Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,815.0 |
4,810.0 |
-5.0 |
-0.1% |
4,856.0 |
High |
4,879.0 |
4,883.0 |
4.0 |
0.1% |
4,949.0 |
Low |
4,783.0 |
4,808.0 |
25.0 |
0.5% |
4,810.0 |
Close |
4,802.0 |
4,827.0 |
25.0 |
0.5% |
4,832.0 |
Range |
96.0 |
75.0 |
-21.0 |
-21.9% |
139.0 |
ATR |
89.7 |
89.1 |
-0.6 |
-0.7% |
0.0 |
Volume |
37,454 |
37,981 |
527 |
1.4% |
165,767 |
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,064.3 |
5,020.7 |
4,868.3 |
|
R3 |
4,989.3 |
4,945.7 |
4,847.6 |
|
R2 |
4,914.3 |
4,914.3 |
4,840.8 |
|
R1 |
4,870.7 |
4,870.7 |
4,833.9 |
4,892.5 |
PP |
4,839.3 |
4,839.3 |
4,839.3 |
4,850.3 |
S1 |
4,795.7 |
4,795.7 |
4,820.1 |
4,817.5 |
S2 |
4,764.3 |
4,764.3 |
4,813.3 |
|
S3 |
4,689.3 |
4,720.7 |
4,806.4 |
|
S4 |
4,614.3 |
4,645.7 |
4,785.8 |
|
|
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% |
89.8 |
1.9% |
40% |
False |
False |
33,892 |
10 |
4,993.0 |
4,747.0 |
246.0 |
5.1% |
85.2 |
1.8% |
33% |
False |
False |
34,036 |
20 |
5,297.0 |
4,747.0 |
550.0 |
11.4% |
81.5 |
1.7% |
15% |
False |
False |
28,947 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.4% |
71.6 |
1.5% |
15% |
False |
False |
23,283 |
60 |
5,297.0 |
4,747.0 |
550.0 |
11.4% |
58.7 |
1.2% |
15% |
False |
False |
15,585 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.6% |
52.0 |
1.1% |
14% |
False |
False |
11,703 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.6% |
45.5 |
0.9% |
14% |
False |
False |
9,373 |
120 |
5,595.0 |
4,747.0 |
848.0 |
17.6% |
41.2 |
0.9% |
9% |
False |
False |
7,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,201.8 |
2.618 |
5,079.4 |
1.618 |
5,004.4 |
1.000 |
4,958.0 |
0.618 |
4,929.4 |
HIGH |
4,883.0 |
0.618 |
4,854.4 |
0.500 |
4,845.5 |
0.382 |
4,836.7 |
LOW |
4,808.0 |
0.618 |
4,761.7 |
1.000 |
4,733.0 |
1.618 |
4,686.7 |
2.618 |
4,611.7 |
4.250 |
4,489.3 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,845.5 |
4,833.0 |
PP |
4,839.3 |
4,831.0 |
S1 |
4,833.2 |
4,829.0 |
|