Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,150.25 |
4,135.00 |
-15.25 |
-0.4% |
4,247.50 |
High |
4,199.00 |
4,271.25 |
72.25 |
1.7% |
4,271.25 |
Low |
4,106.75 |
4,129.00 |
22.25 |
0.5% |
4,102.00 |
Close |
4,153.75 |
4,263.00 |
109.25 |
2.6% |
4,263.00 |
Range |
92.25 |
142.25 |
50.00 |
54.2% |
169.25 |
ATR |
116.53 |
118.37 |
1.84 |
1.6% |
0.00 |
Volume |
414,082 |
328,862 |
-85,220 |
-20.6% |
1,766,289 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,647.75 |
4,597.75 |
4,341.25 |
|
R3 |
4,505.50 |
4,455.50 |
4,302.00 |
|
R2 |
4,363.25 |
4,363.25 |
4,289.00 |
|
R1 |
4,313.25 |
4,313.25 |
4,276.00 |
4,338.25 |
PP |
4,221.00 |
4,221.00 |
4,221.00 |
4,233.50 |
S1 |
4,171.00 |
4,171.00 |
4,250.00 |
4,196.00 |
S2 |
4,078.75 |
4,078.75 |
4,237.00 |
|
S3 |
3,936.50 |
4,028.75 |
4,224.00 |
|
S4 |
3,794.25 |
3,886.50 |
4,184.75 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,719.75 |
4,660.75 |
4,356.00 |
|
R3 |
4,550.50 |
4,491.50 |
4,309.50 |
|
R2 |
4,381.25 |
4,381.25 |
4,294.00 |
|
R1 |
4,322.25 |
4,322.25 |
4,278.50 |
4,351.75 |
PP |
4,212.00 |
4,212.00 |
4,212.00 |
4,227.00 |
S1 |
4,153.00 |
4,153.00 |
4,247.50 |
4,182.50 |
S2 |
4,042.75 |
4,042.75 |
4,232.00 |
|
S3 |
3,873.50 |
3,983.75 |
4,216.50 |
|
S4 |
3,704.25 |
3,814.50 |
4,170.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,271.25 |
4,102.00 |
169.25 |
4.0% |
120.50 |
2.8% |
95% |
True |
False |
353,257 |
10 |
4,271.25 |
3,983.50 |
287.75 |
6.7% |
135.00 |
3.2% |
97% |
True |
False |
432,050 |
20 |
4,655.00 |
3,983.50 |
671.50 |
15.8% |
132.00 |
3.1% |
42% |
False |
False |
419,019 |
40 |
4,734.75 |
3,983.50 |
751.25 |
17.6% |
106.00 |
2.5% |
37% |
False |
False |
287,540 |
60 |
4,734.75 |
3,983.50 |
751.25 |
17.6% |
89.00 |
2.1% |
37% |
False |
False |
191,832 |
80 |
4,734.75 |
3,983.50 |
751.25 |
17.6% |
80.75 |
1.9% |
37% |
False |
False |
143,941 |
100 |
4,734.75 |
3,983.50 |
751.25 |
17.6% |
80.75 |
1.9% |
37% |
False |
False |
115,169 |
120 |
4,734.75 |
3,975.75 |
759.00 |
17.8% |
76.75 |
1.8% |
38% |
False |
False |
95,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,875.75 |
2.618 |
4,643.75 |
1.618 |
4,501.50 |
1.000 |
4,413.50 |
0.618 |
4,359.25 |
HIGH |
4,271.25 |
0.618 |
4,217.00 |
0.500 |
4,200.00 |
0.382 |
4,183.25 |
LOW |
4,129.00 |
0.618 |
4,041.00 |
1.000 |
3,986.75 |
1.618 |
3,898.75 |
2.618 |
3,756.50 |
4.250 |
3,524.50 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,242.00 |
4,237.50 |
PP |
4,221.00 |
4,212.00 |
S1 |
4,200.00 |
4,186.50 |
|