Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
9,591.5 |
9,817.5 |
226.0 |
2.4% |
9,682.5 |
High |
9,870.5 |
9,923.5 |
53.0 |
0.5% |
9,841.5 |
Low |
9,563.0 |
9,711.0 |
148.0 |
1.5% |
9,251.5 |
Close |
9,835.0 |
9,857.0 |
22.0 |
0.2% |
9,792.5 |
Range |
307.5 |
212.5 |
-95.0 |
-30.9% |
590.0 |
ATR |
300.7 |
294.4 |
-6.3 |
-2.1% |
0.0 |
Volume |
102,500 |
132,861 |
30,361 |
29.6% |
521,624 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,468.0 |
10,375.0 |
9,973.9 |
|
R3 |
10,255.5 |
10,162.5 |
9,915.4 |
|
R2 |
10,043.0 |
10,043.0 |
9,896.0 |
|
R1 |
9,950.0 |
9,950.0 |
9,876.5 |
9,996.5 |
PP |
9,830.5 |
9,830.5 |
9,830.5 |
9,853.8 |
S1 |
9,737.5 |
9,737.5 |
9,837.5 |
9,784.0 |
S2 |
9,618.0 |
9,618.0 |
9,818.0 |
|
S3 |
9,405.5 |
9,525.0 |
9,798.6 |
|
S4 |
9,193.0 |
9,312.5 |
9,740.1 |
|
|
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 |
9,923.5 |
9,333.0 |
590.5 |
6.0% |
233.9 |
2.4% |
89% |
True |
False |
108,896 |
10 |
10,165.5 |
9,251.5 |
914.0 |
9.3% |
285.7 |
2.9% |
66% |
False |
False |
128,402 |
20 |
10,886.0 |
9,251.5 |
1,634.5 |
16.6% |
266.1 |
2.7% |
37% |
False |
False |
118,630 |
40 |
11,439.0 |
9,251.5 |
2,187.5 |
22.2% |
261.8 |
2.7% |
28% |
False |
False |
76,907 |
60 |
11,439.0 |
9,251.5 |
2,187.5 |
22.2% |
233.0 |
2.4% |
28% |
False |
False |
51,690 |
80 |
11,439.0 |
9,251.5 |
2,187.5 |
22.2% |
221.1 |
2.2% |
28% |
False |
False |
39,037 |
100 |
11,439.0 |
9,251.5 |
2,187.5 |
22.2% |
215.4 |
2.2% |
28% |
False |
False |
31,274 |
120 |
11,665.5 |
9,251.5 |
2,414.0 |
24.5% |
208.7 |
2.1% |
25% |
False |
False |
26,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,826.6 |
2.618 |
10,479.8 |
1.618 |
10,267.3 |
1.000 |
10,136.0 |
0.618 |
10,054.8 |
HIGH |
9,923.5 |
0.618 |
9,842.3 |
0.500 |
9,817.3 |
0.382 |
9,792.2 |
LOW |
9,711.0 |
0.618 |
9,579.7 |
1.000 |
9,498.5 |
1.618 |
9,367.2 |
2.618 |
9,154.7 |
4.250 |
8,807.9 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
9,843.8 |
9,819.1 |
PP |
9,830.5 |
9,781.2 |
S1 |
9,817.3 |
9,743.3 |
|