Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,130.75 |
4,126.25 |
-4.50 |
-0.1% |
4,126.75 |
High |
4,192.25 |
4,253.00 |
60.75 |
1.4% |
4,253.00 |
Low |
4,085.75 |
4,119.00 |
33.25 |
0.8% |
3,983.50 |
Close |
4,130.25 |
4,247.50 |
117.25 |
2.8% |
4,247.50 |
Range |
106.50 |
134.00 |
27.50 |
25.8% |
269.50 |
ATR |
115.40 |
116.73 |
1.33 |
1.2% |
0.00 |
Volume |
554,096 |
328,593 |
-225,503 |
-40.7% |
1,986,689 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,608.50 |
4,562.00 |
4,321.25 |
|
R3 |
4,474.50 |
4,428.00 |
4,284.25 |
|
R2 |
4,340.50 |
4,340.50 |
4,272.00 |
|
R1 |
4,294.00 |
4,294.00 |
4,259.75 |
4,317.25 |
PP |
4,206.50 |
4,206.50 |
4,206.50 |
4,218.00 |
S1 |
4,160.00 |
4,160.00 |
4,235.25 |
4,183.25 |
S2 |
4,072.50 |
4,072.50 |
4,223.00 |
|
S3 |
3,938.50 |
4,026.00 |
4,210.75 |
|
S4 |
3,804.50 |
3,892.00 |
4,173.75 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,969.75 |
4,878.25 |
4,395.75 |
|
R3 |
4,700.25 |
4,608.75 |
4,321.50 |
|
R2 |
4,430.75 |
4,430.75 |
4,297.00 |
|
R1 |
4,339.25 |
4,339.25 |
4,272.25 |
4,385.00 |
PP |
4,161.25 |
4,161.25 |
4,161.25 |
4,184.25 |
S1 |
4,069.75 |
4,069.75 |
4,222.75 |
4,115.50 |
S2 |
3,891.75 |
3,891.75 |
4,198.00 |
|
S3 |
3,622.25 |
3,800.25 |
4,173.50 |
|
S4 |
3,352.75 |
3,530.75 |
4,099.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,268.75 |
3,983.50 |
285.25 |
6.7% |
149.25 |
3.5% |
93% |
False |
False |
510,843 |
10 |
4,370.00 |
3,983.50 |
386.50 |
9.1% |
144.00 |
3.4% |
68% |
False |
False |
493,545 |
20 |
4,697.75 |
3,983.50 |
714.25 |
16.8% |
114.50 |
2.7% |
37% |
False |
False |
360,649 |
40 |
4,734.75 |
3,983.50 |
751.25 |
17.7% |
96.00 |
2.3% |
35% |
False |
False |
243,481 |
60 |
4,734.75 |
3,983.50 |
751.25 |
17.7% |
83.50 |
2.0% |
35% |
False |
False |
162,406 |
80 |
4,734.75 |
3,983.50 |
751.25 |
17.7% |
79.75 |
1.9% |
35% |
False |
False |
121,879 |
100 |
4,734.75 |
3,983.50 |
751.25 |
17.7% |
75.50 |
1.8% |
35% |
False |
False |
97,506 |
120 |
4,734.75 |
3,975.75 |
759.00 |
17.9% |
72.75 |
1.7% |
36% |
False |
False |
81,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,822.50 |
2.618 |
4,603.75 |
1.618 |
4,469.75 |
1.000 |
4,387.00 |
0.618 |
4,335.75 |
HIGH |
4,253.00 |
0.618 |
4,201.75 |
0.500 |
4,186.00 |
0.382 |
4,170.25 |
LOW |
4,119.00 |
0.618 |
4,036.25 |
1.000 |
3,985.00 |
1.618 |
3,902.25 |
2.618 |
3,768.25 |
4.250 |
3,549.50 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,227.00 |
4,204.50 |
PP |
4,206.50 |
4,161.25 |
S1 |
4,186.00 |
4,118.25 |
|