Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
9,986.5 |
9,973.5 |
-13.0 |
-0.1% |
10,519.5 |
High |
10,041.0 |
10,125.5 |
84.5 |
0.8% |
10,523.5 |
Low |
9,810.5 |
9,723.0 |
-87.5 |
-0.9% |
9,723.0 |
Close |
9,973.5 |
9,859.5 |
-114.0 |
-1.1% |
9,859.5 |
Range |
230.5 |
402.5 |
172.0 |
74.6% |
800.5 |
ATR |
270.4 |
279.8 |
9.4 |
3.5% |
0.0 |
Volume |
131,236 |
126,093 |
-5,143 |
-3.9% |
622,707 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,110.2 |
10,887.3 |
10,080.9 |
|
R3 |
10,707.7 |
10,484.8 |
9,970.2 |
|
R2 |
10,305.2 |
10,305.2 |
9,933.3 |
|
R1 |
10,082.3 |
10,082.3 |
9,896.4 |
9,992.5 |
PP |
9,902.7 |
9,902.7 |
9,902.7 |
9,857.8 |
S1 |
9,679.8 |
9,679.8 |
9,822.6 |
9,590.0 |
S2 |
9,500.2 |
9,500.2 |
9,785.7 |
|
S3 |
9,097.7 |
9,277.3 |
9,748.8 |
|
S4 |
8,695.2 |
8,874.8 |
9,638.1 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,436.8 |
11,948.7 |
10,299.8 |
|
R3 |
11,636.3 |
11,148.2 |
10,079.6 |
|
R2 |
10,835.8 |
10,835.8 |
10,006.3 |
|
R1 |
10,347.7 |
10,347.7 |
9,932.9 |
10,191.5 |
PP |
10,035.3 |
10,035.3 |
10,035.3 |
9,957.3 |
S1 |
9,547.2 |
9,547.2 |
9,786.1 |
9,391.0 |
S2 |
9,234.8 |
9,234.8 |
9,712.7 |
|
S3 |
8,434.3 |
8,746.7 |
9,639.4 |
|
S4 |
7,633.8 |
7,946.2 |
9,419.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,523.5 |
9,723.0 |
800.5 |
8.1% |
266.4 |
2.7% |
17% |
False |
True |
124,541 |
10 |
10,886.0 |
9,723.0 |
1,163.0 |
11.8% |
226.4 |
2.3% |
12% |
False |
True |
95,464 |
20 |
10,905.5 |
9,723.0 |
1,182.5 |
12.0% |
248.8 |
2.5% |
12% |
False |
True |
76,050 |
40 |
11,439.0 |
9,723.0 |
1,716.0 |
17.4% |
227.2 |
2.3% |
8% |
False |
True |
38,934 |
60 |
11,439.0 |
9,723.0 |
1,716.0 |
17.4% |
209.2 |
2.1% |
8% |
False |
True |
26,453 |
80 |
11,439.0 |
9,329.5 |
2,109.5 |
21.4% |
211.5 |
2.1% |
25% |
False |
False |
19,929 |
100 |
11,439.0 |
9,329.5 |
2,109.5 |
21.4% |
204.5 |
2.1% |
25% |
False |
False |
15,952 |
120 |
11,674.5 |
9,329.5 |
2,345.0 |
23.8% |
187.3 |
1.9% |
23% |
False |
False |
13,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,836.1 |
2.618 |
11,179.2 |
1.618 |
10,776.7 |
1.000 |
10,528.0 |
0.618 |
10,374.2 |
HIGH |
10,125.5 |
0.618 |
9,971.7 |
0.500 |
9,924.3 |
0.382 |
9,876.8 |
LOW |
9,723.0 |
0.618 |
9,474.3 |
1.000 |
9,320.5 |
1.618 |
9,071.8 |
2.618 |
8,669.3 |
4.250 |
8,012.4 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
9,924.3 |
10,005.3 |
PP |
9,902.7 |
9,956.7 |
S1 |
9,881.1 |
9,908.1 |
|