Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
18,820 |
18,360 |
-460 |
-2.4% |
18,855 |
High |
18,985 |
18,585 |
-400 |
-2.1% |
19,190 |
Low |
18,130 |
18,175 |
45 |
0.2% |
18,760 |
Close |
18,320 |
18,435 |
115 |
0.6% |
18,805 |
Range |
855 |
410 |
-445 |
-52.0% |
430 |
ATR |
381 |
383 |
2 |
0.5% |
0 |
Volume |
18,954 |
15,076 |
-3,878 |
-20.5% |
13,849 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,628 |
19,442 |
18,661 |
|
R3 |
19,218 |
19,032 |
18,548 |
|
R2 |
18,808 |
18,808 |
18,510 |
|
R1 |
18,622 |
18,622 |
18,473 |
18,715 |
PP |
18,398 |
18,398 |
18,398 |
18,445 |
S1 |
18,212 |
18,212 |
18,398 |
18,305 |
S2 |
17,988 |
17,988 |
18,360 |
|
S3 |
17,578 |
17,802 |
18,322 |
|
S4 |
17,168 |
17,392 |
18,210 |
|
|
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 |
5.7% |
419 |
2.3% |
29% |
False |
False |
8,746 |
10 |
19,190 |
18,130 |
1,060 |
5.7% |
349 |
1.9% |
29% |
False |
False |
7,065 |
20 |
19,930 |
18,130 |
1,800 |
9.8% |
428 |
2.3% |
17% |
False |
False |
13,261 |
40 |
20,095 |
18,130 |
1,965 |
10.7% |
330 |
1.8% |
16% |
False |
False |
6,771 |
60 |
20,095 |
17,845 |
2,250 |
12.2% |
266 |
1.4% |
26% |
False |
False |
4,516 |
80 |
20,095 |
17,160 |
2,935 |
15.9% |
265 |
1.4% |
43% |
False |
False |
3,387 |
100 |
20,705 |
17,160 |
3,545 |
19.2% |
213 |
1.2% |
36% |
False |
False |
2,709 |
120 |
20,945 |
17,160 |
3,785 |
20.5% |
177 |
1.0% |
34% |
False |
False |
2,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,328 |
2.618 |
19,659 |
1.618 |
19,249 |
1.000 |
18,995 |
0.618 |
18,839 |
HIGH |
18,585 |
0.618 |
18,429 |
0.500 |
18,380 |
0.382 |
18,332 |
LOW |
18,175 |
0.618 |
17,922 |
1.000 |
17,765 |
1.618 |
17,512 |
2.618 |
17,102 |
4.250 |
16,433 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
18,417 |
18,558 |
PP |
18,398 |
18,517 |
S1 |
18,380 |
18,476 |
|