Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,062.1 |
1,073.8 |
11.7 |
1.1% |
1,076.2 |
High |
1,083.5 |
1,081.9 |
-1.6 |
-0.1% |
1,077.1 |
Low |
1,061.9 |
1,073.3 |
11.4 |
1.1% |
1,058.1 |
Close |
1,075.8 |
1,079.0 |
3.2 |
0.3% |
1,060.8 |
Range |
21.6 |
8.6 |
-13.0 |
-60.2% |
19.0 |
ATR |
13.9 |
13.5 |
-0.4 |
-2.7% |
0.0 |
Volume |
5,853 |
5,711 |
-142 |
-2.4% |
23,785 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.9 |
1,100.0 |
1,083.7 |
|
R3 |
1,095.3 |
1,091.4 |
1,081.4 |
|
R2 |
1,086.7 |
1,086.7 |
1,080.6 |
|
R1 |
1,082.8 |
1,082.8 |
1,079.8 |
1,084.8 |
PP |
1,078.1 |
1,078.1 |
1,078.1 |
1,079.0 |
S1 |
1,074.2 |
1,074.2 |
1,078.2 |
1,076.2 |
S2 |
1,069.5 |
1,069.5 |
1,077.4 |
|
S3 |
1,060.9 |
1,065.6 |
1,076.6 |
|
S4 |
1,052.3 |
1,057.0 |
1,074.3 |
|
|
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% |
10.9 |
1.0% |
82% |
False |
False |
6,269 |
10 |
1,083.5 |
1,058.1 |
25.4 |
2.4% |
10.3 |
1.0% |
82% |
False |
False |
5,037 |
20 |
1,086.2 |
1,047.4 |
38.8 |
3.6% |
13.1 |
1.2% |
81% |
False |
False |
4,331 |
40 |
1,110.0 |
1,046.6 |
63.4 |
5.9% |
13.9 |
1.3% |
51% |
False |
False |
4,829 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.8 |
1.3% |
22% |
False |
False |
3,675 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.4 |
1.2% |
22% |
False |
False |
3,087 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.9 |
1.2% |
22% |
False |
False |
2,695 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.3 |
1.1% |
22% |
False |
False |
2,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,118.5 |
2.618 |
1,104.4 |
1.618 |
1,095.8 |
1.000 |
1,090.5 |
0.618 |
1,087.2 |
HIGH |
1,081.9 |
0.618 |
1,078.6 |
0.500 |
1,077.6 |
0.382 |
1,076.6 |
LOW |
1,073.3 |
0.618 |
1,068.0 |
1.000 |
1,064.7 |
1.618 |
1,059.4 |
2.618 |
1,050.8 |
4.250 |
1,036.8 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,078.5 |
1,076.3 |
PP |
1,078.1 |
1,073.5 |
S1 |
1,077.6 |
1,070.8 |
|