Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,888.0 |
4,930.0 |
42.0 |
0.9% |
4,928.0 |
High |
4,944.0 |
4,970.0 |
26.0 |
0.5% |
4,970.0 |
Low |
4,855.0 |
4,894.0 |
39.0 |
0.8% |
4,855.0 |
Close |
4,925.0 |
4,965.0 |
40.0 |
0.8% |
4,965.0 |
Range |
89.0 |
76.0 |
-13.0 |
-14.6% |
115.0 |
ATR |
85.6 |
84.9 |
-0.7 |
-0.8% |
0.0 |
Volume |
30,884 |
36,635 |
5,751 |
18.6% |
117,351 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,171.0 |
5,144.0 |
5,006.8 |
|
R3 |
5,095.0 |
5,068.0 |
4,985.9 |
|
R2 |
5,019.0 |
5,019.0 |
4,978.9 |
|
R1 |
4,992.0 |
4,992.0 |
4,972.0 |
5,005.5 |
PP |
4,943.0 |
4,943.0 |
4,943.0 |
4,949.8 |
S1 |
4,916.0 |
4,916.0 |
4,958.0 |
4,929.5 |
S2 |
4,867.0 |
4,867.0 |
4,951.1 |
|
S3 |
4,791.0 |
4,840.0 |
4,944.1 |
|
S4 |
4,715.0 |
4,764.0 |
4,923.2 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,275.0 |
5,235.0 |
5,028.3 |
|
R3 |
5,160.0 |
5,120.0 |
4,996.6 |
|
R2 |
5,045.0 |
5,045.0 |
4,986.1 |
|
R1 |
5,005.0 |
5,005.0 |
4,975.5 |
5,025.0 |
PP |
4,930.0 |
4,930.0 |
4,930.0 |
4,940.0 |
S1 |
4,890.0 |
4,890.0 |
4,954.5 |
4,910.0 |
S2 |
4,815.0 |
4,815.0 |
4,943.9 |
|
S3 |
4,700.0 |
4,775.0 |
4,933.4 |
|
S4 |
4,585.0 |
4,660.0 |
4,901.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,970.0 |
4,834.0 |
136.0 |
2.7% |
66.8 |
1.3% |
96% |
True |
False |
29,378 |
10 |
4,970.0 |
4,747.0 |
223.0 |
4.5% |
78.3 |
1.6% |
98% |
True |
False |
31,635 |
20 |
5,297.0 |
4,747.0 |
550.0 |
11.1% |
83.5 |
1.7% |
40% |
False |
False |
32,013 |
40 |
5,297.0 |
4,747.0 |
550.0 |
11.1% |
75.8 |
1.5% |
40% |
False |
False |
26,943 |
60 |
5,297.0 |
4,747.0 |
550.0 |
11.1% |
62.3 |
1.3% |
40% |
False |
False |
18,023 |
80 |
5,307.0 |
4,747.0 |
560.0 |
11.3% |
51.5 |
1.0% |
39% |
False |
False |
13,538 |
100 |
5,307.0 |
4,747.0 |
560.0 |
11.3% |
47.3 |
1.0% |
39% |
False |
False |
10,838 |
120 |
5,358.0 |
4,747.0 |
611.0 |
12.3% |
42.9 |
0.9% |
36% |
False |
False |
9,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,293.0 |
2.618 |
5,169.0 |
1.618 |
5,093.0 |
1.000 |
5,046.0 |
0.618 |
5,017.0 |
HIGH |
4,970.0 |
0.618 |
4,941.0 |
0.500 |
4,932.0 |
0.382 |
4,923.0 |
LOW |
4,894.0 |
0.618 |
4,847.0 |
1.000 |
4,818.0 |
1.618 |
4,771.0 |
2.618 |
4,695.0 |
4.250 |
4,571.0 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
4,954.0 |
4,947.5 |
PP |
4,943.0 |
4,930.0 |
S1 |
4,932.0 |
4,912.5 |
|