Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,883.75 |
1,913.50 |
29.75 |
1.6% |
1,909.25 |
High |
1,927.50 |
1,919.75 |
-7.75 |
-0.4% |
1,946.50 |
Low |
1,871.00 |
1,849.25 |
-21.75 |
-1.2% |
1,849.25 |
Close |
1,914.50 |
1,875.00 |
-39.50 |
-2.1% |
1,875.00 |
Range |
56.50 |
70.50 |
14.00 |
24.8% |
97.25 |
ATR |
39.62 |
41.83 |
2.21 |
5.6% |
0.00 |
Volume |
3,045,826 |
3,441,956 |
396,130 |
13.0% |
14,306,186 |
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,092.75 |
2,054.50 |
1,913.75 |
|
R3 |
2,022.25 |
1,984.00 |
1,894.50 |
|
R2 |
1,951.75 |
1,951.75 |
1,888.00 |
|
R1 |
1,913.50 |
1,913.50 |
1,881.50 |
1,897.50 |
PP |
1,881.25 |
1,881.25 |
1,881.25 |
1,873.25 |
S1 |
1,843.00 |
1,843.00 |
1,868.50 |
1,827.00 |
S2 |
1,810.75 |
1,810.75 |
1,862.00 |
|
S3 |
1,740.25 |
1,772.50 |
1,855.50 |
|
S4 |
1,669.75 |
1,702.00 |
1,836.25 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,182.00 |
2,125.75 |
1,928.50 |
|
R3 |
2,084.75 |
2,028.50 |
1,901.75 |
|
R2 |
1,987.50 |
1,987.50 |
1,892.75 |
|
R1 |
1,931.25 |
1,931.25 |
1,884.00 |
1,910.75 |
PP |
1,890.25 |
1,890.25 |
1,890.25 |
1,880.00 |
S1 |
1,834.00 |
1,834.00 |
1,866.00 |
1,813.50 |
S2 |
1,793.00 |
1,793.00 |
1,857.25 |
|
S3 |
1,695.75 |
1,736.75 |
1,848.25 |
|
S4 |
1,598.50 |
1,639.50 |
1,821.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,946.50 |
1,849.25 |
97.25 |
5.2% |
54.75 |
2.9% |
26% |
False |
True |
2,861,237 |
10 |
2,043.50 |
1,849.25 |
194.25 |
10.4% |
52.00 |
2.8% |
13% |
False |
True |
2,611,292 |
20 |
2,075.00 |
1,849.25 |
225.75 |
12.0% |
39.75 |
2.1% |
11% |
False |
True |
1,868,760 |
40 |
2,097.75 |
1,849.25 |
248.50 |
13.3% |
34.75 |
1.9% |
10% |
False |
True |
1,204,515 |
60 |
2,102.75 |
1,849.25 |
253.50 |
13.5% |
31.75 |
1.7% |
10% |
False |
True |
804,284 |
80 |
2,102.75 |
1,849.25 |
253.50 |
13.5% |
31.50 |
1.7% |
10% |
False |
True |
604,828 |
100 |
2,102.75 |
1,836.50 |
266.25 |
14.2% |
33.75 |
1.8% |
14% |
False |
False |
484,101 |
120 |
2,102.75 |
1,819.25 |
283.50 |
15.1% |
33.25 |
1.8% |
20% |
False |
False |
403,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,219.50 |
2.618 |
2,104.25 |
1.618 |
2,033.75 |
1.000 |
1,990.25 |
0.618 |
1,963.25 |
HIGH |
1,919.75 |
0.618 |
1,892.75 |
0.500 |
1,884.50 |
0.382 |
1,876.25 |
LOW |
1,849.25 |
0.618 |
1,805.75 |
1.000 |
1,778.75 |
1.618 |
1,735.25 |
2.618 |
1,664.75 |
4.250 |
1,549.50 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,884.50 |
1,898.00 |
PP |
1,881.25 |
1,890.25 |
S1 |
1,878.25 |
1,882.50 |
|