Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
18,075 |
17,635 |
-440 |
-2.4% |
18,820 |
High |
18,195 |
18,010 |
-185 |
-1.0% |
18,985 |
Low |
17,500 |
17,270 |
-230 |
-1.3% |
17,270 |
Close |
17,605 |
17,315 |
-290 |
-1.6% |
17,315 |
Range |
695 |
740 |
45 |
6.5% |
1,715 |
ATR |
417 |
440 |
23 |
5.5% |
0 |
Volume |
26,550 |
29,433 |
2,883 |
10.9% |
108,053 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,752 |
19,273 |
17,722 |
|
R3 |
19,012 |
18,533 |
17,519 |
|
R2 |
18,272 |
18,272 |
17,451 |
|
R1 |
17,793 |
17,793 |
17,383 |
17,663 |
PP |
17,532 |
17,532 |
17,532 |
17,466 |
S1 |
17,053 |
17,053 |
17,247 |
16,923 |
S2 |
16,792 |
16,792 |
17,179 |
|
S3 |
16,052 |
16,313 |
17,112 |
|
S4 |
15,312 |
15,573 |
16,908 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,002 |
21,873 |
18,258 |
|
R3 |
21,287 |
20,158 |
17,787 |
|
R2 |
19,572 |
19,572 |
17,630 |
|
R1 |
18,443 |
18,443 |
17,472 |
18,150 |
PP |
17,857 |
17,857 |
17,857 |
17,710 |
S1 |
16,728 |
16,728 |
17,158 |
16,435 |
S2 |
16,142 |
16,142 |
17,001 |
|
S3 |
14,427 |
15,013 |
16,844 |
|
S4 |
12,712 |
13,298 |
16,372 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,985 |
17,270 |
1,715 |
9.9% |
653 |
3.8% |
3% |
False |
True |
21,610 |
10 |
19,190 |
17,270 |
1,920 |
11.1% |
464 |
2.7% |
2% |
False |
True |
12,558 |
20 |
19,930 |
17,270 |
2,660 |
15.4% |
461 |
2.7% |
2% |
False |
True |
13,030 |
40 |
20,095 |
17,270 |
2,825 |
16.3% |
363 |
2.1% |
2% |
False |
True |
8,621 |
60 |
20,095 |
17,270 |
2,825 |
16.3% |
296 |
1.7% |
2% |
False |
True |
5,749 |
80 |
20,095 |
17,160 |
2,935 |
17.0% |
280 |
1.6% |
5% |
False |
False |
4,312 |
100 |
20,495 |
17,160 |
3,335 |
19.3% |
233 |
1.3% |
5% |
False |
False |
3,450 |
120 |
20,945 |
17,160 |
3,785 |
21.9% |
194 |
1.1% |
4% |
False |
False |
2,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,155 |
2.618 |
19,947 |
1.618 |
19,207 |
1.000 |
18,750 |
0.618 |
18,467 |
HIGH |
18,010 |
0.618 |
17,727 |
0.500 |
17,640 |
0.382 |
17,553 |
LOW |
17,270 |
0.618 |
16,813 |
1.000 |
16,530 |
1.618 |
16,073 |
2.618 |
15,333 |
4.250 |
14,125 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
17,640 |
17,883 |
PP |
17,532 |
17,693 |
S1 |
17,423 |
17,504 |
|