Trading Metrics calculated at close of trading on 11-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,900.0 |
4,856.0 |
-44.0 |
-0.9% |
5,249.0 |
High |
4,993.0 |
4,896.0 |
-97.0 |
-1.9% |
5,297.0 |
Low |
4,873.0 |
4,829.0 |
-44.0 |
-0.9% |
4,873.0 |
Close |
4,930.0 |
4,866.0 |
-64.0 |
-1.3% |
4,930.0 |
Range |
120.0 |
67.0 |
-53.0 |
-44.2% |
424.0 |
ATR |
85.9 |
87.0 |
1.1 |
1.3% |
0.0 |
Volume |
38,501 |
41,001 |
2,500 |
6.5% |
173,420 |
|
Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,064.7 |
5,032.3 |
4,902.9 |
|
R3 |
4,997.7 |
4,965.3 |
4,884.4 |
|
R2 |
4,930.7 |
4,930.7 |
4,878.3 |
|
R1 |
4,898.3 |
4,898.3 |
4,872.1 |
4,914.5 |
PP |
4,863.7 |
4,863.7 |
4,863.7 |
4,871.8 |
S1 |
4,831.3 |
4,831.3 |
4,859.9 |
4,847.5 |
S2 |
4,796.7 |
4,796.7 |
4,853.7 |
|
S3 |
4,729.7 |
4,764.3 |
4,847.6 |
|
S4 |
4,662.7 |
4,697.3 |
4,829.2 |
|
|
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 |
5,225.0 |
4,829.0 |
396.0 |
8.1% |
109.0 |
2.2% |
9% |
False |
True |
38,208 |
10 |
5,297.0 |
4,829.0 |
468.0 |
9.6% |
85.4 |
1.8% |
8% |
False |
True |
28,889 |
20 |
5,297.0 |
4,829.0 |
468.0 |
9.6% |
78.9 |
1.6% |
8% |
False |
True |
33,409 |
40 |
5,297.0 |
4,829.0 |
468.0 |
9.6% |
60.7 |
1.2% |
8% |
False |
True |
16,792 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.8% |
48.6 |
1.0% |
8% |
False |
True |
11,240 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.8% |
46.1 |
0.9% |
8% |
False |
True |
8,446 |
100 |
5,307.0 |
4,829.0 |
478.0 |
9.8% |
41.3 |
0.8% |
8% |
False |
True |
6,786 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.7% |
35.9 |
0.7% |
5% |
False |
True |
5,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,180.8 |
2.618 |
5,071.4 |
1.618 |
5,004.4 |
1.000 |
4,963.0 |
0.618 |
4,937.4 |
HIGH |
4,896.0 |
0.618 |
4,870.4 |
0.500 |
4,862.5 |
0.382 |
4,854.6 |
LOW |
4,829.0 |
0.618 |
4,787.6 |
1.000 |
4,762.0 |
1.618 |
4,720.6 |
2.618 |
4,653.6 |
4.250 |
4,544.3 |
|
|
Fisher Pivots for day following 11-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,864.8 |
4,955.5 |
PP |
4,863.7 |
4,925.7 |
S1 |
4,862.5 |
4,895.8 |
|