Trading Metrics calculated at close of trading on 28-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,195.25 |
4,150.25 |
-45.00 |
-1.1% |
4,126.75 |
High |
4,218.75 |
4,199.00 |
-19.75 |
-0.5% |
4,253.00 |
Low |
4,102.00 |
4,106.75 |
4.75 |
0.1% |
3,983.50 |
Close |
4,127.00 |
4,153.75 |
26.75 |
0.6% |
4,247.50 |
Range |
116.75 |
92.25 |
-24.50 |
-21.0% |
269.50 |
ATR |
118.40 |
116.53 |
-1.87 |
-1.6% |
0.00 |
Volume |
408,523 |
414,082 |
5,559 |
1.4% |
1,986,689 |
|
Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,430.00 |
4,384.00 |
4,204.50 |
|
R3 |
4,337.75 |
4,291.75 |
4,179.00 |
|
R2 |
4,245.50 |
4,245.50 |
4,170.75 |
|
R1 |
4,199.50 |
4,199.50 |
4,162.25 |
4,222.50 |
PP |
4,153.25 |
4,153.25 |
4,153.25 |
4,164.50 |
S1 |
4,107.25 |
4,107.25 |
4,145.25 |
4,130.25 |
S2 |
4,061.00 |
4,061.00 |
4,136.75 |
|
S3 |
3,968.75 |
4,015.00 |
4,128.50 |
|
S4 |
3,876.50 |
3,922.75 |
4,103.00 |
|
|
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 |
4,102.00 |
158.00 |
3.8% |
119.00 |
2.9% |
33% |
False |
False |
353,204 |
10 |
4,300.50 |
3,983.50 |
317.00 |
7.6% |
138.25 |
3.3% |
54% |
False |
False |
451,815 |
20 |
4,695.00 |
3,983.50 |
711.50 |
17.1% |
127.25 |
3.1% |
24% |
False |
False |
408,447 |
40 |
4,734.75 |
3,983.50 |
751.25 |
18.1% |
103.25 |
2.5% |
23% |
False |
False |
279,341 |
60 |
4,734.75 |
3,983.50 |
751.25 |
18.1% |
88.00 |
2.1% |
23% |
False |
False |
186,354 |
80 |
4,734.75 |
3,983.50 |
751.25 |
18.1% |
80.00 |
1.9% |
23% |
False |
False |
139,834 |
100 |
4,734.75 |
3,983.50 |
751.25 |
18.1% |
79.25 |
1.9% |
23% |
False |
False |
111,880 |
120 |
4,734.75 |
3,975.75 |
759.00 |
18.3% |
75.50 |
1.8% |
23% |
False |
False |
93,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,591.00 |
2.618 |
4,440.50 |
1.618 |
4,348.25 |
1.000 |
4,291.25 |
0.618 |
4,256.00 |
HIGH |
4,199.00 |
0.618 |
4,163.75 |
0.500 |
4,153.00 |
0.382 |
4,142.00 |
LOW |
4,106.75 |
0.618 |
4,049.75 |
1.000 |
4,014.50 |
1.618 |
3,957.50 |
2.618 |
3,865.25 |
4.250 |
3,714.75 |
|
|
Fisher Pivots for day following 28-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,153.50 |
4,173.00 |
PP |
4,153.25 |
4,166.50 |
S1 |
4,153.00 |
4,160.00 |
|