Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
9,789.0 |
9,796.0 |
7.0 |
0.1% |
9,840.0 |
High |
9,902.5 |
9,836.0 |
-66.5 |
-0.7% |
9,923.5 |
Low |
9,586.0 |
9,646.0 |
60.0 |
0.6% |
9,563.0 |
Close |
9,623.5 |
9,756.0 |
132.5 |
1.4% |
9,756.0 |
Range |
316.5 |
190.0 |
-126.5 |
-40.0% |
360.5 |
ATR |
296.0 |
290.0 |
-6.0 |
-2.0% |
0.0 |
Volume |
101,371 |
96,568 |
-4,803 |
-4.7% |
533,058 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,316.0 |
10,226.0 |
9,860.5 |
|
R3 |
10,126.0 |
10,036.0 |
9,808.3 |
|
R2 |
9,936.0 |
9,936.0 |
9,790.8 |
|
R1 |
9,846.0 |
9,846.0 |
9,773.4 |
9,796.0 |
PP |
9,746.0 |
9,746.0 |
9,746.0 |
9,721.0 |
S1 |
9,656.0 |
9,656.0 |
9,738.6 |
9,606.0 |
S2 |
9,556.0 |
9,556.0 |
9,721.2 |
|
S3 |
9,366.0 |
9,466.0 |
9,703.8 |
|
S4 |
9,176.0 |
9,276.0 |
9,651.5 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,829.0 |
10,653.0 |
9,954.3 |
|
R3 |
10,468.5 |
10,292.5 |
9,855.1 |
|
R2 |
10,108.0 |
10,108.0 |
9,822.1 |
|
R1 |
9,932.0 |
9,932.0 |
9,789.0 |
9,839.8 |
PP |
9,747.5 |
9,747.5 |
9,747.5 |
9,701.4 |
S1 |
9,571.5 |
9,571.5 |
9,723.0 |
9,479.3 |
S2 |
9,387.0 |
9,387.0 |
9,689.9 |
|
S3 |
9,026.5 |
9,211.0 |
9,656.9 |
|
S4 |
8,666.0 |
8,850.5 |
9,557.7 |
|
|
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% |
240.9 |
2.5% |
54% |
False |
False |
106,611 |
10 |
9,923.5 |
9,251.5 |
672.0 |
6.9% |
260.1 |
2.7% |
75% |
False |
False |
114,793 |
20 |
10,886.0 |
9,251.5 |
1,634.5 |
16.8% |
276.5 |
2.8% |
31% |
False |
False |
123,970 |
40 |
11,439.0 |
9,251.5 |
2,187.5 |
22.4% |
267.1 |
2.7% |
23% |
False |
False |
81,840 |
60 |
11,439.0 |
9,251.5 |
2,187.5 |
22.4% |
237.1 |
2.4% |
23% |
False |
False |
54,951 |
80 |
11,439.0 |
9,251.5 |
2,187.5 |
22.4% |
219.7 |
2.3% |
23% |
False |
False |
41,495 |
100 |
11,439.0 |
9,251.5 |
2,187.5 |
22.4% |
217.3 |
2.2% |
23% |
False |
False |
33,253 |
120 |
11,622.0 |
9,251.5 |
2,370.5 |
24.3% |
211.4 |
2.2% |
21% |
False |
False |
27,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,643.5 |
2.618 |
10,333.4 |
1.618 |
10,143.4 |
1.000 |
10,026.0 |
0.618 |
9,953.4 |
HIGH |
9,836.0 |
0.618 |
9,763.4 |
0.500 |
9,741.0 |
0.382 |
9,718.6 |
LOW |
9,646.0 |
0.618 |
9,528.6 |
1.000 |
9,456.0 |
1.618 |
9,338.6 |
2.618 |
9,148.6 |
4.250 |
8,838.5 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
9,751.0 |
9,755.6 |
PP |
9,746.0 |
9,755.2 |
S1 |
9,741.0 |
9,754.8 |
|