Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,871.75 |
1,885.25 |
13.50 |
0.7% |
1,869.75 |
High |
1,899.75 |
1,910.00 |
10.25 |
0.5% |
1,907.50 |
Low |
1,851.25 |
1,864.50 |
13.25 |
0.7% |
1,804.25 |
Close |
1,896.00 |
1,875.00 |
-21.00 |
-1.1% |
1,899.25 |
Range |
48.50 |
45.50 |
-3.00 |
-6.2% |
103.25 |
ATR |
45.52 |
45.51 |
0.00 |
0.0% |
0.00 |
Volume |
1,780,235 |
2,113,363 |
333,128 |
18.7% |
11,562,388 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,019.75 |
1,992.75 |
1,900.00 |
|
R3 |
1,974.25 |
1,947.25 |
1,887.50 |
|
R2 |
1,928.75 |
1,928.75 |
1,883.25 |
|
R1 |
1,901.75 |
1,901.75 |
1,879.25 |
1,892.50 |
PP |
1,883.25 |
1,883.25 |
1,883.25 |
1,878.50 |
S1 |
1,856.25 |
1,856.25 |
1,870.75 |
1,847.00 |
S2 |
1,837.75 |
1,837.75 |
1,866.75 |
|
S3 |
1,792.25 |
1,810.75 |
1,862.50 |
|
S4 |
1,746.75 |
1,765.25 |
1,850.00 |
|
|
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 |
1,910.00 |
1,836.25 |
73.75 |
3.9% |
47.25 |
2.5% |
53% |
True |
False |
2,073,986 |
10 |
1,946.50 |
1,804.25 |
142.25 |
7.6% |
55.75 |
3.0% |
50% |
False |
False |
2,648,412 |
20 |
2,075.00 |
1,804.25 |
270.75 |
14.4% |
48.00 |
2.6% |
26% |
False |
False |
2,289,599 |
40 |
2,097.75 |
1,804.25 |
293.50 |
15.7% |
40.25 |
2.2% |
24% |
False |
False |
1,630,841 |
60 |
2,102.75 |
1,804.25 |
298.50 |
15.9% |
35.00 |
1.9% |
24% |
False |
False |
1,088,812 |
80 |
2,102.75 |
1,804.25 |
298.50 |
15.9% |
32.50 |
1.7% |
24% |
False |
False |
818,030 |
100 |
2,102.75 |
1,804.25 |
298.50 |
15.9% |
33.50 |
1.8% |
24% |
False |
False |
655,021 |
120 |
2,102.75 |
1,804.25 |
298.50 |
15.9% |
35.25 |
1.9% |
24% |
False |
False |
545,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,103.50 |
2.618 |
2,029.00 |
1.618 |
1,983.50 |
1.000 |
1,955.50 |
0.618 |
1,938.00 |
HIGH |
1,910.00 |
0.618 |
1,892.50 |
0.500 |
1,887.25 |
0.382 |
1,882.00 |
LOW |
1,864.50 |
0.618 |
1,836.50 |
1.000 |
1,819.00 |
1.618 |
1,791.00 |
2.618 |
1,745.50 |
4.250 |
1,671.00 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,887.25 |
1,880.50 |
PP |
1,883.25 |
1,878.75 |
S1 |
1,879.00 |
1,877.00 |
|