Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,845.0 |
4,928.0 |
83.0 |
1.7% |
4,756.0 |
High |
4,887.0 |
4,962.0 |
75.0 |
1.5% |
4,887.0 |
Low |
4,834.0 |
4,913.0 |
79.0 |
1.6% |
4,747.0 |
Close |
4,879.0 |
4,949.0 |
70.0 |
1.4% |
4,879.0 |
Range |
53.0 |
49.0 |
-4.0 |
-7.5% |
140.0 |
ATR |
87.0 |
86.7 |
-0.3 |
-0.3% |
0.0 |
Volume |
29,539 |
22,925 |
-6,614 |
-22.4% |
165,632 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,088.3 |
5,067.7 |
4,976.0 |
|
R3 |
5,039.3 |
5,018.7 |
4,962.5 |
|
R2 |
4,990.3 |
4,990.3 |
4,958.0 |
|
R1 |
4,969.7 |
4,969.7 |
4,953.5 |
4,980.0 |
PP |
4,941.3 |
4,941.3 |
4,941.3 |
4,946.5 |
S1 |
4,920.7 |
4,920.7 |
4,944.5 |
4,931.0 |
S2 |
4,892.3 |
4,892.3 |
4,940.0 |
|
S3 |
4,843.3 |
4,871.7 |
4,935.5 |
|
S4 |
4,794.3 |
4,822.7 |
4,922.1 |
|
|
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 |
4,962.0 |
4,783.0 |
179.0 |
3.6% |
68.4 |
1.4% |
93% |
True |
False |
31,318 |
10 |
4,962.0 |
4,747.0 |
215.0 |
4.3% |
76.7 |
1.5% |
94% |
True |
False |
31,332 |
20 |
5,297.0 |
4,747.0 |
550.0 |
11.1% |
81.1 |
1.6% |
37% |
False |
False |
30,110 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.1% |
72.4 |
1.5% |
37% |
False |
False |
24,593 |
60 |
5,297.0 |
4,747.0 |
550.0 |
11.1% |
60.4 |
1.2% |
37% |
False |
False |
16,459 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.3% |
51.8 |
1.0% |
36% |
False |
False |
12,359 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.3% |
45.8 |
0.9% |
36% |
False |
False |
9,897 |
120 |
5,583.0 |
4,747.0 |
836.0 |
16.9% |
41.9 |
0.8% |
24% |
False |
False |
8,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,170.3 |
2.618 |
5,090.3 |
1.618 |
5,041.3 |
1.000 |
5,011.0 |
0.618 |
4,992.3 |
HIGH |
4,962.0 |
0.618 |
4,943.3 |
0.500 |
4,937.5 |
0.382 |
4,931.7 |
LOW |
4,913.0 |
0.618 |
4,882.7 |
1.000 |
4,864.0 |
1.618 |
4,833.7 |
2.618 |
4,784.7 |
4.250 |
4,704.8 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,945.2 |
4,927.7 |
PP |
4,941.3 |
4,906.3 |
S1 |
4,937.5 |
4,885.0 |
|