Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
5,165.0 |
5,067.0 |
-98.0 |
-1.9% |
5,159.0 |
High |
5,182.0 |
5,082.0 |
-100.0 |
-1.9% |
5,297.0 |
Low |
5,048.0 |
4,948.0 |
-100.0 |
-2.0% |
5,146.0 |
Close |
5,076.0 |
4,958.0 |
-118.0 |
-2.3% |
5,257.0 |
Range |
134.0 |
134.0 |
0.0 |
0.0% |
151.0 |
ATR |
79.4 |
83.3 |
3.9 |
4.9% |
0.0 |
Volume |
32,423 |
42,451 |
10,028 |
30.9% |
63,216 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,398.0 |
5,312.0 |
5,031.7 |
|
R3 |
5,264.0 |
5,178.0 |
4,994.9 |
|
R2 |
5,130.0 |
5,130.0 |
4,982.6 |
|
R1 |
5,044.0 |
5,044.0 |
4,970.3 |
5,020.0 |
PP |
4,996.0 |
4,996.0 |
4,996.0 |
4,984.0 |
S1 |
4,910.0 |
4,910.0 |
4,945.7 |
4,886.0 |
S2 |
4,862.0 |
4,862.0 |
4,933.4 |
|
S3 |
4,728.0 |
4,776.0 |
4,921.2 |
|
S4 |
4,594.0 |
4,642.0 |
4,884.3 |
|
|
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 |
4,948.0 |
349.0 |
7.0% |
96.8 |
2.0% |
3% |
False |
True |
30,602 |
10 |
5,297.0 |
4,948.0 |
349.0 |
7.0% |
77.7 |
1.6% |
3% |
False |
True |
23,858 |
20 |
5,297.0 |
4,852.0 |
445.0 |
9.0% |
74.3 |
1.5% |
24% |
False |
False |
29,505 |
40 |
5,297.0 |
4,852.0 |
445.0 |
9.0% |
58.0 |
1.2% |
24% |
False |
False |
14,833 |
60 |
5,307.0 |
4,852.0 |
455.0 |
9.2% |
46.2 |
0.9% |
23% |
False |
False |
9,915 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.6% |
44.3 |
0.9% |
27% |
False |
False |
7,453 |
100 |
5,307.0 |
4,829.0 |
478.0 |
9.6% |
39.4 |
0.8% |
27% |
False |
False |
5,999 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.4% |
34.4 |
0.7% |
17% |
False |
False |
5,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,651.5 |
2.618 |
5,432.8 |
1.618 |
5,298.8 |
1.000 |
5,216.0 |
0.618 |
5,164.8 |
HIGH |
5,082.0 |
0.618 |
5,030.8 |
0.500 |
5,015.0 |
0.382 |
4,999.2 |
LOW |
4,948.0 |
0.618 |
4,865.2 |
1.000 |
4,814.0 |
1.618 |
4,731.2 |
2.618 |
4,597.2 |
4.250 |
4,378.5 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
5,015.0 |
5,086.5 |
PP |
4,996.0 |
5,043.7 |
S1 |
4,977.0 |
5,000.8 |
|