Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,126.75 |
4,141.00 |
14.25 |
0.3% |
4,264.25 |
High |
4,215.75 |
4,171.50 |
-44.25 |
-1.0% |
4,365.00 |
Low |
4,091.25 |
3,983.50 |
-107.75 |
-2.6% |
4,075.75 |
Close |
4,144.50 |
4,133.00 |
-11.50 |
-0.3% |
4,140.75 |
Range |
124.50 |
188.00 |
63.50 |
51.0% |
289.25 |
ATR |
110.55 |
116.08 |
5.53 |
5.0% |
0.00 |
Volume |
475,760 |
628,240 |
152,480 |
32.0% |
2,468,257 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,660.00 |
4,584.50 |
4,236.50 |
|
R3 |
4,472.00 |
4,396.50 |
4,184.75 |
|
R2 |
4,284.00 |
4,284.00 |
4,167.50 |
|
R1 |
4,208.50 |
4,208.50 |
4,150.25 |
4,152.25 |
PP |
4,096.00 |
4,096.00 |
4,096.00 |
4,068.00 |
S1 |
4,020.50 |
4,020.50 |
4,115.75 |
3,964.25 |
S2 |
3,908.00 |
3,908.00 |
4,098.50 |
|
S3 |
3,720.00 |
3,832.50 |
4,081.25 |
|
S4 |
3,532.00 |
3,644.50 |
4,029.50 |
|
|
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 |
3,983.50 |
381.50 |
9.2% |
176.00 |
4.3% |
39% |
False |
True |
543,820 |
10 |
4,487.50 |
3,983.50 |
504.00 |
12.2% |
147.50 |
3.6% |
30% |
False |
True |
490,086 |
20 |
4,697.75 |
3,983.50 |
714.25 |
17.3% |
108.00 |
2.6% |
21% |
False |
True |
333,677 |
40 |
4,734.75 |
3,983.50 |
751.25 |
18.2% |
92.25 |
2.2% |
20% |
False |
True |
221,427 |
60 |
4,734.75 |
3,983.50 |
751.25 |
18.2% |
81.00 |
2.0% |
20% |
False |
True |
147,707 |
80 |
4,734.75 |
3,983.50 |
751.25 |
18.2% |
80.25 |
1.9% |
20% |
False |
True |
110,847 |
100 |
4,734.75 |
3,983.50 |
751.25 |
18.2% |
73.50 |
1.8% |
20% |
False |
True |
88,679 |
120 |
4,734.75 |
3,975.75 |
759.00 |
18.4% |
71.50 |
1.7% |
21% |
False |
False |
73,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,970.50 |
2.618 |
4,663.75 |
1.618 |
4,475.75 |
1.000 |
4,359.50 |
0.618 |
4,287.75 |
HIGH |
4,171.50 |
0.618 |
4,099.75 |
0.500 |
4,077.50 |
0.382 |
4,055.25 |
LOW |
3,983.50 |
0.618 |
3,867.25 |
1.000 |
3,795.50 |
1.618 |
3,679.25 |
2.618 |
3,491.25 |
4.250 |
3,184.50 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,114.50 |
4,130.75 |
PP |
4,096.00 |
4,128.50 |
S1 |
4,077.50 |
4,126.00 |
|