Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,880.00 |
1,878.75 |
-1.25 |
-0.1% |
1,899.50 |
High |
1,902.50 |
1,933.00 |
30.50 |
1.6% |
1,933.00 |
Low |
1,865.75 |
1,876.50 |
10.75 |
0.6% |
1,851.25 |
Close |
1,880.75 |
1,930.00 |
49.25 |
2.6% |
1,930.00 |
Range |
36.75 |
56.50 |
19.75 |
53.7% |
81.75 |
ATR |
44.89 |
45.72 |
0.83 |
1.8% |
0.00 |
Volume |
2,254,109 |
2,406,399 |
152,290 |
6.8% |
10,194,507 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,082.75 |
2,062.75 |
1,961.00 |
|
R3 |
2,026.25 |
2,006.25 |
1,945.50 |
|
R2 |
1,969.75 |
1,969.75 |
1,940.25 |
|
R1 |
1,949.75 |
1,949.75 |
1,935.25 |
1,959.75 |
PP |
1,913.25 |
1,913.25 |
1,913.25 |
1,918.00 |
S1 |
1,893.25 |
1,893.25 |
1,924.75 |
1,903.25 |
S2 |
1,856.75 |
1,856.75 |
1,919.75 |
|
S3 |
1,800.25 |
1,836.75 |
1,914.50 |
|
S4 |
1,743.75 |
1,780.25 |
1,899.00 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,150.00 |
2,121.75 |
1,975.00 |
|
R3 |
2,068.25 |
2,040.00 |
1,952.50 |
|
R2 |
1,986.50 |
1,986.50 |
1,945.00 |
|
R1 |
1,958.25 |
1,958.25 |
1,937.50 |
1,972.50 |
PP |
1,904.75 |
1,904.75 |
1,904.75 |
1,911.75 |
S1 |
1,876.50 |
1,876.50 |
1,922.50 |
1,890.50 |
S2 |
1,823.00 |
1,823.00 |
1,915.00 |
|
S3 |
1,741.25 |
1,794.75 |
1,907.50 |
|
S4 |
1,659.50 |
1,713.00 |
1,885.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,933.00 |
1,851.25 |
81.75 |
4.2% |
47.25 |
2.4% |
96% |
True |
False |
2,038,901 |
10 |
1,933.00 |
1,804.25 |
128.75 |
6.7% |
52.50 |
2.7% |
98% |
True |
False |
2,519,885 |
20 |
2,057.75 |
1,804.25 |
253.50 |
13.1% |
50.25 |
2.6% |
50% |
False |
False |
2,444,960 |
40 |
2,097.75 |
1,804.25 |
293.50 |
15.2% |
41.75 |
2.2% |
43% |
False |
False |
1,746,254 |
60 |
2,102.75 |
1,804.25 |
298.50 |
15.5% |
35.75 |
1.8% |
42% |
False |
False |
1,166,396 |
80 |
2,102.75 |
1,804.25 |
298.50 |
15.5% |
32.25 |
1.7% |
42% |
False |
False |
876,156 |
100 |
2,102.75 |
1,804.25 |
298.50 |
15.5% |
33.75 |
1.8% |
42% |
False |
False |
701,616 |
120 |
2,102.75 |
1,804.25 |
298.50 |
15.5% |
35.50 |
1.8% |
42% |
False |
False |
584,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,173.00 |
2.618 |
2,081.00 |
1.618 |
2,024.50 |
1.000 |
1,989.50 |
0.618 |
1,968.00 |
HIGH |
1,933.00 |
0.618 |
1,911.50 |
0.500 |
1,904.75 |
0.382 |
1,898.00 |
LOW |
1,876.50 |
0.618 |
1,841.50 |
1.000 |
1,820.00 |
1.618 |
1,785.00 |
2.618 |
1,728.50 |
4.250 |
1,636.50 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,921.50 |
1,919.50 |
PP |
1,913.25 |
1,909.25 |
S1 |
1,904.75 |
1,898.75 |
|