Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,141.00 |
4,130.75 |
-10.25 |
-0.2% |
4,264.25 |
High |
4,171.50 |
4,192.25 |
20.75 |
0.5% |
4,365.00 |
Low |
3,983.50 |
4,085.75 |
102.25 |
2.6% |
4,075.75 |
Close |
4,133.00 |
4,130.25 |
-2.75 |
-0.1% |
4,140.75 |
Range |
188.00 |
106.50 |
-81.50 |
-43.4% |
289.25 |
ATR |
116.08 |
115.40 |
-0.68 |
-0.6% |
0.00 |
Volume |
628,240 |
554,096 |
-74,144 |
-11.8% |
2,468,257 |
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,455.50 |
4,399.50 |
4,188.75 |
|
R3 |
4,349.00 |
4,293.00 |
4,159.50 |
|
R2 |
4,242.50 |
4,242.50 |
4,149.75 |
|
R1 |
4,186.50 |
4,186.50 |
4,140.00 |
4,161.25 |
PP |
4,136.00 |
4,136.00 |
4,136.00 |
4,123.50 |
S1 |
4,080.00 |
4,080.00 |
4,120.50 |
4,054.75 |
S2 |
4,029.50 |
4,029.50 |
4,110.75 |
|
S3 |
3,923.00 |
3,973.50 |
4,101.00 |
|
S4 |
3,816.50 |
3,867.00 |
4,071.75 |
|
|
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 |
4,300.50 |
3,983.50 |
317.00 |
7.7% |
157.75 |
3.8% |
46% |
False |
False |
550,426 |
10 |
4,458.50 |
3,983.50 |
475.00 |
11.5% |
148.00 |
3.6% |
31% |
False |
False |
510,818 |
20 |
4,697.75 |
3,983.50 |
714.25 |
17.3% |
110.25 |
2.7% |
21% |
False |
False |
352,552 |
40 |
4,734.75 |
3,983.50 |
751.25 |
18.2% |
94.00 |
2.3% |
20% |
False |
False |
235,273 |
60 |
4,734.75 |
3,983.50 |
751.25 |
18.2% |
81.75 |
2.0% |
20% |
False |
False |
156,936 |
80 |
4,734.75 |
3,983.50 |
751.25 |
18.2% |
80.00 |
1.9% |
20% |
False |
False |
117,772 |
100 |
4,734.75 |
3,983.50 |
751.25 |
18.2% |
74.50 |
1.8% |
20% |
False |
False |
94,220 |
120 |
4,734.75 |
3,975.75 |
759.00 |
18.4% |
71.75 |
1.7% |
20% |
False |
False |
78,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,645.00 |
2.618 |
4,471.00 |
1.618 |
4,364.50 |
1.000 |
4,298.75 |
0.618 |
4,258.00 |
HIGH |
4,192.25 |
0.618 |
4,151.50 |
0.500 |
4,139.00 |
0.382 |
4,126.50 |
LOW |
4,085.75 |
0.618 |
4,020.00 |
1.000 |
3,979.25 |
1.618 |
3,913.50 |
2.618 |
3,807.00 |
4.250 |
3,633.00 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,139.00 |
4,120.00 |
PP |
4,136.00 |
4,109.75 |
S1 |
4,133.25 |
4,099.50 |
|