Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
17,145 |
17,075 |
-70 |
-0.4% |
17,285 |
High |
17,300 |
17,910 |
610 |
3.5% |
17,910 |
Low |
16,960 |
16,780 |
-180 |
-1.1% |
16,570 |
Close |
17,110 |
17,885 |
775 |
4.5% |
17,885 |
Range |
340 |
1,130 |
790 |
232.4% |
1,340 |
ATR |
568 |
608 |
40 |
7.1% |
0 |
Volume |
19,821 |
40,069 |
20,248 |
102.2% |
134,309 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,915 |
20,530 |
18,507 |
|
R3 |
19,785 |
19,400 |
18,196 |
|
R2 |
18,655 |
18,655 |
18,092 |
|
R1 |
18,270 |
18,270 |
17,989 |
18,463 |
PP |
17,525 |
17,525 |
17,525 |
17,621 |
S1 |
17,140 |
17,140 |
17,782 |
17,333 |
S2 |
16,395 |
16,395 |
17,678 |
|
S3 |
15,265 |
16,010 |
17,574 |
|
S4 |
14,135 |
14,880 |
17,264 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,475 |
21,020 |
18,622 |
|
R3 |
20,135 |
19,680 |
18,254 |
|
R2 |
18,795 |
18,795 |
18,131 |
|
R1 |
18,340 |
18,340 |
18,008 |
18,568 |
PP |
17,455 |
17,455 |
17,455 |
17,569 |
S1 |
17,000 |
17,000 |
17,762 |
17,228 |
S2 |
16,115 |
16,115 |
17,639 |
|
S3 |
14,775 |
15,660 |
17,517 |
|
S4 |
13,435 |
14,320 |
17,148 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,910 |
16,570 |
1,340 |
7.5% |
596 |
3.3% |
98% |
True |
False |
26,861 |
10 |
17,910 |
15,820 |
2,090 |
11.7% |
760 |
4.2% |
99% |
True |
False |
32,066 |
20 |
18,985 |
15,820 |
3,165 |
17.7% |
659 |
3.7% |
65% |
False |
False |
25,229 |
40 |
20,055 |
15,820 |
4,235 |
23.7% |
533 |
3.0% |
49% |
False |
False |
18,459 |
60 |
20,095 |
15,820 |
4,275 |
23.9% |
421 |
2.4% |
48% |
False |
False |
12,320 |
80 |
20,095 |
15,820 |
4,275 |
23.9% |
355 |
2.0% |
48% |
False |
False |
9,240 |
100 |
20,095 |
15,820 |
4,275 |
23.9% |
330 |
1.8% |
48% |
False |
False |
7,393 |
120 |
20,945 |
15,820 |
5,125 |
28.7% |
275 |
1.5% |
40% |
False |
False |
6,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,713 |
2.618 |
20,868 |
1.618 |
19,738 |
1.000 |
19,040 |
0.618 |
18,608 |
HIGH |
17,910 |
0.618 |
17,478 |
0.500 |
17,345 |
0.382 |
17,212 |
LOW |
16,780 |
0.618 |
16,082 |
1.000 |
15,650 |
1.618 |
14,952 |
2.618 |
13,822 |
4.250 |
11,978 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
17,705 |
17,705 |
PP |
17,525 |
17,525 |
S1 |
17,345 |
17,345 |
|