Trading Metrics calculated at close of trading on 12-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,856.0 |
4,875.0 |
19.0 |
0.4% |
5,249.0 |
High |
4,896.0 |
4,934.0 |
38.0 |
0.8% |
5,297.0 |
Low |
4,829.0 |
4,856.0 |
27.0 |
0.6% |
4,873.0 |
Close |
4,866.0 |
4,880.0 |
14.0 |
0.3% |
4,930.0 |
Range |
67.0 |
78.0 |
11.0 |
16.4% |
424.0 |
ATR |
87.0 |
86.4 |
-0.6 |
-0.7% |
0.0 |
Volume |
41,001 |
33,034 |
-7,967 |
-19.4% |
173,420 |
|
Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,124.0 |
5,080.0 |
4,922.9 |
|
R3 |
5,046.0 |
5,002.0 |
4,901.5 |
|
R2 |
4,968.0 |
4,968.0 |
4,894.3 |
|
R1 |
4,924.0 |
4,924.0 |
4,887.2 |
4,946.0 |
PP |
4,890.0 |
4,890.0 |
4,890.0 |
4,901.0 |
S1 |
4,846.0 |
4,846.0 |
4,872.9 |
4,868.0 |
S2 |
4,812.0 |
4,812.0 |
4,865.7 |
|
S3 |
4,734.0 |
4,768.0 |
4,858.6 |
|
S4 |
4,656.0 |
4,690.0 |
4,837.1 |
|
|
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 |
5,182.0 |
4,829.0 |
353.0 |
7.2% |
106.6 |
2.2% |
14% |
False |
False |
37,482 |
10 |
5,297.0 |
4,829.0 |
468.0 |
9.6% |
88.8 |
1.8% |
11% |
False |
False |
31,067 |
20 |
5,297.0 |
4,829.0 |
468.0 |
9.6% |
78.6 |
1.6% |
11% |
False |
False |
34,883 |
40 |
5,297.0 |
4,829.0 |
468.0 |
9.6% |
62.1 |
1.3% |
11% |
False |
False |
17,617 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.8% |
49.9 |
1.0% |
11% |
False |
False |
11,791 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.8% |
46.4 |
1.0% |
11% |
False |
False |
8,859 |
100 |
5,307.0 |
4,829.0 |
478.0 |
9.8% |
42.1 |
0.9% |
11% |
False |
False |
7,117 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.7% |
36.6 |
0.7% |
7% |
False |
False |
5,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,265.5 |
2.618 |
5,138.2 |
1.618 |
5,060.2 |
1.000 |
5,012.0 |
0.618 |
4,982.2 |
HIGH |
4,934.0 |
0.618 |
4,904.2 |
0.500 |
4,895.0 |
0.382 |
4,885.8 |
LOW |
4,856.0 |
0.618 |
4,807.8 |
1.000 |
4,778.0 |
1.618 |
4,729.8 |
2.618 |
4,651.8 |
4.250 |
4,524.5 |
|
|
Fisher Pivots for day following 12-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,895.0 |
4,911.0 |
PP |
4,890.0 |
4,900.7 |
S1 |
4,885.0 |
4,890.3 |
|