Trading Metrics calculated at close of trading on 11-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
17,635 |
17,280 |
-355 |
-2.0% |
18,820 |
High |
18,010 |
17,585 |
-425 |
-2.4% |
18,985 |
Low |
17,270 |
17,150 |
-120 |
-0.7% |
17,270 |
Close |
17,315 |
17,410 |
95 |
0.5% |
17,315 |
Range |
740 |
435 |
-305 |
-41.2% |
1,715 |
ATR |
440 |
440 |
0 |
-0.1% |
0 |
Volume |
29,433 |
10,290 |
-19,143 |
-65.0% |
108,053 |
|
Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,687 |
18,483 |
17,649 |
|
R3 |
18,252 |
18,048 |
17,530 |
|
R2 |
17,817 |
17,817 |
17,490 |
|
R1 |
17,613 |
17,613 |
17,450 |
17,715 |
PP |
17,382 |
17,382 |
17,382 |
17,433 |
S1 |
17,178 |
17,178 |
17,370 |
17,280 |
S2 |
16,947 |
16,947 |
17,330 |
|
S3 |
16,512 |
16,743 |
17,291 |
|
S4 |
16,077 |
16,308 |
17,171 |
|
|
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 |
18,585 |
17,150 |
1,435 |
8.2% |
569 |
3.3% |
18% |
False |
True |
19,877 |
10 |
19,190 |
17,150 |
2,040 |
11.7% |
471 |
2.7% |
13% |
False |
True |
13,219 |
20 |
19,930 |
17,150 |
2,780 |
16.0% |
474 |
2.7% |
9% |
False |
True |
12,797 |
40 |
20,095 |
17,150 |
2,945 |
16.9% |
369 |
2.1% |
9% |
False |
True |
8,878 |
60 |
20,095 |
17,150 |
2,945 |
16.9% |
299 |
1.7% |
9% |
False |
True |
5,921 |
80 |
20,095 |
17,150 |
2,945 |
16.9% |
282 |
1.6% |
9% |
False |
True |
4,441 |
100 |
20,135 |
17,150 |
2,985 |
17.1% |
237 |
1.4% |
9% |
False |
True |
3,553 |
120 |
20,945 |
17,150 |
3,795 |
21.8% |
198 |
1.1% |
7% |
False |
True |
2,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,434 |
2.618 |
18,724 |
1.618 |
18,289 |
1.000 |
18,020 |
0.618 |
17,854 |
HIGH |
17,585 |
0.618 |
17,419 |
0.500 |
17,368 |
0.382 |
17,316 |
LOW |
17,150 |
0.618 |
16,881 |
1.000 |
16,715 |
1.618 |
16,446 |
2.618 |
16,011 |
4.250 |
15,301 |
|
|
Fisher Pivots for day following 11-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
17,396 |
17,673 |
PP |
17,382 |
17,585 |
S1 |
17,368 |
17,498 |
|