Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,810.0 |
4,845.0 |
35.0 |
0.7% |
4,756.0 |
High |
4,883.0 |
4,887.0 |
4.0 |
0.1% |
4,887.0 |
Low |
4,808.0 |
4,834.0 |
26.0 |
0.5% |
4,747.0 |
Close |
4,827.0 |
4,879.0 |
52.0 |
1.1% |
4,879.0 |
Range |
75.0 |
53.0 |
-22.0 |
-29.3% |
140.0 |
ATR |
89.1 |
87.0 |
-2.1 |
-2.3% |
0.0 |
Volume |
37,981 |
29,539 |
-8,442 |
-22.2% |
165,632 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,025.7 |
5,005.3 |
4,908.2 |
|
R3 |
4,972.7 |
4,952.3 |
4,893.6 |
|
R2 |
4,919.7 |
4,919.7 |
4,888.7 |
|
R1 |
4,899.3 |
4,899.3 |
4,883.9 |
4,909.5 |
PP |
4,866.7 |
4,866.7 |
4,866.7 |
4,871.8 |
S1 |
4,846.3 |
4,846.3 |
4,874.1 |
4,856.5 |
S2 |
4,813.7 |
4,813.7 |
4,869.3 |
|
S3 |
4,760.7 |
4,793.3 |
4,864.4 |
|
S4 |
4,707.7 |
4,740.3 |
4,849.9 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,257.7 |
5,208.3 |
4,956.0 |
|
R3 |
5,117.7 |
5,068.3 |
4,917.5 |
|
R2 |
4,977.7 |
4,977.7 |
4,904.7 |
|
R1 |
4,928.3 |
4,928.3 |
4,891.8 |
4,953.0 |
PP |
4,837.7 |
4,837.7 |
4,837.7 |
4,850.0 |
S1 |
4,788.3 |
4,788.3 |
4,866.2 |
4,813.0 |
S2 |
4,697.7 |
4,697.7 |
4,853.3 |
|
S3 |
4,557.7 |
4,648.3 |
4,840.5 |
|
S4 |
4,417.7 |
4,508.3 |
4,802.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,887.0 |
4,747.0 |
140.0 |
2.9% |
73.8 |
1.5% |
94% |
True |
False |
33,126 |
10 |
4,949.0 |
4,747.0 |
202.0 |
4.1% |
78.5 |
1.6% |
65% |
False |
False |
33,139 |
20 |
5,297.0 |
4,747.0 |
550.0 |
11.3% |
80.4 |
1.6% |
24% |
False |
False |
29,639 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.3% |
71.5 |
1.5% |
24% |
False |
False |
24,020 |
60 |
5,297.0 |
4,747.0 |
550.0 |
11.3% |
59.6 |
1.2% |
24% |
False |
False |
16,077 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.5% |
51.7 |
1.1% |
24% |
False |
False |
12,072 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.5% |
46.1 |
0.9% |
24% |
False |
False |
9,668 |
120 |
5,583.0 |
4,747.0 |
836.0 |
17.1% |
41.5 |
0.9% |
16% |
False |
False |
8,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,112.3 |
2.618 |
5,025.8 |
1.618 |
4,972.8 |
1.000 |
4,940.0 |
0.618 |
4,919.8 |
HIGH |
4,887.0 |
0.618 |
4,866.8 |
0.500 |
4,860.5 |
0.382 |
4,854.2 |
LOW |
4,834.0 |
0.618 |
4,801.2 |
1.000 |
4,781.0 |
1.618 |
4,748.2 |
2.618 |
4,695.2 |
4.250 |
4,608.8 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,872.8 |
4,864.3 |
PP |
4,866.7 |
4,849.7 |
S1 |
4,860.5 |
4,835.0 |
|