Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,928.0 |
4,943.0 |
15.0 |
0.3% |
4,756.0 |
High |
4,962.0 |
4,953.0 |
-9.0 |
-0.2% |
4,887.0 |
Low |
4,913.0 |
4,886.0 |
-27.0 |
-0.5% |
4,747.0 |
Close |
4,949.0 |
4,915.0 |
-34.0 |
-0.7% |
4,879.0 |
Range |
49.0 |
67.0 |
18.0 |
36.7% |
140.0 |
ATR |
86.7 |
85.3 |
-1.4 |
-1.6% |
0.0 |
Volume |
22,925 |
26,907 |
3,982 |
17.4% |
165,632 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,119.0 |
5,084.0 |
4,951.9 |
|
R3 |
5,052.0 |
5,017.0 |
4,933.4 |
|
R2 |
4,985.0 |
4,985.0 |
4,927.3 |
|
R1 |
4,950.0 |
4,950.0 |
4,921.1 |
4,934.0 |
PP |
4,918.0 |
4,918.0 |
4,918.0 |
4,910.0 |
S1 |
4,883.0 |
4,883.0 |
4,908.9 |
4,867.0 |
S2 |
4,851.0 |
4,851.0 |
4,902.7 |
|
S3 |
4,784.0 |
4,816.0 |
4,896.6 |
|
S4 |
4,717.0 |
4,749.0 |
4,878.2 |
|
|
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% |
68.0 |
1.4% |
74% |
False |
False |
30,961 |
10 |
4,962.0 |
4,747.0 |
215.0 |
4.4% |
75.6 |
1.5% |
78% |
False |
False |
30,719 |
20 |
5,297.0 |
4,747.0 |
550.0 |
11.2% |
82.2 |
1.7% |
31% |
False |
False |
30,893 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.2% |
72.5 |
1.5% |
31% |
False |
False |
25,266 |
60 |
5,297.0 |
4,747.0 |
550.0 |
11.2% |
60.8 |
1.2% |
31% |
False |
False |
16,907 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
51.9 |
1.1% |
30% |
False |
False |
12,695 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
46.4 |
0.9% |
30% |
False |
False |
10,165 |
120 |
5,385.0 |
4,747.0 |
638.0 |
13.0% |
41.5 |
0.8% |
26% |
False |
False |
8,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,237.8 |
2.618 |
5,128.4 |
1.618 |
5,061.4 |
1.000 |
5,020.0 |
0.618 |
4,994.4 |
HIGH |
4,953.0 |
0.618 |
4,927.4 |
0.500 |
4,919.5 |
0.382 |
4,911.6 |
LOW |
4,886.0 |
0.618 |
4,844.6 |
1.000 |
4,819.0 |
1.618 |
4,777.6 |
2.618 |
4,710.6 |
4.250 |
4,601.3 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,919.5 |
4,909.3 |
PP |
4,918.0 |
4,903.7 |
S1 |
4,916.5 |
4,898.0 |
|