Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,255.00 |
4,126.75 |
-128.25 |
-3.0% |
4,264.25 |
High |
4,268.75 |
4,215.75 |
-53.00 |
-1.2% |
4,365.00 |
Low |
4,075.75 |
4,091.25 |
15.50 |
0.4% |
4,075.75 |
Close |
4,140.75 |
4,144.50 |
3.75 |
0.1% |
4,140.75 |
Range |
193.00 |
124.50 |
-68.50 |
-35.5% |
289.25 |
ATR |
109.48 |
110.55 |
1.07 |
1.0% |
0.00 |
Volume |
567,530 |
475,760 |
-91,770 |
-16.2% |
2,468,257 |
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,524.00 |
4,458.75 |
4,213.00 |
|
R3 |
4,399.50 |
4,334.25 |
4,178.75 |
|
R2 |
4,275.00 |
4,275.00 |
4,167.25 |
|
R1 |
4,209.75 |
4,209.75 |
4,156.00 |
4,242.50 |
PP |
4,150.50 |
4,150.50 |
4,150.50 |
4,166.75 |
S1 |
4,085.25 |
4,085.25 |
4,133.00 |
4,118.00 |
S2 |
4,026.00 |
4,026.00 |
4,121.75 |
|
S3 |
3,901.50 |
3,960.75 |
4,110.25 |
|
S4 |
3,777.00 |
3,836.25 |
4,076.00 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,061.50 |
4,890.50 |
4,299.75 |
|
R3 |
4,772.25 |
4,601.25 |
4,220.25 |
|
R2 |
4,483.00 |
4,483.00 |
4,193.75 |
|
R1 |
4,312.00 |
4,312.00 |
4,167.25 |
4,253.00 |
PP |
4,193.75 |
4,193.75 |
4,193.75 |
4,164.25 |
S1 |
4,022.75 |
4,022.75 |
4,114.25 |
3,963.50 |
S2 |
3,904.50 |
3,904.50 |
4,087.75 |
|
S3 |
3,615.25 |
3,733.50 |
4,061.25 |
|
S4 |
3,326.00 |
3,444.25 |
3,981.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,365.00 |
4,075.75 |
289.25 |
7.0% |
160.25 |
3.9% |
24% |
False |
False |
501,688 |
10 |
4,523.00 |
4,075.75 |
447.25 |
10.8% |
135.50 |
3.3% |
15% |
False |
False |
457,379 |
20 |
4,697.75 |
4,075.75 |
622.00 |
15.0% |
103.00 |
2.5% |
11% |
False |
False |
319,289 |
40 |
4,734.75 |
4,075.75 |
659.00 |
15.9% |
88.50 |
2.1% |
10% |
False |
False |
205,739 |
60 |
4,734.75 |
4,075.75 |
659.00 |
15.9% |
80.50 |
1.9% |
10% |
False |
False |
137,240 |
80 |
4,734.75 |
4,034.25 |
700.50 |
16.9% |
78.75 |
1.9% |
16% |
False |
False |
102,994 |
100 |
4,734.75 |
3,975.75 |
759.00 |
18.3% |
73.75 |
1.8% |
22% |
False |
False |
82,396 |
120 |
4,734.75 |
3,975.75 |
759.00 |
18.3% |
70.00 |
1.7% |
22% |
False |
False |
68,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,745.00 |
2.618 |
4,541.75 |
1.618 |
4,417.25 |
1.000 |
4,340.25 |
0.618 |
4,292.75 |
HIGH |
4,215.75 |
0.618 |
4,168.25 |
0.500 |
4,153.50 |
0.382 |
4,138.75 |
LOW |
4,091.25 |
0.618 |
4,014.25 |
1.000 |
3,966.75 |
1.618 |
3,889.75 |
2.618 |
3,765.25 |
4.250 |
3,562.00 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,153.50 |
4,188.00 |
PP |
4,150.50 |
4,173.50 |
S1 |
4,147.50 |
4,159.00 |
|