Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
5,067.0 |
4,900.0 |
-167.0 |
-3.3% |
5,249.0 |
High |
5,082.0 |
4,993.0 |
-89.0 |
-1.8% |
5,297.0 |
Low |
4,948.0 |
4,873.0 |
-75.0 |
-1.5% |
4,873.0 |
Close |
4,958.0 |
4,930.0 |
-28.0 |
-0.6% |
4,930.0 |
Range |
134.0 |
120.0 |
-14.0 |
-10.4% |
424.0 |
ATR |
83.3 |
85.9 |
2.6 |
3.1% |
0.0 |
Volume |
42,451 |
38,501 |
-3,950 |
-9.3% |
173,420 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,292.0 |
5,231.0 |
4,996.0 |
|
R3 |
5,172.0 |
5,111.0 |
4,963.0 |
|
R2 |
5,052.0 |
5,052.0 |
4,952.0 |
|
R1 |
4,991.0 |
4,991.0 |
4,941.0 |
5,021.5 |
PP |
4,932.0 |
4,932.0 |
4,932.0 |
4,947.3 |
S1 |
4,871.0 |
4,871.0 |
4,919.0 |
4,901.5 |
S2 |
4,812.0 |
4,812.0 |
4,908.0 |
|
S3 |
4,692.0 |
4,751.0 |
4,897.0 |
|
S4 |
4,572.0 |
4,631.0 |
4,864.0 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,305.3 |
6,041.7 |
5,163.2 |
|
R3 |
5,881.3 |
5,617.7 |
5,046.6 |
|
R2 |
5,457.3 |
5,457.3 |
5,007.7 |
|
R1 |
5,193.7 |
5,193.7 |
4,968.9 |
5,113.5 |
PP |
5,033.3 |
5,033.3 |
5,033.3 |
4,993.3 |
S1 |
4,769.7 |
4,769.7 |
4,891.1 |
4,689.5 |
S2 |
4,609.3 |
4,609.3 |
4,852.3 |
|
S3 |
4,185.3 |
4,345.7 |
4,813.4 |
|
S4 |
3,761.3 |
3,921.7 |
4,696.8 |
|
|
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 |
4,873.0 |
424.0 |
8.6% |
109.8 |
2.2% |
13% |
False |
True |
34,684 |
10 |
5,297.0 |
4,873.0 |
424.0 |
8.6% |
82.3 |
1.7% |
13% |
False |
True |
26,138 |
20 |
5,297.0 |
4,852.0 |
445.0 |
9.0% |
78.0 |
1.6% |
18% |
False |
False |
31,424 |
40 |
5,297.0 |
4,852.0 |
445.0 |
9.0% |
59.6 |
1.2% |
18% |
False |
False |
15,767 |
60 |
5,307.0 |
4,852.0 |
455.0 |
9.2% |
47.5 |
1.0% |
17% |
False |
False |
10,557 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.7% |
45.3 |
0.9% |
21% |
False |
False |
7,934 |
100 |
5,307.0 |
4,829.0 |
478.0 |
9.7% |
40.6 |
0.8% |
21% |
False |
False |
6,378 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.5% |
35.4 |
0.7% |
13% |
False |
False |
5,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,503.0 |
2.618 |
5,307.2 |
1.618 |
5,187.2 |
1.000 |
5,113.0 |
0.618 |
5,067.2 |
HIGH |
4,993.0 |
0.618 |
4,947.2 |
0.500 |
4,933.0 |
0.382 |
4,918.8 |
LOW |
4,873.0 |
0.618 |
4,798.8 |
1.000 |
4,753.0 |
1.618 |
4,678.8 |
2.618 |
4,558.8 |
4.250 |
4,363.0 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,933.0 |
5,027.5 |
PP |
4,932.0 |
4,995.0 |
S1 |
4,931.0 |
4,962.5 |
|