Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,869.75 |
1,871.75 |
2.00 |
0.1% |
1,909.25 |
High |
1,907.50 |
1,878.50 |
-29.00 |
-1.5% |
1,946.50 |
Low |
1,856.25 |
1,804.25 |
-52.00 |
-2.8% |
1,849.25 |
Close |
1,873.00 |
1,855.00 |
-18.00 |
-1.0% |
1,875.00 |
Range |
51.25 |
74.25 |
23.00 |
44.9% |
97.25 |
ATR |
42.50 |
44.77 |
2.27 |
5.3% |
0.00 |
Volume |
2,796,679 |
3,929,776 |
1,133,097 |
40.5% |
14,306,186 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,068.75 |
2,036.00 |
1,895.75 |
|
R3 |
1,994.50 |
1,961.75 |
1,875.50 |
|
R2 |
1,920.25 |
1,920.25 |
1,868.50 |
|
R1 |
1,887.50 |
1,887.50 |
1,861.75 |
1,866.75 |
PP |
1,846.00 |
1,846.00 |
1,846.00 |
1,835.50 |
S1 |
1,813.25 |
1,813.25 |
1,848.25 |
1,792.50 |
S2 |
1,771.75 |
1,771.75 |
1,841.50 |
|
S3 |
1,697.50 |
1,739.00 |
1,834.50 |
|
S4 |
1,623.25 |
1,664.75 |
1,814.25 |
|
|
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 |
1,804.25 |
142.25 |
7.7% |
64.25 |
3.5% |
36% |
False |
True |
3,222,839 |
10 |
2,013.25 |
1,804.25 |
209.00 |
11.3% |
56.00 |
3.0% |
24% |
False |
True |
2,893,385 |
20 |
2,075.00 |
1,804.25 |
270.75 |
14.6% |
41.75 |
2.2% |
19% |
False |
True |
1,993,392 |
40 |
2,097.75 |
1,804.25 |
293.50 |
15.8% |
36.50 |
2.0% |
17% |
False |
True |
1,372,442 |
60 |
2,102.75 |
1,804.25 |
298.50 |
16.1% |
32.50 |
1.8% |
17% |
False |
True |
916,226 |
80 |
2,102.75 |
1,804.25 |
298.50 |
16.1% |
32.00 |
1.7% |
17% |
False |
True |
688,817 |
100 |
2,102.75 |
1,804.25 |
298.50 |
16.1% |
33.25 |
1.8% |
17% |
False |
True |
551,347 |
120 |
2,102.75 |
1,804.25 |
298.50 |
16.1% |
33.75 |
1.8% |
17% |
False |
True |
459,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,194.00 |
2.618 |
2,073.00 |
1.618 |
1,998.75 |
1.000 |
1,952.75 |
0.618 |
1,924.50 |
HIGH |
1,878.50 |
0.618 |
1,850.25 |
0.500 |
1,841.50 |
0.382 |
1,832.50 |
LOW |
1,804.25 |
0.618 |
1,758.25 |
1.000 |
1,730.00 |
1.618 |
1,684.00 |
2.618 |
1,609.75 |
4.250 |
1,488.75 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,850.50 |
1,862.00 |
PP |
1,846.00 |
1,859.75 |
S1 |
1,841.50 |
1,857.25 |
|