Trading Metrics calculated at close of trading on 13-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
17,395 |
17,445 |
50 |
0.3% |
18,820 |
High |
17,575 |
17,765 |
190 |
1.1% |
18,985 |
Low |
17,125 |
17,195 |
70 |
0.4% |
17,270 |
Close |
17,425 |
17,235 |
-190 |
-1.1% |
17,315 |
Range |
450 |
570 |
120 |
26.7% |
1,715 |
ATR |
441 |
450 |
9 |
2.1% |
0 |
Volume |
18,740 |
17,808 |
-932 |
-5.0% |
108,053 |
|
Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,108 |
18,742 |
17,549 |
|
R3 |
18,538 |
18,172 |
17,392 |
|
R2 |
17,968 |
17,968 |
17,340 |
|
R1 |
17,602 |
17,602 |
17,287 |
17,500 |
PP |
17,398 |
17,398 |
17,398 |
17,348 |
S1 |
17,032 |
17,032 |
17,183 |
16,930 |
S2 |
16,828 |
16,828 |
17,131 |
|
S3 |
16,258 |
16,462 |
17,078 |
|
S4 |
15,688 |
15,892 |
16,922 |
|
|
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 |
18,195 |
17,125 |
1,070 |
6.2% |
578 |
3.4% |
10% |
False |
False |
20,564 |
10 |
19,170 |
17,125 |
2,045 |
11.9% |
518 |
3.0% |
5% |
False |
False |
16,049 |
20 |
19,930 |
17,125 |
2,805 |
16.3% |
469 |
2.7% |
4% |
False |
False |
12,862 |
40 |
20,095 |
17,125 |
2,970 |
17.2% |
384 |
2.2% |
4% |
False |
False |
9,790 |
60 |
20,095 |
17,125 |
2,970 |
17.2% |
315 |
1.8% |
4% |
False |
False |
6,530 |
80 |
20,095 |
17,125 |
2,970 |
17.2% |
285 |
1.7% |
4% |
False |
False |
4,898 |
100 |
20,095 |
17,125 |
2,970 |
17.2% |
247 |
1.4% |
4% |
False |
False |
3,918 |
120 |
20,945 |
17,125 |
3,820 |
22.2% |
206 |
1.2% |
3% |
False |
False |
3,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,188 |
2.618 |
19,257 |
1.618 |
18,687 |
1.000 |
18,335 |
0.618 |
18,117 |
HIGH |
17,765 |
0.618 |
17,547 |
0.500 |
17,480 |
0.382 |
17,413 |
LOW |
17,195 |
0.618 |
16,843 |
1.000 |
16,625 |
1.618 |
16,273 |
2.618 |
15,703 |
4.250 |
14,773 |
|
|
Fisher Pivots for day following 13-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
17,480 |
17,445 |
PP |
17,398 |
17,375 |
S1 |
17,317 |
17,305 |
|