Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,854.75 |
1,858.50 |
3.75 |
0.2% |
1,869.75 |
High |
1,883.25 |
1,902.25 |
19.00 |
1.0% |
1,907.50 |
Low |
1,836.25 |
1,855.75 |
19.50 |
1.1% |
1,804.25 |
Close |
1,861.00 |
1,899.25 |
38.25 |
2.1% |
1,899.25 |
Range |
47.00 |
46.50 |
-0.50 |
-1.1% |
103.25 |
ATR |
44.93 |
45.04 |
0.11 |
0.3% |
0.00 |
Volume |
2,729,407 |
2,106,526 |
-622,881 |
-22.8% |
11,562,388 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.25 |
2,008.75 |
1,924.75 |
|
R3 |
1,978.75 |
1,962.25 |
1,912.00 |
|
R2 |
1,932.25 |
1,932.25 |
1,907.75 |
|
R1 |
1,915.75 |
1,915.75 |
1,903.50 |
1,924.00 |
PP |
1,885.75 |
1,885.75 |
1,885.75 |
1,890.00 |
S1 |
1,869.25 |
1,869.25 |
1,895.00 |
1,877.50 |
S2 |
1,839.25 |
1,839.25 |
1,890.75 |
|
S3 |
1,792.75 |
1,822.75 |
1,886.50 |
|
S4 |
1,746.25 |
1,776.25 |
1,873.75 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,180.00 |
2,143.00 |
1,956.00 |
|
R3 |
2,076.75 |
2,039.75 |
1,927.75 |
|
R2 |
1,973.50 |
1,973.50 |
1,918.25 |
|
R1 |
1,936.50 |
1,936.50 |
1,908.75 |
1,955.00 |
PP |
1,870.25 |
1,870.25 |
1,870.25 |
1,879.50 |
S1 |
1,833.25 |
1,833.25 |
1,889.75 |
1,851.75 |
S2 |
1,767.00 |
1,767.00 |
1,880.25 |
|
S3 |
1,663.75 |
1,730.00 |
1,870.75 |
|
S4 |
1,560.50 |
1,626.75 |
1,842.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,919.75 |
1,804.25 |
115.50 |
6.1% |
58.00 |
3.0% |
82% |
False |
False |
3,000,868 |
10 |
1,964.75 |
1,804.25 |
160.50 |
8.5% |
54.75 |
2.9% |
59% |
False |
False |
2,856,297 |
20 |
2,075.00 |
1,804.25 |
270.75 |
14.3% |
43.75 |
2.3% |
35% |
False |
False |
2,114,181 |
40 |
2,097.75 |
1,804.25 |
293.50 |
15.5% |
38.00 |
2.0% |
32% |
False |
False |
1,493,037 |
60 |
2,102.75 |
1,804.25 |
298.50 |
15.7% |
33.50 |
1.8% |
32% |
False |
False |
996,737 |
80 |
2,102.75 |
1,804.25 |
298.50 |
15.7% |
32.00 |
1.7% |
32% |
False |
False |
749,148 |
100 |
2,102.75 |
1,804.25 |
298.50 |
15.7% |
33.25 |
1.8% |
32% |
False |
False |
599,695 |
120 |
2,102.75 |
1,804.25 |
298.50 |
15.7% |
34.50 |
1.8% |
32% |
False |
False |
499,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,100.00 |
2.618 |
2,024.00 |
1.618 |
1,977.50 |
1.000 |
1,948.75 |
0.618 |
1,931.00 |
HIGH |
1,902.25 |
0.618 |
1,884.50 |
0.500 |
1,879.00 |
0.382 |
1,873.50 |
LOW |
1,855.75 |
0.618 |
1,827.00 |
1.000 |
1,809.25 |
1.618 |
1,780.50 |
2.618 |
1,734.00 |
4.250 |
1,658.00 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,892.50 |
1,884.00 |
PP |
1,885.75 |
1,868.50 |
S1 |
1,879.00 |
1,853.25 |
|