Trading Metrics calculated at close of trading on 28-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
9,817.5 |
9,789.0 |
-28.5 |
-0.3% |
9,682.5 |
High |
9,923.5 |
9,902.5 |
-21.0 |
-0.2% |
9,841.5 |
Low |
9,711.0 |
9,586.0 |
-125.0 |
-1.3% |
9,251.5 |
Close |
9,857.0 |
9,623.5 |
-233.5 |
-2.4% |
9,792.5 |
Range |
212.5 |
316.5 |
104.0 |
48.9% |
590.0 |
ATR |
294.4 |
296.0 |
1.6 |
0.5% |
0.0 |
Volume |
132,861 |
101,371 |
-31,490 |
-23.7% |
521,624 |
|
Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,653.5 |
10,455.0 |
9,797.6 |
|
R3 |
10,337.0 |
10,138.5 |
9,710.5 |
|
R2 |
10,020.5 |
10,020.5 |
9,681.5 |
|
R1 |
9,822.0 |
9,822.0 |
9,652.5 |
9,763.0 |
PP |
9,704.0 |
9,704.0 |
9,704.0 |
9,674.5 |
S1 |
9,505.5 |
9,505.5 |
9,594.5 |
9,446.5 |
S2 |
9,387.5 |
9,387.5 |
9,565.5 |
|
S3 |
9,071.0 |
9,189.0 |
9,536.5 |
|
S4 |
8,754.5 |
8,872.5 |
9,449.4 |
|
|
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 |
9,563.0 |
360.5 |
3.7% |
230.3 |
2.4% |
17% |
False |
False |
105,823 |
10 |
9,943.5 |
9,251.5 |
692.0 |
7.2% |
274.3 |
2.8% |
54% |
False |
False |
121,806 |
20 |
10,886.0 |
9,251.5 |
1,634.5 |
17.0% |
274.7 |
2.9% |
23% |
False |
False |
121,173 |
40 |
11,439.0 |
9,251.5 |
2,187.5 |
22.7% |
265.0 |
2.8% |
17% |
False |
False |
79,435 |
60 |
11,439.0 |
9,251.5 |
2,187.5 |
22.7% |
236.0 |
2.5% |
17% |
False |
False |
53,345 |
80 |
11,439.0 |
9,251.5 |
2,187.5 |
22.7% |
220.9 |
2.3% |
17% |
False |
False |
40,294 |
100 |
11,439.0 |
9,251.5 |
2,187.5 |
22.7% |
217.1 |
2.3% |
17% |
False |
False |
32,287 |
120 |
11,622.0 |
9,251.5 |
2,370.5 |
24.6% |
210.6 |
2.2% |
16% |
False |
False |
26,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,247.6 |
2.618 |
10,731.1 |
1.618 |
10,414.6 |
1.000 |
10,219.0 |
0.618 |
10,098.1 |
HIGH |
9,902.5 |
0.618 |
9,781.6 |
0.500 |
9,744.3 |
0.382 |
9,706.9 |
LOW |
9,586.0 |
0.618 |
9,390.4 |
1.000 |
9,269.5 |
1.618 |
9,073.9 |
2.618 |
8,757.4 |
4.250 |
8,240.9 |
|
|
Fisher Pivots for day following 28-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
9,744.3 |
9,743.3 |
PP |
9,704.0 |
9,703.3 |
S1 |
9,663.8 |
9,663.4 |
|