Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,126.25 |
4,247.50 |
121.25 |
2.9% |
4,126.75 |
High |
4,253.00 |
4,260.00 |
7.00 |
0.2% |
4,253.00 |
Low |
4,119.00 |
4,119.00 |
0.00 |
0.0% |
3,983.50 |
Close |
4,247.50 |
4,186.75 |
-60.75 |
-1.4% |
4,247.50 |
Range |
134.00 |
141.00 |
7.00 |
5.2% |
269.50 |
ATR |
116.73 |
118.46 |
1.73 |
1.5% |
0.00 |
Volume |
328,593 |
287,599 |
-40,994 |
-12.5% |
1,986,689 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.50 |
4,540.25 |
4,264.25 |
|
R3 |
4,470.50 |
4,399.25 |
4,225.50 |
|
R2 |
4,329.50 |
4,329.50 |
4,212.50 |
|
R1 |
4,258.25 |
4,258.25 |
4,199.75 |
4,223.50 |
PP |
4,188.50 |
4,188.50 |
4,188.50 |
4,171.25 |
S1 |
4,117.25 |
4,117.25 |
4,173.75 |
4,082.50 |
S2 |
4,047.50 |
4,047.50 |
4,161.00 |
|
S3 |
3,906.50 |
3,976.25 |
4,148.00 |
|
S4 |
3,765.50 |
3,835.25 |
4,109.25 |
|
|
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 |
4,260.00 |
3,983.50 |
276.50 |
6.6% |
138.75 |
3.3% |
74% |
True |
False |
454,857 |
10 |
4,365.00 |
3,983.50 |
381.50 |
9.1% |
146.50 |
3.5% |
53% |
False |
False |
474,254 |
20 |
4,697.75 |
3,983.50 |
714.25 |
17.1% |
119.50 |
2.9% |
28% |
False |
False |
367,642 |
40 |
4,734.75 |
3,983.50 |
751.25 |
17.9% |
98.00 |
2.3% |
27% |
False |
False |
250,645 |
60 |
4,734.75 |
3,983.50 |
751.25 |
17.9% |
85.00 |
2.0% |
27% |
False |
False |
167,197 |
80 |
4,734.75 |
3,983.50 |
751.25 |
17.9% |
80.25 |
1.9% |
27% |
False |
False |
125,472 |
100 |
4,734.75 |
3,983.50 |
751.25 |
17.9% |
76.75 |
1.8% |
27% |
False |
False |
100,382 |
120 |
4,734.75 |
3,975.75 |
759.00 |
18.1% |
74.00 |
1.8% |
28% |
False |
False |
83,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,859.25 |
2.618 |
4,629.25 |
1.618 |
4,488.25 |
1.000 |
4,401.00 |
0.618 |
4,347.25 |
HIGH |
4,260.00 |
0.618 |
4,206.25 |
0.500 |
4,189.50 |
0.382 |
4,172.75 |
LOW |
4,119.00 |
0.618 |
4,031.75 |
1.000 |
3,978.00 |
1.618 |
3,890.75 |
2.618 |
3,749.75 |
4.250 |
3,519.75 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,189.50 |
4,182.00 |
PP |
4,188.50 |
4,177.50 |
S1 |
4,187.75 |
4,173.00 |
|