Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
18,460 |
18,075 |
-385 |
-2.1% |
18,855 |
High |
18,495 |
18,195 |
-300 |
-1.6% |
19,190 |
Low |
17,930 |
17,500 |
-430 |
-2.4% |
18,760 |
Close |
18,075 |
17,605 |
-470 |
-2.6% |
18,805 |
Range |
565 |
695 |
130 |
23.0% |
430 |
ATR |
396 |
417 |
21 |
5.4% |
0 |
Volume |
18,040 |
26,550 |
8,510 |
47.2% |
13,849 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,852 |
19,423 |
17,987 |
|
R3 |
19,157 |
18,728 |
17,796 |
|
R2 |
18,462 |
18,462 |
17,733 |
|
R1 |
18,033 |
18,033 |
17,669 |
17,900 |
PP |
17,767 |
17,767 |
17,767 |
17,700 |
S1 |
17,338 |
17,338 |
17,541 |
17,205 |
S2 |
17,072 |
17,072 |
17,478 |
|
S3 |
16,377 |
16,643 |
17,414 |
|
S4 |
15,682 |
15,948 |
17,223 |
|
|
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 |
18,985 |
17,500 |
1,485 |
8.4% |
546 |
3.1% |
7% |
False |
True |
16,175 |
10 |
19,190 |
17,500 |
1,690 |
9.6% |
417 |
2.4% |
6% |
False |
True |
9,973 |
20 |
19,930 |
17,500 |
2,430 |
13.8% |
454 |
2.6% |
4% |
False |
True |
12,413 |
40 |
20,095 |
17,500 |
2,595 |
14.7% |
349 |
2.0% |
4% |
False |
True |
7,885 |
60 |
20,095 |
17,500 |
2,595 |
14.7% |
284 |
1.6% |
4% |
False |
True |
5,259 |
80 |
20,095 |
17,160 |
2,935 |
16.7% |
275 |
1.6% |
15% |
False |
False |
3,944 |
100 |
20,705 |
17,160 |
3,545 |
20.1% |
225 |
1.3% |
13% |
False |
False |
3,155 |
120 |
20,945 |
17,160 |
3,785 |
21.5% |
188 |
1.1% |
12% |
False |
False |
2,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,149 |
2.618 |
20,015 |
1.618 |
19,320 |
1.000 |
18,890 |
0.618 |
18,625 |
HIGH |
18,195 |
0.618 |
17,930 |
0.500 |
17,848 |
0.382 |
17,766 |
LOW |
17,500 |
0.618 |
17,071 |
1.000 |
16,805 |
1.618 |
16,376 |
2.618 |
15,681 |
4.250 |
14,546 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
17,848 |
18,043 |
PP |
17,767 |
17,897 |
S1 |
17,686 |
17,751 |
|