Trading Metrics calculated at close of trading on 28-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,885.25 |
1,880.00 |
-5.25 |
-0.3% |
1,869.75 |
High |
1,910.00 |
1,902.50 |
-7.50 |
-0.4% |
1,907.50 |
Low |
1,864.50 |
1,865.75 |
1.25 |
0.1% |
1,804.25 |
Close |
1,875.00 |
1,880.75 |
5.75 |
0.3% |
1,899.25 |
Range |
45.50 |
36.75 |
-8.75 |
-19.2% |
103.25 |
ATR |
45.51 |
44.89 |
-0.63 |
-1.4% |
0.00 |
Volume |
2,113,363 |
2,254,109 |
140,746 |
6.7% |
11,562,388 |
|
Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.25 |
1,973.75 |
1,901.00 |
|
R3 |
1,956.50 |
1,937.00 |
1,890.75 |
|
R2 |
1,919.75 |
1,919.75 |
1,887.50 |
|
R1 |
1,900.25 |
1,900.25 |
1,884.00 |
1,910.00 |
PP |
1,883.00 |
1,883.00 |
1,883.00 |
1,888.00 |
S1 |
1,863.50 |
1,863.50 |
1,877.50 |
1,873.25 |
S2 |
1,846.25 |
1,846.25 |
1,874.00 |
|
S3 |
1,809.50 |
1,826.75 |
1,870.75 |
|
S4 |
1,772.75 |
1,790.00 |
1,860.50 |
|
|
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 |
1,910.00 |
1,851.25 |
58.75 |
3.1% |
45.25 |
2.4% |
50% |
False |
False |
1,978,926 |
10 |
1,927.50 |
1,804.25 |
123.25 |
6.6% |
52.50 |
2.8% |
62% |
False |
False |
2,583,827 |
20 |
2,075.00 |
1,804.25 |
270.75 |
14.4% |
48.50 |
2.6% |
28% |
False |
False |
2,360,670 |
40 |
2,097.75 |
1,804.25 |
293.50 |
15.6% |
41.00 |
2.2% |
26% |
False |
False |
1,686,853 |
60 |
2,102.75 |
1,804.25 |
298.50 |
15.9% |
35.25 |
1.9% |
26% |
False |
False |
1,126,341 |
80 |
2,102.75 |
1,804.25 |
298.50 |
15.9% |
32.25 |
1.7% |
26% |
False |
False |
846,117 |
100 |
2,102.75 |
1,804.25 |
298.50 |
15.9% |
33.75 |
1.8% |
26% |
False |
False |
677,557 |
120 |
2,102.75 |
1,804.25 |
298.50 |
15.9% |
35.25 |
1.9% |
26% |
False |
False |
564,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,058.75 |
2.618 |
1,998.75 |
1.618 |
1,962.00 |
1.000 |
1,939.25 |
0.618 |
1,925.25 |
HIGH |
1,902.50 |
0.618 |
1,888.50 |
0.500 |
1,884.00 |
0.382 |
1,879.75 |
LOW |
1,865.75 |
0.618 |
1,843.00 |
1.000 |
1,829.00 |
1.618 |
1,806.25 |
2.618 |
1,769.50 |
4.250 |
1,709.50 |
|
|
Fisher Pivots for day following 28-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,884.00 |
1,880.75 |
PP |
1,883.00 |
1,880.75 |
S1 |
1,882.00 |
1,880.50 |
|