Trading Metrics calculated at close of trading on 06-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
5,219.0 |
5,165.0 |
-54.0 |
-1.0% |
5,159.0 |
High |
5,225.0 |
5,182.0 |
-43.0 |
-0.8% |
5,297.0 |
Low |
5,135.0 |
5,048.0 |
-87.0 |
-1.7% |
5,146.0 |
Close |
5,142.0 |
5,076.0 |
-66.0 |
-1.3% |
5,257.0 |
Range |
90.0 |
134.0 |
44.0 |
48.9% |
151.0 |
ATR |
75.2 |
79.4 |
4.2 |
5.6% |
0.0 |
Volume |
36,667 |
32,423 |
-4,244 |
-11.6% |
63,216 |
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,504.0 |
5,424.0 |
5,149.7 |
|
R3 |
5,370.0 |
5,290.0 |
5,112.9 |
|
R2 |
5,236.0 |
5,236.0 |
5,100.6 |
|
R1 |
5,156.0 |
5,156.0 |
5,088.3 |
5,129.0 |
PP |
5,102.0 |
5,102.0 |
5,102.0 |
5,088.5 |
S1 |
5,022.0 |
5,022.0 |
5,063.7 |
4,995.0 |
S2 |
4,968.0 |
4,968.0 |
5,051.4 |
|
S3 |
4,834.0 |
4,888.0 |
5,039.2 |
|
S4 |
4,700.0 |
4,754.0 |
5,002.3 |
|
|
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 |
5,048.0 |
249.0 |
4.9% |
76.4 |
1.5% |
11% |
False |
True |
26,307 |
10 |
5,297.0 |
5,001.0 |
296.0 |
5.8% |
72.3 |
1.4% |
25% |
False |
False |
21,339 |
20 |
5,297.0 |
4,852.0 |
445.0 |
8.8% |
71.2 |
1.4% |
50% |
False |
False |
27,391 |
40 |
5,297.0 |
4,852.0 |
445.0 |
8.8% |
55.7 |
1.1% |
50% |
False |
False |
13,776 |
60 |
5,307.0 |
4,852.0 |
455.0 |
9.0% |
44.6 |
0.9% |
49% |
False |
False |
9,208 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.4% |
42.6 |
0.8% |
52% |
False |
False |
6,922 |
100 |
5,307.0 |
4,829.0 |
478.0 |
9.4% |
38.1 |
0.7% |
52% |
False |
False |
5,577 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.1% |
33.3 |
0.7% |
32% |
False |
False |
4,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,751.5 |
2.618 |
5,532.8 |
1.618 |
5,398.8 |
1.000 |
5,316.0 |
0.618 |
5,264.8 |
HIGH |
5,182.0 |
0.618 |
5,130.8 |
0.500 |
5,115.0 |
0.382 |
5,099.2 |
LOW |
5,048.0 |
0.618 |
4,965.2 |
1.000 |
4,914.0 |
1.618 |
4,831.2 |
2.618 |
4,697.2 |
4.250 |
4,478.5 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
5,115.0 |
5,172.5 |
PP |
5,102.0 |
5,140.3 |
S1 |
5,089.0 |
5,108.2 |
|