Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,987.75 |
1,936.50 |
-51.25 |
-2.6% |
2,037.75 |
High |
1,991.00 |
1,964.75 |
-26.25 |
-1.3% |
2,043.50 |
Low |
1,928.50 |
1,910.00 |
-18.50 |
-1.0% |
1,910.00 |
Close |
1,933.00 |
1,911.50 |
-21.50 |
-1.1% |
1,911.50 |
Range |
62.50 |
54.75 |
-7.75 |
-12.4% |
133.50 |
ATR |
34.05 |
35.53 |
1.48 |
4.3% |
0.00 |
Volume |
2,969,295 |
2,694,404 |
-274,891 |
-9.3% |
11,806,740 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,093.00 |
2,057.00 |
1,941.50 |
|
R3 |
2,038.25 |
2,002.25 |
1,926.50 |
|
R2 |
1,983.50 |
1,983.50 |
1,921.50 |
|
R1 |
1,947.50 |
1,947.50 |
1,916.50 |
1,938.00 |
PP |
1,928.75 |
1,928.75 |
1,928.75 |
1,924.00 |
S1 |
1,892.75 |
1,892.75 |
1,906.50 |
1,883.50 |
S2 |
1,874.00 |
1,874.00 |
1,901.50 |
|
S3 |
1,819.25 |
1,838.00 |
1,896.50 |
|
S4 |
1,764.50 |
1,783.25 |
1,881.50 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,355.50 |
2,267.00 |
1,985.00 |
|
R3 |
2,222.00 |
2,133.50 |
1,948.25 |
|
R2 |
2,088.50 |
2,088.50 |
1,936.00 |
|
R1 |
2,000.00 |
2,000.00 |
1,923.75 |
1,977.50 |
PP |
1,955.00 |
1,955.00 |
1,955.00 |
1,943.75 |
S1 |
1,866.50 |
1,866.50 |
1,899.25 |
1,844.00 |
S2 |
1,821.50 |
1,821.50 |
1,887.00 |
|
S3 |
1,688.00 |
1,733.00 |
1,874.75 |
|
S4 |
1,554.50 |
1,599.50 |
1,838.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,043.50 |
1,910.00 |
133.50 |
7.0% |
49.50 |
2.6% |
1% |
False |
True |
2,361,348 |
10 |
2,075.00 |
1,910.00 |
165.00 |
8.6% |
35.50 |
1.9% |
1% |
False |
True |
1,541,107 |
20 |
2,075.00 |
1,910.00 |
165.00 |
8.6% |
35.50 |
1.9% |
1% |
False |
True |
1,652,295 |
40 |
2,097.75 |
1,910.00 |
187.75 |
9.8% |
32.00 |
1.7% |
1% |
False |
True |
847,379 |
60 |
2,102.75 |
1,910.00 |
192.75 |
10.1% |
28.75 |
1.5% |
1% |
False |
True |
566,466 |
80 |
2,102.75 |
1,853.00 |
249.75 |
13.1% |
30.25 |
1.6% |
23% |
False |
False |
426,152 |
100 |
2,102.75 |
1,819.25 |
283.50 |
14.8% |
33.75 |
1.8% |
33% |
False |
False |
341,065 |
120 |
2,111.25 |
1,819.25 |
292.00 |
15.3% |
31.75 |
1.7% |
32% |
False |
False |
284,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,197.50 |
2.618 |
2,108.00 |
1.618 |
2,053.25 |
1.000 |
2,019.50 |
0.618 |
1,998.50 |
HIGH |
1,964.75 |
0.618 |
1,943.75 |
0.500 |
1,937.50 |
0.382 |
1,931.00 |
LOW |
1,910.00 |
0.618 |
1,876.25 |
1.000 |
1,855.25 |
1.618 |
1,821.50 |
2.618 |
1,766.75 |
4.250 |
1,677.25 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,937.50 |
1,961.50 |
PP |
1,928.75 |
1,945.00 |
S1 |
1,920.00 |
1,928.25 |
|