.75 |
4,354.50 |
|
R3 |
4,580.25 |
4,507.25 |
4,306.00 |
|
R2 |
4,403.75 |
4,403.75 |
4,289.75 |
|
R1 |
4,330.75 |
4,330.75 |
4,273.75 |
4,367.25 |
PP |
4,227.25 |
4,227.25 |
4,227.25 |
4,245.50 |
S1 |
4,154.25 |
4,154.25 |
4,241.25 |
4,190.75 |
S2 |
4,050.75 |
4,050.75 |
4,225.25 |
|
S3 |
3,874.25 |
3,977.75 |
4,209.00 |
|
S4 |
3,697.75 |
3,801.25 |
4,160.50 |
|
|
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 |
4,370.00 |
4,124.00 |
246.00 |
5.8% |
138.75 |
3.3% |
54% |
False |
True |
476,248 |
10 |
4,655.00 |
4,124.00 |
531.00 |
12.5% |
129.00 |
3.0% |
25% |
False |
True |
405,988 |
20 |
4,697.75 |
4,124.00 |
573.75 |
13.5% |
97.75 |
2.3% |
23% |
False |
True |
297,538 |
40 |
4,734.75 |
4,124.00 |
610.75 |
14.3% |
84.00 |
2.0% |
22% |
False |
True |
179,666 |
60 |
4,734.75 |
4,124.00 |
610.75 |
14.3% |
76.75 |
1.8% |
22% |
False |
True |
119,854 |
80 |
4,734.75 |
4,034.25 |
700.50 |
16.5% |
77.00 |
1.8% |
32% |
False |
False |
89,953 |
100 |
4,734.75 |
3,975.75 |
759.00 |
17.8% |
73.25 |
1.7% |
37% |
False |
False |
71,964 |
120 |
4,734.75 |
3,975.75 |
759.00 |
17.8% |
68.25 |
1.6% |
37% |
False |
False |
59,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,050.50 |
2.618 |
4,762.50 |
1.618 |
4,586.00 |
1.000 |
4,477.00 |
0.618 |
4,409.50 |
HIGH |
4,300.50 |
0.618 |
4,233.00 |
0.500 |
4,212.25 |
0.382 |
4,191.50 |
LOW |
4,124.00 |
0.618 |
4,015.00 |
1.000 |
3,947.50 |
1.618 |
3,838.50 |
2.618 |
3,662.00 |
4.250 |
3,374.00 |
|
|
Fisher Pivots for day following 14-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,242.50 |
4,253.25 |
PP |
4,227.25 |
4,248.75 |
S1 |
4,212.25 |
4,244.50 |
|