Trading Metrics calculated at close of trading on 18-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
18-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,932.0 |
4,756.0 |
-176.0 |
-3.6% |
4,856.0 |
High |
4,949.0 |
4,823.0 |
-126.0 |
-2.5% |
4,949.0 |
Low |
4,816.0 |
4,747.0 |
-69.0 |
-1.4% |
4,810.0 |
Close |
4,832.0 |
4,817.0 |
-15.0 |
-0.3% |
4,832.0 |
Range |
133.0 |
76.0 |
-57.0 |
-42.9% |
139.0 |
ATR |
91.2 |
90.8 |
-0.4 |
-0.5% |
0.0 |
Volume |
33,370 |
31,967 |
-1,403 |
-4.2% |
165,767 |
|
Daily Pivots for day following 18-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,023.7 |
4,996.3 |
4,858.8 |
|
R3 |
4,947.7 |
4,920.3 |
4,837.9 |
|
R2 |
4,871.7 |
4,871.7 |
4,830.9 |
|
R1 |
4,844.3 |
4,844.3 |
4,824.0 |
4,858.0 |
PP |
4,795.7 |
4,795.7 |
4,795.7 |
4,802.5 |
S1 |
4,768.3 |
4,768.3 |
4,810.0 |
4,782.0 |
S2 |
4,719.7 |
4,719.7 |
4,803.1 |
|
S3 |
4,643.7 |
4,692.3 |
4,796.1 |
|
S4 |
4,567.7 |
4,616.3 |
4,775.2 |
|
|
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 |
4,747.0 |
202.0 |
4.2% |
85.0 |
1.8% |
35% |
False |
True |
31,346 |
10 |
5,225.0 |
4,747.0 |
478.0 |
9.9% |
97.0 |
2.0% |
15% |
False |
True |
34,777 |
20 |
5,297.0 |
4,747.0 |
550.0 |
11.4% |
82.0 |
1.7% |
13% |
False |
True |
27,828 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.4% |
67.8 |
1.4% |
13% |
False |
True |
20,682 |
60 |
5,307.0 |
4,747.0 |
560.0 |
11.6% |
55.7 |
1.2% |
13% |
False |
True |
13,851 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.6% |
50.2 |
1.0% |
13% |
False |
True |
10,405 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.6% |
43.1 |
0.9% |
13% |
False |
True |
8,340 |
120 |
5,595.0 |
4,747.0 |
848.0 |
17.6% |
39.5 |
0.8% |
8% |
False |
True |
6,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,146.0 |
2.618 |
5,022.0 |
1.618 |
4,946.0 |
1.000 |
4,899.0 |
0.618 |
4,870.0 |
HIGH |
4,823.0 |
0.618 |
4,794.0 |
0.500 |
4,785.0 |
0.382 |
4,776.0 |
LOW |
4,747.0 |
0.618 |
4,700.0 |
1.000 |
4,671.0 |
1.618 |
4,624.0 |
2.618 |
4,548.0 |
4.250 |
4,424.0 |
|
|
Fisher Pivots for day following 18-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,806.3 |
4,848.0 |
PP |
4,795.7 |
4,837.7 |
S1 |
4,785.0 |
4,827.3 |
|