Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
5,249.0 |
5,219.0 |
-30.0 |
-0.6% |
5,159.0 |
High |
5,297.0 |
5,225.0 |
-72.0 |
-1.4% |
5,297.0 |
Low |
5,226.0 |
5,135.0 |
-91.0 |
-1.7% |
5,146.0 |
Close |
5,252.0 |
5,142.0 |
-110.0 |
-2.1% |
5,257.0 |
Range |
71.0 |
90.0 |
19.0 |
26.8% |
151.0 |
ATR |
72.0 |
75.2 |
3.2 |
4.5% |
0.0 |
Volume |
23,378 |
36,667 |
13,289 |
56.8% |
63,216 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,437.3 |
5,379.7 |
5,191.5 |
|
R3 |
5,347.3 |
5,289.7 |
5,166.8 |
|
R2 |
5,257.3 |
5,257.3 |
5,158.5 |
|
R1 |
5,199.7 |
5,199.7 |
5,150.3 |
5,183.5 |
PP |
5,167.3 |
5,167.3 |
5,167.3 |
5,159.3 |
S1 |
5,109.7 |
5,109.7 |
5,133.8 |
5,093.5 |
S2 |
5,077.3 |
5,077.3 |
5,125.5 |
|
S3 |
4,987.3 |
5,019.7 |
5,117.3 |
|
S4 |
4,897.3 |
4,929.7 |
5,092.5 |
|
|
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 |
5,135.0 |
162.0 |
3.2% |
71.0 |
1.4% |
4% |
False |
True |
24,652 |
10 |
5,297.0 |
4,972.0 |
325.0 |
6.3% |
68.4 |
1.3% |
52% |
False |
False |
21,183 |
20 |
5,297.0 |
4,852.0 |
445.0 |
8.7% |
70.5 |
1.4% |
65% |
False |
False |
25,773 |
40 |
5,297.0 |
4,852.0 |
445.0 |
8.7% |
54.0 |
1.0% |
65% |
False |
False |
12,970 |
60 |
5,307.0 |
4,852.0 |
455.0 |
8.8% |
42.9 |
0.8% |
64% |
False |
False |
8,667 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.3% |
40.9 |
0.8% |
65% |
False |
False |
6,517 |
100 |
5,307.0 |
4,829.0 |
478.0 |
9.3% |
36.8 |
0.7% |
65% |
False |
False |
5,253 |
120 |
5,595.0 |
4,829.0 |
766.0 |
14.9% |
32.1 |
0.6% |
41% |
False |
False |
4,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,607.5 |
2.618 |
5,460.6 |
1.618 |
5,370.6 |
1.000 |
5,315.0 |
0.618 |
5,280.6 |
HIGH |
5,225.0 |
0.618 |
5,190.6 |
0.500 |
5,180.0 |
0.382 |
5,169.4 |
LOW |
5,135.0 |
0.618 |
5,079.4 |
1.000 |
5,045.0 |
1.618 |
4,989.4 |
2.618 |
4,899.4 |
4.250 |
4,752.5 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
5,180.0 |
5,216.0 |
PP |
5,167.3 |
5,191.3 |
S1 |
5,154.7 |
5,166.7 |
|