Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
9,401.0 |
9,720.0 |
319.0 |
3.4% |
9,682.5 |
High |
9,667.5 |
9,841.5 |
174.0 |
1.8% |
9,841.5 |
Low |
9,333.0 |
9,704.5 |
371.5 |
4.0% |
9,251.5 |
Close |
9,569.5 |
9,792.5 |
223.0 |
2.3% |
9,792.5 |
Range |
334.5 |
137.0 |
-197.5 |
-59.0% |
590.0 |
ATR |
312.5 |
309.6 |
-2.9 |
-0.9% |
0.0 |
Volume |
116,735 |
92,628 |
-24,107 |
-20.7% |
521,624 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,190.5 |
10,128.5 |
9,867.9 |
|
R3 |
10,053.5 |
9,991.5 |
9,830.2 |
|
R2 |
9,916.5 |
9,916.5 |
9,817.6 |
|
R1 |
9,854.5 |
9,854.5 |
9,805.1 |
9,885.5 |
PP |
9,779.5 |
9,779.5 |
9,779.5 |
9,795.0 |
S1 |
9,717.5 |
9,717.5 |
9,779.9 |
9,748.5 |
S2 |
9,642.5 |
9,642.5 |
9,767.4 |
|
S3 |
9,505.5 |
9,580.5 |
9,754.8 |
|
S4 |
9,368.5 |
9,443.5 |
9,717.2 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,398.5 |
11,185.5 |
10,117.0 |
|
R3 |
10,808.5 |
10,595.5 |
9,954.8 |
|
R2 |
10,218.5 |
10,218.5 |
9,900.7 |
|
R1 |
10,005.5 |
10,005.5 |
9,846.6 |
10,112.0 |
PP |
9,628.5 |
9,628.5 |
9,628.5 |
9,681.8 |
S1 |
9,415.5 |
9,415.5 |
9,738.4 |
9,522.0 |
S2 |
9,038.5 |
9,038.5 |
9,684.3 |
|
S3 |
8,448.5 |
8,825.5 |
9,630.3 |
|
S4 |
7,858.5 |
8,235.5 |
9,468.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,841.5 |
9,251.5 |
590.0 |
6.0% |
279.3 |
2.9% |
92% |
True |
False |
122,975 |
10 |
10,165.5 |
9,251.5 |
914.0 |
9.3% |
320.4 |
3.3% |
59% |
False |
False |
132,356 |
20 |
10,886.0 |
9,251.5 |
1,634.5 |
16.7% |
269.6 |
2.8% |
33% |
False |
False |
111,980 |
40 |
11,439.0 |
9,251.5 |
2,187.5 |
22.3% |
258.2 |
2.6% |
25% |
False |
False |
68,628 |
60 |
11,439.0 |
9,251.5 |
2,187.5 |
22.3% |
228.8 |
2.3% |
25% |
False |
False |
46,216 |
80 |
11,439.0 |
9,251.5 |
2,187.5 |
22.3% |
219.4 |
2.2% |
25% |
False |
False |
34,869 |
100 |
11,439.0 |
9,251.5 |
2,187.5 |
22.3% |
212.2 |
2.2% |
25% |
False |
False |
27,924 |
120 |
11,674.5 |
9,251.5 |
2,423.0 |
24.7% |
205.9 |
2.1% |
22% |
False |
False |
23,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,423.8 |
2.618 |
10,200.2 |
1.618 |
10,063.2 |
1.000 |
9,978.5 |
0.618 |
9,926.2 |
HIGH |
9,841.5 |
0.618 |
9,789.2 |
0.500 |
9,773.0 |
0.382 |
9,756.8 |
LOW |
9,704.5 |
0.618 |
9,619.8 |
1.000 |
9,567.5 |
1.618 |
9,482.8 |
2.618 |
9,345.8 |
4.250 |
9,122.3 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
9,786.0 |
9,710.5 |
PP |
9,779.5 |
9,628.5 |
S1 |
9,773.0 |
9,546.5 |
|