Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,858.50 |
1,899.50 |
41.00 |
2.2% |
1,869.75 |
High |
1,902.25 |
1,904.25 |
2.00 |
0.1% |
1,907.50 |
Low |
1,855.75 |
1,855.75 |
0.00 |
0.0% |
1,804.25 |
Close |
1,899.25 |
1,870.25 |
-29.00 |
-1.5% |
1,899.25 |
Range |
46.50 |
48.50 |
2.00 |
4.3% |
103.25 |
ATR |
45.04 |
45.29 |
0.25 |
0.5% |
0.00 |
Volume |
2,106,526 |
1,640,401 |
-466,125 |
-22.1% |
11,562,388 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,022.25 |
1,994.75 |
1,897.00 |
|
R3 |
1,973.75 |
1,946.25 |
1,883.50 |
|
R2 |
1,925.25 |
1,925.25 |
1,879.25 |
|
R1 |
1,897.75 |
1,897.75 |
1,874.75 |
1,887.25 |
PP |
1,876.75 |
1,876.75 |
1,876.75 |
1,871.50 |
S1 |
1,849.25 |
1,849.25 |
1,865.75 |
1,838.75 |
S2 |
1,828.25 |
1,828.25 |
1,861.25 |
|
S3 |
1,779.75 |
1,800.75 |
1,857.00 |
|
S4 |
1,731.25 |
1,752.25 |
1,843.50 |
|
|
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 |
1,907.50 |
1,804.25 |
103.25 |
5.5% |
53.50 |
2.9% |
64% |
False |
False |
2,640,557 |
10 |
1,946.50 |
1,804.25 |
142.25 |
7.6% |
54.00 |
2.9% |
46% |
False |
False |
2,750,897 |
20 |
2,075.00 |
1,804.25 |
270.75 |
14.5% |
44.75 |
2.4% |
24% |
False |
False |
2,146,002 |
40 |
2,097.75 |
1,804.25 |
293.50 |
15.7% |
38.75 |
2.1% |
22% |
False |
False |
1,533,760 |
60 |
2,102.75 |
1,804.25 |
298.50 |
16.0% |
34.25 |
1.8% |
22% |
False |
False |
1,024,022 |
80 |
2,102.75 |
1,804.25 |
298.50 |
16.0% |
32.25 |
1.7% |
22% |
False |
False |
769,523 |
100 |
2,102.75 |
1,804.25 |
298.50 |
16.0% |
33.50 |
1.8% |
22% |
False |
False |
616,097 |
120 |
2,102.75 |
1,804.25 |
298.50 |
16.0% |
34.75 |
1.9% |
22% |
False |
False |
513,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,110.50 |
2.618 |
2,031.25 |
1.618 |
1,982.75 |
1.000 |
1,952.75 |
0.618 |
1,934.25 |
HIGH |
1,904.25 |
0.618 |
1,885.75 |
0.500 |
1,880.00 |
0.382 |
1,874.25 |
LOW |
1,855.75 |
0.618 |
1,825.75 |
1.000 |
1,807.25 |
1.618 |
1,777.25 |
2.618 |
1,728.75 |
4.250 |
1,649.50 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,880.00 |
1,870.25 |
PP |
1,876.75 |
1,870.25 |
S1 |
1,873.50 |
1,870.25 |
|