Trading Metrics calculated at close of trading on 04-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,061.5 |
1,062.1 |
0.6 |
0.1% |
1,076.2 |
High |
1,063.0 |
1,083.5 |
20.5 |
1.9% |
1,077.1 |
Low |
1,058.1 |
1,061.9 |
3.8 |
0.4% |
1,058.1 |
Close |
1,060.8 |
1,075.8 |
15.0 |
1.4% |
1,060.8 |
Range |
4.9 |
21.6 |
16.7 |
340.8% |
19.0 |
ATR |
13.2 |
13.9 |
0.7 |
5.1% |
0.0 |
Volume |
6,322 |
5,853 |
-469 |
-7.4% |
23,785 |
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,138.5 |
1,128.8 |
1,087.7 |
|
R3 |
1,116.9 |
1,107.2 |
1,081.7 |
|
R2 |
1,095.3 |
1,095.3 |
1,079.8 |
|
R1 |
1,085.6 |
1,085.6 |
1,077.8 |
1,090.5 |
PP |
1,073.7 |
1,073.7 |
1,073.7 |
1,076.2 |
S1 |
1,064.0 |
1,064.0 |
1,073.8 |
1,068.9 |
S2 |
1,052.1 |
1,052.1 |
1,071.8 |
|
S3 |
1,030.5 |
1,042.4 |
1,069.9 |
|
S4 |
1,008.9 |
1,020.8 |
1,063.9 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,122.3 |
1,110.6 |
1,071.3 |
|
R3 |
1,103.3 |
1,091.6 |
1,066.0 |
|
R2 |
1,084.3 |
1,084.3 |
1,064.3 |
|
R1 |
1,072.6 |
1,072.6 |
1,062.5 |
1,069.0 |
PP |
1,065.3 |
1,065.3 |
1,065.3 |
1,063.5 |
S1 |
1,053.6 |
1,053.6 |
1,059.1 |
1,050.0 |
S2 |
1,046.3 |
1,046.3 |
1,057.3 |
|
S3 |
1,027.3 |
1,034.6 |
1,055.6 |
|
S4 |
1,008.3 |
1,015.6 |
1,050.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,083.5 |
1,058.1 |
25.4 |
2.4% |
11.3 |
1.1% |
70% |
True |
False |
5,927 |
10 |
1,083.5 |
1,051.5 |
32.0 |
3.0% |
11.4 |
1.1% |
76% |
True |
False |
4,655 |
20 |
1,088.8 |
1,047.4 |
41.4 |
3.8% |
14.2 |
1.3% |
69% |
False |
False |
4,267 |
40 |
1,112.0 |
1,046.6 |
65.4 |
6.1% |
13.9 |
1.3% |
45% |
False |
False |
4,712 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.9 |
1.3% |
20% |
False |
False |
3,617 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.4 |
1.2% |
20% |
False |
False |
3,022 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.9 |
1.2% |
20% |
False |
False |
2,648 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.2 |
1.1% |
20% |
False |
False |
2,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,175.3 |
2.618 |
1,140.0 |
1.618 |
1,118.4 |
1.000 |
1,105.1 |
0.618 |
1,096.8 |
HIGH |
1,083.5 |
0.618 |
1,075.2 |
0.500 |
1,072.7 |
0.382 |
1,070.2 |
LOW |
1,061.9 |
0.618 |
1,048.6 |
1.000 |
1,040.3 |
1.618 |
1,027.0 |
2.618 |
1,005.4 |
4.250 |
970.1 |
|
|
Fisher Pivots for day following 04-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,074.8 |
1,074.1 |
PP |
1,073.7 |
1,072.5 |
S1 |
1,072.7 |
1,070.8 |
|