Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
16,860 |
17,035 |
175 |
1.0% |
16,800 |
High |
17,125 |
17,425 |
300 |
1.8% |
17,305 |
Low |
16,570 |
16,970 |
400 |
2.4% |
15,820 |
Close |
17,090 |
17,085 |
-5 |
0.0% |
17,250 |
Range |
555 |
455 |
-100 |
-18.0% |
1,485 |
ATR |
596 |
585 |
-10 |
-1.7% |
0 |
Volume |
23,662 |
23,953 |
291 |
1.2% |
156,941 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,525 |
18,260 |
17,335 |
|
R3 |
18,070 |
17,805 |
17,210 |
|
R2 |
17,615 |
17,615 |
17,169 |
|
R1 |
17,350 |
17,350 |
17,127 |
17,483 |
PP |
17,160 |
17,160 |
17,160 |
17,226 |
S1 |
16,895 |
16,895 |
17,043 |
17,028 |
S2 |
16,705 |
16,705 |
17,002 |
|
S3 |
16,250 |
16,440 |
16,960 |
|
S4 |
15,795 |
15,985 |
16,835 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,247 |
20,733 |
18,067 |
|
R3 |
19,762 |
19,248 |
17,659 |
|
R2 |
18,277 |
18,277 |
17,522 |
|
R1 |
17,763 |
17,763 |
17,386 |
18,020 |
PP |
16,792 |
16,792 |
16,792 |
16,920 |
S1 |
16,278 |
16,278 |
17,114 |
16,535 |
S2 |
15,307 |
15,307 |
16,978 |
|
S3 |
13,822 |
14,793 |
16,842 |
|
S4 |
12,337 |
13,308 |
16,433 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,425 |
15,820 |
1,605 |
9.4% |
666 |
3.9% |
79% |
True |
False |
30,537 |
10 |
17,765 |
15,820 |
1,945 |
11.4% |
735 |
4.3% |
65% |
False |
False |
30,536 |
20 |
19,190 |
15,820 |
3,370 |
19.7% |
617 |
3.6% |
38% |
False |
False |
22,607 |
40 |
20,095 |
15,820 |
4,275 |
25.0% |
503 |
2.9% |
30% |
False |
False |
16,967 |
60 |
20,095 |
15,820 |
4,275 |
25.0% |
406 |
2.4% |
30% |
False |
False |
11,321 |
80 |
20,095 |
15,820 |
4,275 |
25.0% |
348 |
2.0% |
30% |
False |
False |
8,492 |
100 |
20,095 |
15,820 |
4,275 |
25.0% |
315 |
1.8% |
30% |
False |
False |
6,794 |
120 |
20,945 |
15,820 |
5,125 |
30.0% |
263 |
1.5% |
25% |
False |
False |
5,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,359 |
2.618 |
18,616 |
1.618 |
18,161 |
1.000 |
17,880 |
0.618 |
17,706 |
HIGH |
17,425 |
0.618 |
17,251 |
0.500 |
17,198 |
0.382 |
17,144 |
LOW |
16,970 |
0.618 |
16,689 |
1.000 |
16,515 |
1.618 |
16,234 |
2.618 |
15,779 |
4.250 |
15,036 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
17,198 |
17,056 |
PP |
17,160 |
17,027 |
S1 |
17,123 |
16,998 |
|