Trading Metrics calculated at close of trading on 13-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,875.0 |
4,899.0 |
24.0 |
0.5% |
5,249.0 |
High |
4,934.0 |
4,947.0 |
13.0 |
0.3% |
5,297.0 |
Low |
4,856.0 |
4,880.0 |
24.0 |
0.5% |
4,873.0 |
Close |
4,880.0 |
4,937.0 |
57.0 |
1.2% |
4,930.0 |
Range |
78.0 |
67.0 |
-11.0 |
-14.1% |
424.0 |
ATR |
86.4 |
85.0 |
-1.4 |
-1.6% |
0.0 |
Volume |
33,034 |
26,277 |
-6,757 |
-20.5% |
173,420 |
|
Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,122.3 |
5,096.7 |
4,973.9 |
|
R3 |
5,055.3 |
5,029.7 |
4,955.4 |
|
R2 |
4,988.3 |
4,988.3 |
4,949.3 |
|
R1 |
4,962.7 |
4,962.7 |
4,943.1 |
4,975.5 |
PP |
4,921.3 |
4,921.3 |
4,921.3 |
4,927.8 |
S1 |
4,895.7 |
4,895.7 |
4,930.9 |
4,908.5 |
S2 |
4,854.3 |
4,854.3 |
4,924.7 |
|
S3 |
4,787.3 |
4,828.7 |
4,918.6 |
|
S4 |
4,720.3 |
4,761.7 |
4,900.2 |
|
|
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 |
5,082.0 |
4,829.0 |
253.0 |
5.1% |
93.2 |
1.9% |
43% |
False |
False |
36,252 |
10 |
5,297.0 |
4,829.0 |
468.0 |
9.5% |
84.8 |
1.7% |
23% |
False |
False |
31,280 |
20 |
5,297.0 |
4,829.0 |
468.0 |
9.5% |
79.2 |
1.6% |
23% |
False |
False |
35,992 |
40 |
5,297.0 |
4,829.0 |
468.0 |
9.5% |
63.6 |
1.3% |
23% |
False |
False |
18,274 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.7% |
51.0 |
1.0% |
23% |
False |
False |
12,228 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.7% |
47.2 |
1.0% |
23% |
False |
False |
9,187 |
100 |
5,307.0 |
4,829.0 |
478.0 |
9.7% |
42.7 |
0.9% |
23% |
False |
False |
7,379 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.5% |
37.1 |
0.8% |
14% |
False |
False |
6,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,231.8 |
2.618 |
5,122.4 |
1.618 |
5,055.4 |
1.000 |
5,014.0 |
0.618 |
4,988.4 |
HIGH |
4,947.0 |
0.618 |
4,921.4 |
0.500 |
4,913.5 |
0.382 |
4,905.6 |
LOW |
4,880.0 |
0.618 |
4,838.6 |
1.000 |
4,813.0 |
1.618 |
4,771.6 |
2.618 |
4,704.6 |
4.250 |
4,595.3 |
|
|
Fisher Pivots for day following 13-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,929.2 |
4,920.7 |
PP |
4,921.3 |
4,904.3 |
S1 |
4,913.5 |
4,888.0 |
|