Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,793.0 |
4,815.0 |
22.0 |
0.5% |
4,856.0 |
High |
4,855.0 |
4,879.0 |
24.0 |
0.5% |
4,949.0 |
Low |
4,786.0 |
4,783.0 |
-3.0 |
-0.1% |
4,810.0 |
Close |
4,848.0 |
4,802.0 |
-46.0 |
-0.9% |
4,832.0 |
Range |
69.0 |
96.0 |
27.0 |
39.1% |
139.0 |
ATR |
89.2 |
89.7 |
0.5 |
0.5% |
0.0 |
Volume |
28,691 |
37,454 |
8,763 |
30.5% |
165,767 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,109.3 |
5,051.7 |
4,854.8 |
|
R3 |
5,013.3 |
4,955.7 |
4,828.4 |
|
R2 |
4,917.3 |
4,917.3 |
4,819.6 |
|
R1 |
4,859.7 |
4,859.7 |
4,810.8 |
4,840.5 |
PP |
4,821.3 |
4,821.3 |
4,821.3 |
4,811.8 |
S1 |
4,763.7 |
4,763.7 |
4,793.2 |
4,744.5 |
S2 |
4,725.3 |
4,725.3 |
4,784.4 |
|
S3 |
4,629.3 |
4,667.7 |
4,775.6 |
|
S4 |
4,533.3 |
4,571.7 |
4,749.2 |
|
|
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% |
89.0 |
1.9% |
27% |
False |
False |
32,713 |
10 |
5,082.0 |
4,747.0 |
335.0 |
7.0% |
91.1 |
1.9% |
16% |
False |
False |
34,483 |
20 |
5,297.0 |
4,747.0 |
550.0 |
11.5% |
81.7 |
1.7% |
10% |
False |
False |
27,911 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.5% |
70.1 |
1.5% |
10% |
False |
False |
22,334 |
60 |
5,307.0 |
4,747.0 |
560.0 |
11.7% |
58.0 |
1.2% |
10% |
False |
False |
14,952 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.7% |
51.6 |
1.1% |
10% |
False |
False |
11,228 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.7% |
44.8 |
0.9% |
10% |
False |
False |
8,993 |
120 |
5,595.0 |
4,747.0 |
848.0 |
17.7% |
40.9 |
0.9% |
6% |
False |
False |
7,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,287.0 |
2.618 |
5,130.3 |
1.618 |
5,034.3 |
1.000 |
4,975.0 |
0.618 |
4,938.3 |
HIGH |
4,879.0 |
0.618 |
4,842.3 |
0.500 |
4,831.0 |
0.382 |
4,819.7 |
LOW |
4,783.0 |
0.618 |
4,723.7 |
1.000 |
4,687.0 |
1.618 |
4,627.7 |
2.618 |
4,531.7 |
4.250 |
4,375.0 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,831.0 |
4,813.0 |
PP |
4,821.3 |
4,809.3 |
S1 |
4,811.7 |
4,805.7 |
|