Trading Metrics calculated at close of trading on 04-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
18,955 |
18,820 |
-135 |
-0.7% |
18,855 |
High |
18,965 |
18,985 |
20 |
0.1% |
19,190 |
Low |
18,760 |
18,130 |
-630 |
-3.4% |
18,760 |
Close |
18,805 |
18,320 |
-485 |
-2.6% |
18,805 |
Range |
205 |
855 |
650 |
317.1% |
430 |
ATR |
344 |
381 |
36 |
10.6% |
0 |
Volume |
2,255 |
18,954 |
16,699 |
740.5% |
13,849 |
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,043 |
20,537 |
18,790 |
|
R3 |
20,188 |
19,682 |
18,555 |
|
R2 |
19,333 |
19,333 |
18,477 |
|
R1 |
18,827 |
18,827 |
18,399 |
18,653 |
PP |
18,478 |
18,478 |
18,478 |
18,391 |
S1 |
17,972 |
17,972 |
18,242 |
17,798 |
S2 |
17,623 |
17,623 |
18,163 |
|
S3 |
16,768 |
17,117 |
18,085 |
|
S4 |
15,913 |
16,262 |
17,850 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,208 |
19,937 |
19,042 |
|
R3 |
19,778 |
19,507 |
18,923 |
|
R2 |
19,348 |
19,348 |
18,884 |
|
R1 |
19,077 |
19,077 |
18,845 |
18,998 |
PP |
18,918 |
18,918 |
18,918 |
18,879 |
S1 |
18,647 |
18,647 |
18,766 |
18,568 |
S2 |
18,488 |
18,488 |
18,726 |
|
S3 |
18,058 |
18,217 |
18,687 |
|
S4 |
17,628 |
17,787 |
18,569 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,190 |
18,130 |
1,060 |
5.8% |
372 |
2.0% |
18% |
False |
True |
6,560 |
10 |
19,930 |
18,130 |
1,800 |
9.8% |
421 |
2.3% |
11% |
False |
True |
8,106 |
20 |
19,930 |
18,130 |
1,800 |
9.8% |
424 |
2.3% |
11% |
False |
True |
12,626 |
40 |
20,095 |
18,130 |
1,965 |
10.7% |
325 |
1.8% |
10% |
False |
True |
6,395 |
60 |
20,095 |
17,845 |
2,250 |
12.3% |
263 |
1.4% |
21% |
False |
False |
4,264 |
80 |
20,095 |
17,160 |
2,935 |
16.0% |
261 |
1.4% |
40% |
False |
False |
3,199 |
100 |
20,705 |
17,160 |
3,545 |
19.4% |
209 |
1.1% |
33% |
False |
False |
2,559 |
120 |
20,945 |
17,160 |
3,785 |
20.7% |
174 |
0.9% |
31% |
False |
False |
2,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,619 |
2.618 |
21,224 |
1.618 |
20,369 |
1.000 |
19,840 |
0.618 |
19,514 |
HIGH |
18,985 |
0.618 |
18,659 |
0.500 |
18,558 |
0.382 |
18,457 |
LOW |
18,130 |
0.618 |
17,602 |
1.000 |
17,275 |
1.618 |
16,747 |
2.618 |
15,892 |
4.250 |
14,496 |
|
|
Fisher Pivots for day following 04-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
18,558 |
18,650 |
PP |
18,478 |
18,540 |
S1 |
18,399 |
18,430 |
|