Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
9,390.5 |
9,401.0 |
10.5 |
0.1% |
9,696.5 |
High |
9,518.0 |
9,667.5 |
149.5 |
1.6% |
10,165.5 |
Low |
9,251.5 |
9,333.0 |
81.5 |
0.9% |
9,410.0 |
Close |
9,357.5 |
9,569.5 |
212.0 |
2.3% |
9,509.5 |
Range |
266.5 |
334.5 |
68.0 |
25.5% |
755.5 |
ATR |
310.8 |
312.5 |
1.7 |
0.5% |
0.0 |
Volume |
150,866 |
116,735 |
-34,131 |
-22.6% |
675,844 |
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,526.8 |
10,382.7 |
9,753.5 |
|
R3 |
10,192.3 |
10,048.2 |
9,661.5 |
|
R2 |
9,857.8 |
9,857.8 |
9,630.8 |
|
R1 |
9,713.7 |
9,713.7 |
9,600.2 |
9,785.8 |
PP |
9,523.3 |
9,523.3 |
9,523.3 |
9,559.4 |
S1 |
9,379.2 |
9,379.2 |
9,538.8 |
9,451.3 |
S2 |
9,188.8 |
9,188.8 |
9,508.2 |
|
S3 |
8,854.3 |
9,044.7 |
9,477.5 |
|
S4 |
8,519.8 |
8,710.2 |
9,385.5 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,961.5 |
11,491.0 |
9,925.0 |
|
R3 |
11,206.0 |
10,735.5 |
9,717.3 |
|
R2 |
10,450.5 |
10,450.5 |
9,648.0 |
|
R1 |
9,980.0 |
9,980.0 |
9,578.8 |
9,837.5 |
PP |
9,695.0 |
9,695.0 |
9,695.0 |
9,623.8 |
S1 |
9,224.5 |
9,224.5 |
9,440.2 |
9,082.0 |
S2 |
8,939.5 |
8,939.5 |
9,371.0 |
|
S3 |
8,184.0 |
8,469.0 |
9,301.7 |
|
S4 |
7,428.5 |
7,713.5 |
9,094.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,943.5 |
9,251.5 |
692.0 |
7.2% |
318.2 |
3.3% |
46% |
False |
False |
137,788 |
10 |
10,165.5 |
9,251.5 |
914.0 |
9.6% |
329.7 |
3.4% |
35% |
False |
False |
136,216 |
20 |
10,886.0 |
9,251.5 |
1,634.5 |
17.1% |
273.9 |
2.9% |
19% |
False |
False |
111,974 |
40 |
11,439.0 |
9,251.5 |
2,187.5 |
22.9% |
257.1 |
2.7% |
15% |
False |
False |
66,338 |
60 |
11,439.0 |
9,251.5 |
2,187.5 |
22.9% |
230.9 |
2.4% |
15% |
False |
False |
44,686 |
80 |
11,439.0 |
9,251.5 |
2,187.5 |
22.9% |
219.9 |
2.3% |
15% |
False |
False |
33,714 |
100 |
11,439.0 |
9,251.5 |
2,187.5 |
22.9% |
211.4 |
2.2% |
15% |
False |
False |
26,998 |
120 |
11,674.5 |
9,251.5 |
2,423.0 |
25.3% |
204.9 |
2.1% |
13% |
False |
False |
22,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,089.1 |
2.618 |
10,543.2 |
1.618 |
10,208.7 |
1.000 |
10,002.0 |
0.618 |
9,874.2 |
HIGH |
9,667.5 |
0.618 |
9,539.7 |
0.500 |
9,500.3 |
0.382 |
9,460.8 |
LOW |
9,333.0 |
0.618 |
9,126.3 |
1.000 |
8,998.5 |
1.618 |
8,791.8 |
2.618 |
8,457.3 |
4.250 |
7,911.4 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
9,546.4 |
9,548.3 |
PP |
9,523.3 |
9,527.0 |
S1 |
9,500.3 |
9,505.8 |
|