Trading Metrics calculated at close of trading on 28-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,943.0 |
4,888.0 |
-55.0 |
-1.1% |
4,756.0 |
High |
4,953.0 |
4,944.0 |
-9.0 |
-0.2% |
4,887.0 |
Low |
4,886.0 |
4,855.0 |
-31.0 |
-0.6% |
4,747.0 |
Close |
4,915.0 |
4,925.0 |
10.0 |
0.2% |
4,879.0 |
Range |
67.0 |
89.0 |
22.0 |
32.8% |
140.0 |
ATR |
85.3 |
85.6 |
0.3 |
0.3% |
0.0 |
Volume |
26,907 |
30,884 |
3,977 |
14.8% |
165,632 |
|
Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,175.0 |
5,139.0 |
4,974.0 |
|
R3 |
5,086.0 |
5,050.0 |
4,949.5 |
|
R2 |
4,997.0 |
4,997.0 |
4,941.3 |
|
R1 |
4,961.0 |
4,961.0 |
4,933.2 |
4,979.0 |
PP |
4,908.0 |
4,908.0 |
4,908.0 |
4,917.0 |
S1 |
4,872.0 |
4,872.0 |
4,916.8 |
4,890.0 |
S2 |
4,819.0 |
4,819.0 |
4,908.7 |
|
S3 |
4,730.0 |
4,783.0 |
4,900.5 |
|
S4 |
4,641.0 |
4,694.0 |
4,876.1 |
|
|
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 |
4,808.0 |
154.0 |
3.1% |
66.6 |
1.4% |
76% |
False |
False |
29,647 |
10 |
4,962.0 |
4,747.0 |
215.0 |
4.4% |
77.8 |
1.6% |
83% |
False |
False |
31,180 |
20 |
5,297.0 |
4,747.0 |
550.0 |
11.2% |
81.3 |
1.7% |
32% |
False |
False |
31,230 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.2% |
74.2 |
1.5% |
32% |
False |
False |
26,036 |
60 |
5,297.0 |
4,747.0 |
550.0 |
11.2% |
61.5 |
1.2% |
32% |
False |
False |
17,421 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
52.2 |
1.1% |
32% |
False |
False |
13,080 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.4% |
46.8 |
0.9% |
32% |
False |
False |
10,471 |
120 |
5,385.0 |
4,747.0 |
638.0 |
13.0% |
42.2 |
0.9% |
28% |
False |
False |
8,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,322.3 |
2.618 |
5,177.0 |
1.618 |
5,088.0 |
1.000 |
5,033.0 |
0.618 |
4,999.0 |
HIGH |
4,944.0 |
0.618 |
4,910.0 |
0.500 |
4,899.5 |
0.382 |
4,889.0 |
LOW |
4,855.0 |
0.618 |
4,800.0 |
1.000 |
4,766.0 |
1.618 |
4,711.0 |
2.618 |
4,622.0 |
4.250 |
4,476.8 |
|
|
Fisher Pivots for day following 28-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,916.5 |
4,919.5 |
PP |
4,908.0 |
4,914.0 |
S1 |
4,899.5 |
4,908.5 |
|