Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,247.50 |
4,190.00 |
-57.50 |
-1.4% |
4,126.75 |
High |
4,260.00 |
4,243.75 |
-16.25 |
-0.4% |
4,253.00 |
Low |
4,119.00 |
4,133.00 |
14.00 |
0.3% |
3,983.50 |
Close |
4,186.75 |
4,226.75 |
40.00 |
1.0% |
4,247.50 |
Range |
141.00 |
110.75 |
-30.25 |
-21.5% |
269.50 |
ATR |
118.46 |
117.91 |
-0.55 |
-0.5% |
0.00 |
Volume |
287,599 |
327,223 |
39,624 |
13.8% |
1,986,689 |
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,533.50 |
4,490.75 |
4,287.75 |
|
R3 |
4,422.75 |
4,380.00 |
4,257.25 |
|
R2 |
4,312.00 |
4,312.00 |
4,247.00 |
|
R1 |
4,269.25 |
4,269.25 |
4,237.00 |
4,290.50 |
PP |
4,201.25 |
4,201.25 |
4,201.25 |
4,211.75 |
S1 |
4,158.50 |
4,158.50 |
4,216.50 |
4,180.00 |
S2 |
4,090.50 |
4,090.50 |
4,206.50 |
|
S3 |
3,979.75 |
4,047.75 |
4,196.25 |
|
S4 |
3,869.00 |
3,937.00 |
4,165.75 |
|
|
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 |
4,260.00 |
3,983.50 |
276.50 |
6.5% |
136.00 |
3.2% |
88% |
False |
False |
425,150 |
10 |
4,365.00 |
3,983.50 |
381.50 |
9.0% |
148.00 |
3.5% |
64% |
False |
False |
463,419 |
20 |
4,697.75 |
3,983.50 |
714.25 |
16.9% |
123.75 |
2.9% |
34% |
False |
False |
380,900 |
40 |
4,734.75 |
3,983.50 |
751.25 |
17.8% |
100.25 |
2.4% |
32% |
False |
False |
258,803 |
60 |
4,734.75 |
3,983.50 |
751.25 |
17.8% |
85.75 |
2.0% |
32% |
False |
False |
172,647 |
80 |
4,734.75 |
3,983.50 |
751.25 |
17.8% |
80.50 |
1.9% |
32% |
False |
False |
129,561 |
100 |
4,734.75 |
3,983.50 |
751.25 |
17.8% |
77.75 |
1.8% |
32% |
False |
False |
103,654 |
120 |
4,734.75 |
3,975.75 |
759.00 |
18.0% |
74.75 |
1.8% |
33% |
False |
False |
86,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,714.50 |
2.618 |
4,533.75 |
1.618 |
4,423.00 |
1.000 |
4,354.50 |
0.618 |
4,312.25 |
HIGH |
4,243.75 |
0.618 |
4,201.50 |
0.500 |
4,188.50 |
0.382 |
4,175.25 |
LOW |
4,133.00 |
0.618 |
4,064.50 |
1.000 |
4,022.25 |
1.618 |
3,953.75 |
2.618 |
3,843.00 |
4.250 |
3,662.25 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,214.00 |
4,214.25 |
PP |
4,201.25 |
4,202.00 |
S1 |
4,188.50 |
4,189.50 |
|