Trading Metrics calculated at close of trading on 12-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,909.25 |
1,913.50 |
4.25 |
0.2% |
2,037.75 |
High |
1,929.00 |
1,940.25 |
11.25 |
0.6% |
2,043.50 |
Low |
1,892.50 |
1,899.00 |
6.50 |
0.3% |
1,910.00 |
Close |
1,914.25 |
1,925.00 |
10.75 |
0.6% |
1,911.50 |
Range |
36.50 |
41.25 |
4.75 |
13.0% |
133.50 |
ATR |
35.60 |
36.00 |
0.40 |
1.1% |
0.00 |
Volume |
2,490,336 |
2,428,110 |
-62,226 |
-2.5% |
11,806,740 |
|
Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,045.25 |
2,026.25 |
1,947.75 |
|
R3 |
2,004.00 |
1,985.00 |
1,936.25 |
|
R2 |
1,962.75 |
1,962.75 |
1,932.50 |
|
R1 |
1,943.75 |
1,943.75 |
1,928.75 |
1,953.25 |
PP |
1,921.50 |
1,921.50 |
1,921.50 |
1,926.00 |
S1 |
1,902.50 |
1,902.50 |
1,921.25 |
1,912.00 |
S2 |
1,880.25 |
1,880.25 |
1,917.50 |
|
S3 |
1,839.00 |
1,861.25 |
1,913.75 |
|
S4 |
1,797.75 |
1,820.00 |
1,902.25 |
|
|
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 |
2,013.25 |
1,892.50 |
120.75 |
6.3% |
47.50 |
2.5% |
27% |
False |
False |
2,563,932 |
10 |
2,075.00 |
1,892.50 |
182.50 |
9.5% |
40.25 |
2.1% |
18% |
False |
False |
1,930,786 |
20 |
2,075.00 |
1,892.50 |
182.50 |
9.5% |
35.50 |
1.8% |
18% |
False |
False |
1,741,766 |
40 |
2,097.75 |
1,892.50 |
205.25 |
10.7% |
32.50 |
1.7% |
16% |
False |
False |
970,123 |
60 |
2,102.75 |
1,892.50 |
210.25 |
10.9% |
29.00 |
1.5% |
15% |
False |
False |
648,096 |
80 |
2,102.75 |
1,853.00 |
249.75 |
13.0% |
30.50 |
1.6% |
29% |
False |
False |
487,599 |
100 |
2,102.75 |
1,819.25 |
283.50 |
14.7% |
34.25 |
1.8% |
37% |
False |
False |
390,248 |
120 |
2,102.75 |
1,819.25 |
283.50 |
14.7% |
32.25 |
1.7% |
37% |
False |
False |
325,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,115.50 |
2.618 |
2,048.25 |
1.618 |
2,007.00 |
1.000 |
1,981.50 |
0.618 |
1,965.75 |
HIGH |
1,940.25 |
0.618 |
1,924.50 |
0.500 |
1,919.50 |
0.382 |
1,914.75 |
LOW |
1,899.00 |
0.618 |
1,873.50 |
1.000 |
1,857.75 |
1.618 |
1,832.25 |
2.618 |
1,791.00 |
4.250 |
1,723.75 |
|
|
Fisher Pivots for day following 12-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,923.25 |
1,928.50 |
PP |
1,921.50 |
1,927.50 |
S1 |
1,919.50 |
1,926.25 |
|