Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,190.00 |
4,195.25 |
5.25 |
0.1% |
4,126.75 |
High |
4,243.75 |
4,218.75 |
-25.00 |
-0.6% |
4,253.00 |
Low |
4,133.00 |
4,102.00 |
-31.00 |
-0.8% |
3,983.50 |
Close |
4,226.75 |
4,127.00 |
-99.75 |
-2.4% |
4,247.50 |
Range |
110.75 |
116.75 |
6.00 |
5.4% |
269.50 |
ATR |
117.91 |
118.40 |
0.49 |
0.4% |
0.00 |
Volume |
327,223 |
408,523 |
81,300 |
24.8% |
1,986,689 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,499.50 |
4,430.00 |
4,191.25 |
|
R3 |
4,382.75 |
4,313.25 |
4,159.00 |
|
R2 |
4,266.00 |
4,266.00 |
4,148.50 |
|
R1 |
4,196.50 |
4,196.50 |
4,137.75 |
4,173.00 |
PP |
4,149.25 |
4,149.25 |
4,149.25 |
4,137.50 |
S1 |
4,079.75 |
4,079.75 |
4,116.25 |
4,056.00 |
S2 |
4,032.50 |
4,032.50 |
4,105.50 |
|
S3 |
3,915.75 |
3,963.00 |
4,095.00 |
|
S4 |
3,799.00 |
3,846.25 |
4,062.75 |
|
|
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 |
4,085.75 |
174.25 |
4.2% |
121.75 |
3.0% |
24% |
False |
False |
381,206 |
10 |
4,365.00 |
3,983.50 |
381.50 |
9.2% |
149.00 |
3.6% |
38% |
False |
False |
462,513 |
20 |
4,697.75 |
3,983.50 |
714.25 |
17.3% |
127.00 |
3.1% |
20% |
False |
False |
395,648 |
40 |
4,734.75 |
3,983.50 |
751.25 |
18.2% |
102.25 |
2.5% |
19% |
False |
False |
269,012 |
60 |
4,734.75 |
3,983.50 |
751.25 |
18.2% |
87.25 |
2.1% |
19% |
False |
False |
179,454 |
80 |
4,734.75 |
3,983.50 |
751.25 |
18.2% |
80.50 |
2.0% |
19% |
False |
False |
134,665 |
100 |
4,734.75 |
3,983.50 |
751.25 |
18.2% |
79.00 |
1.9% |
19% |
False |
False |
107,739 |
120 |
4,734.75 |
3,975.75 |
759.00 |
18.4% |
75.50 |
1.8% |
20% |
False |
False |
89,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,715.00 |
2.618 |
4,524.50 |
1.618 |
4,407.75 |
1.000 |
4,335.50 |
0.618 |
4,291.00 |
HIGH |
4,218.75 |
0.618 |
4,174.25 |
0.500 |
4,160.50 |
0.382 |
4,146.50 |
LOW |
4,102.00 |
0.618 |
4,029.75 |
1.000 |
3,985.25 |
1.618 |
3,913.00 |
2.618 |
3,796.25 |
4.250 |
3,605.75 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,160.50 |
4,181.00 |
PP |
4,149.25 |
4,163.00 |
S1 |
4,138.00 |
4,145.00 |
|