Trading Metrics calculated at close of trading on 04-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
5,289.0 |
5,249.0 |
-40.0 |
-0.8% |
5,159.0 |
High |
5,297.0 |
5,297.0 |
0.0 |
0.0% |
5,297.0 |
Low |
5,242.0 |
5,226.0 |
-16.0 |
-0.3% |
5,146.0 |
Close |
5,257.0 |
5,252.0 |
-5.0 |
-0.1% |
5,257.0 |
Range |
55.0 |
71.0 |
16.0 |
29.1% |
151.0 |
ATR |
72.1 |
72.0 |
-0.1 |
-0.1% |
0.0 |
Volume |
18,095 |
23,378 |
5,283 |
29.2% |
63,216 |
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,471.3 |
5,432.7 |
5,291.1 |
|
R3 |
5,400.3 |
5,361.7 |
5,271.5 |
|
R2 |
5,329.3 |
5,329.3 |
5,265.0 |
|
R1 |
5,290.7 |
5,290.7 |
5,258.5 |
5,310.0 |
PP |
5,258.3 |
5,258.3 |
5,258.3 |
5,268.0 |
S1 |
5,219.7 |
5,219.7 |
5,245.5 |
5,239.0 |
S2 |
5,187.3 |
5,187.3 |
5,239.0 |
|
S3 |
5,116.3 |
5,148.7 |
5,232.5 |
|
S4 |
5,045.3 |
5,077.7 |
5,213.0 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,686.3 |
5,622.7 |
5,340.1 |
|
R3 |
5,535.3 |
5,471.7 |
5,298.5 |
|
R2 |
5,384.3 |
5,384.3 |
5,284.7 |
|
R1 |
5,320.7 |
5,320.7 |
5,270.8 |
5,352.5 |
PP |
5,233.3 |
5,233.3 |
5,233.3 |
5,249.3 |
S1 |
5,169.7 |
5,169.7 |
5,243.2 |
5,201.5 |
S2 |
5,082.3 |
5,082.3 |
5,229.3 |
|
S3 |
4,931.3 |
5,018.7 |
5,215.5 |
|
S4 |
4,780.3 |
4,867.7 |
5,174.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,297.0 |
5,137.0 |
160.0 |
3.0% |
61.8 |
1.2% |
72% |
True |
False |
19,570 |
10 |
5,297.0 |
4,972.0 |
325.0 |
6.2% |
67.0 |
1.3% |
86% |
True |
False |
20,880 |
20 |
5,297.0 |
4,852.0 |
445.0 |
8.5% |
68.3 |
1.3% |
90% |
True |
False |
23,942 |
40 |
5,297.0 |
4,852.0 |
445.0 |
8.5% |
52.1 |
1.0% |
90% |
True |
False |
12,054 |
60 |
5,307.0 |
4,852.0 |
455.0 |
8.7% |
42.1 |
0.8% |
88% |
False |
False |
8,066 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.1% |
39.8 |
0.8% |
88% |
False |
False |
6,058 |
100 |
5,307.0 |
4,829.0 |
478.0 |
9.1% |
35.9 |
0.7% |
88% |
False |
False |
4,887 |
120 |
5,595.0 |
4,829.0 |
766.0 |
14.6% |
31.4 |
0.6% |
55% |
False |
False |
4,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,598.8 |
2.618 |
5,482.9 |
1.618 |
5,411.9 |
1.000 |
5,368.0 |
0.618 |
5,340.9 |
HIGH |
5,297.0 |
0.618 |
5,269.9 |
0.500 |
5,261.5 |
0.382 |
5,253.1 |
LOW |
5,226.0 |
0.618 |
5,182.1 |
1.000 |
5,155.0 |
1.618 |
5,111.1 |
2.618 |
5,040.1 |
4.250 |
4,924.3 |
|
|
Fisher Pivots for day following 04-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
5,261.5 |
5,261.5 |
PP |
5,258.3 |
5,258.3 |
S1 |
5,255.2 |
5,255.2 |
|