Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,830.0 |
4,932.0 |
102.0 |
2.1% |
4,856.0 |
High |
4,881.0 |
4,949.0 |
68.0 |
1.4% |
4,949.0 |
Low |
4,810.0 |
4,816.0 |
6.0 |
0.1% |
4,810.0 |
Close |
4,878.0 |
4,832.0 |
-46.0 |
-0.9% |
4,832.0 |
Range |
71.0 |
133.0 |
62.0 |
87.3% |
139.0 |
ATR |
88.0 |
91.2 |
3.2 |
3.7% |
0.0 |
Volume |
32,085 |
33,370 |
1,285 |
4.0% |
165,767 |
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,264.7 |
5,181.3 |
4,905.2 |
|
R3 |
5,131.7 |
5,048.3 |
4,868.6 |
|
R2 |
4,998.7 |
4,998.7 |
4,856.4 |
|
R1 |
4,915.3 |
4,915.3 |
4,844.2 |
4,890.5 |
PP |
4,865.7 |
4,865.7 |
4,865.7 |
4,853.3 |
S1 |
4,782.3 |
4,782.3 |
4,819.8 |
4,757.5 |
S2 |
4,732.7 |
4,732.7 |
4,807.6 |
|
S3 |
4,599.7 |
4,649.3 |
4,795.4 |
|
S4 |
4,466.7 |
4,516.3 |
4,758.9 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,280.7 |
5,195.3 |
4,908.5 |
|
R3 |
5,141.7 |
5,056.3 |
4,870.2 |
|
R2 |
5,002.7 |
5,002.7 |
4,857.5 |
|
R1 |
4,917.3 |
4,917.3 |
4,844.7 |
4,890.5 |
PP |
4,863.7 |
4,863.7 |
4,863.7 |
4,850.3 |
S1 |
4,778.3 |
4,778.3 |
4,819.3 |
4,751.5 |
S2 |
4,724.7 |
4,724.7 |
4,806.5 |
|
S3 |
4,585.7 |
4,639.3 |
4,793.8 |
|
S4 |
4,446.7 |
4,500.3 |
4,755.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,949.0 |
4,810.0 |
139.0 |
2.9% |
83.2 |
1.7% |
16% |
True |
False |
33,153 |
10 |
5,297.0 |
4,810.0 |
487.0 |
10.1% |
96.5 |
2.0% |
5% |
False |
False |
33,918 |
20 |
5,297.0 |
4,810.0 |
487.0 |
10.1% |
82.8 |
1.7% |
5% |
False |
False |
29,653 |
40 |
5,297.0 |
4,810.0 |
487.0 |
10.1% |
66.3 |
1.4% |
5% |
False |
False |
19,910 |
60 |
5,307.0 |
4,810.0 |
497.0 |
10.3% |
54.4 |
1.1% |
4% |
False |
False |
13,319 |
80 |
5,307.0 |
4,810.0 |
497.0 |
10.3% |
49.6 |
1.0% |
4% |
False |
False |
10,005 |
100 |
5,307.0 |
4,810.0 |
497.0 |
10.3% |
43.6 |
0.9% |
4% |
False |
False |
8,021 |
120 |
5,595.0 |
4,810.0 |
785.0 |
16.2% |
38.8 |
0.8% |
3% |
False |
False |
6,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,514.3 |
2.618 |
5,297.2 |
1.618 |
5,164.2 |
1.000 |
5,082.0 |
0.618 |
5,031.2 |
HIGH |
4,949.0 |
0.618 |
4,898.2 |
0.500 |
4,882.5 |
0.382 |
4,866.8 |
LOW |
4,816.0 |
0.618 |
4,733.8 |
1.000 |
4,683.0 |
1.618 |
4,600.8 |
2.618 |
4,467.8 |
4.250 |
4,250.8 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,882.5 |
4,879.5 |
PP |
4,865.7 |
4,863.7 |
S1 |
4,848.8 |
4,847.8 |
|