Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,899.50 |
1,871.75 |
-27.75 |
-1.5% |
1,869.75 |
High |
1,904.25 |
1,899.75 |
-4.50 |
-0.2% |
1,907.50 |
Low |
1,855.75 |
1,851.25 |
-4.50 |
-0.2% |
1,804.25 |
Close |
1,870.25 |
1,896.00 |
25.75 |
1.4% |
1,899.25 |
Range |
48.50 |
48.50 |
0.00 |
0.0% |
103.25 |
ATR |
45.29 |
45.52 |
0.23 |
0.5% |
0.00 |
Volume |
1,640,401 |
1,780,235 |
139,834 |
8.5% |
11,562,388 |
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,027.75 |
2,010.50 |
1,922.75 |
|
R3 |
1,979.25 |
1,962.00 |
1,909.25 |
|
R2 |
1,930.75 |
1,930.75 |
1,905.00 |
|
R1 |
1,913.50 |
1,913.50 |
1,900.50 |
1,922.00 |
PP |
1,882.25 |
1,882.25 |
1,882.25 |
1,886.75 |
S1 |
1,865.00 |
1,865.00 |
1,891.50 |
1,873.50 |
S2 |
1,833.75 |
1,833.75 |
1,887.00 |
|
S3 |
1,785.25 |
1,816.50 |
1,882.75 |
|
S4 |
1,736.75 |
1,768.00 |
1,869.25 |
|
|
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 |
1,904.25 |
1,804.25 |
100.00 |
5.3% |
53.00 |
2.8% |
92% |
False |
False |
2,437,269 |
10 |
1,946.50 |
1,804.25 |
142.25 |
7.5% |
55.25 |
2.9% |
64% |
False |
False |
2,679,887 |
20 |
2,075.00 |
1,804.25 |
270.75 |
14.3% |
46.50 |
2.5% |
34% |
False |
False |
2,218,753 |
40 |
2,097.75 |
1,804.25 |
293.50 |
15.5% |
39.75 |
2.1% |
31% |
False |
False |
1,578,174 |
60 |
2,102.75 |
1,804.25 |
298.50 |
15.7% |
34.50 |
1.8% |
31% |
False |
False |
1,053,621 |
80 |
2,102.75 |
1,804.25 |
298.50 |
15.7% |
32.25 |
1.7% |
31% |
False |
False |
791,687 |
100 |
2,102.75 |
1,804.25 |
298.50 |
15.7% |
33.50 |
1.8% |
31% |
False |
False |
633,891 |
120 |
2,102.75 |
1,804.25 |
298.50 |
15.7% |
35.00 |
1.8% |
31% |
False |
False |
528,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,106.00 |
2.618 |
2,026.75 |
1.618 |
1,978.25 |
1.000 |
1,948.25 |
0.618 |
1,929.75 |
HIGH |
1,899.75 |
0.618 |
1,881.25 |
0.500 |
1,875.50 |
0.382 |
1,869.75 |
LOW |
1,851.25 |
0.618 |
1,821.25 |
1.000 |
1,802.75 |
1.618 |
1,772.75 |
2.618 |
1,724.25 |
4.250 |
1,645.00 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,889.25 |
1,890.00 |
PP |
1,882.25 |
1,883.75 |
S1 |
1,875.50 |
1,877.75 |
|