Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,756.0 |
4,793.0 |
37.0 |
0.8% |
4,856.0 |
High |
4,823.0 |
4,855.0 |
32.0 |
0.7% |
4,949.0 |
Low |
4,747.0 |
4,786.0 |
39.0 |
0.8% |
4,810.0 |
Close |
4,817.0 |
4,848.0 |
31.0 |
0.6% |
4,832.0 |
Range |
76.0 |
69.0 |
-7.0 |
-9.2% |
139.0 |
ATR |
90.8 |
89.2 |
-1.6 |
-1.7% |
0.0 |
Volume |
31,967 |
28,691 |
-3,276 |
-10.2% |
165,767 |
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,036.7 |
5,011.3 |
4,886.0 |
|
R3 |
4,967.7 |
4,942.3 |
4,867.0 |
|
R2 |
4,898.7 |
4,898.7 |
4,860.7 |
|
R1 |
4,873.3 |
4,873.3 |
4,854.3 |
4,886.0 |
PP |
4,829.7 |
4,829.7 |
4,829.7 |
4,836.0 |
S1 |
4,804.3 |
4,804.3 |
4,841.7 |
4,817.0 |
S2 |
4,760.7 |
4,760.7 |
4,835.4 |
|
S3 |
4,691.7 |
4,735.3 |
4,829.0 |
|
S4 |
4,622.7 |
4,666.3 |
4,810.1 |
|
|
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% |
83.2 |
1.7% |
50% |
False |
False |
30,478 |
10 |
5,182.0 |
4,747.0 |
435.0 |
9.0% |
94.9 |
2.0% |
23% |
False |
False |
33,980 |
20 |
5,297.0 |
4,747.0 |
550.0 |
11.3% |
81.7 |
1.7% |
18% |
False |
False |
27,581 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.3% |
67.7 |
1.4% |
18% |
False |
False |
21,399 |
60 |
5,307.0 |
4,747.0 |
560.0 |
11.6% |
56.9 |
1.2% |
18% |
False |
False |
14,330 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.6% |
50.6 |
1.0% |
18% |
False |
False |
10,763 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.6% |
43.8 |
0.9% |
18% |
False |
False |
8,623 |
120 |
5,595.0 |
4,747.0 |
848.0 |
17.5% |
40.1 |
0.8% |
12% |
False |
False |
7,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,148.3 |
2.618 |
5,035.6 |
1.618 |
4,966.6 |
1.000 |
4,924.0 |
0.618 |
4,897.6 |
HIGH |
4,855.0 |
0.618 |
4,828.6 |
0.500 |
4,820.5 |
0.382 |
4,812.4 |
LOW |
4,786.0 |
0.618 |
4,743.4 |
1.000 |
4,717.0 |
1.618 |
4,674.4 |
2.618 |
4,605.4 |
4.250 |
4,492.8 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,838.8 |
4,848.0 |
PP |
4,829.7 |
4,848.0 |
S1 |
4,820.5 |
4,848.0 |
|