Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,093.6 |
1,109.2 |
15.6 |
1.4% |
1,062.1 |
High |
1,110.5 |
1,113.7 |
3.2 |
0.3% |
1,113.7 |
Low |
1,092.2 |
1,092.5 |
0.3 |
0.0% |
1,061.9 |
Close |
1,108.4 |
1,098.6 |
-9.8 |
-0.9% |
1,098.6 |
Range |
18.3 |
21.2 |
2.9 |
15.8% |
51.8 |
ATR |
14.3 |
14.8 |
0.5 |
3.4% |
0.0 |
Volume |
16,221 |
18,157 |
1,936 |
11.9% |
57,350 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.2 |
1,153.1 |
1,110.3 |
|
R3 |
1,144.0 |
1,131.9 |
1,104.4 |
|
R2 |
1,122.8 |
1,122.8 |
1,102.5 |
|
R1 |
1,110.7 |
1,110.7 |
1,100.5 |
1,106.2 |
PP |
1,101.6 |
1,101.6 |
1,101.6 |
1,099.3 |
S1 |
1,089.5 |
1,089.5 |
1,096.7 |
1,085.0 |
S2 |
1,080.4 |
1,080.4 |
1,094.7 |
|
S3 |
1,059.2 |
1,068.3 |
1,092.8 |
|
S4 |
1,038.0 |
1,047.1 |
1,086.9 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,246.8 |
1,224.5 |
1,127.1 |
|
R3 |
1,195.0 |
1,172.7 |
1,112.8 |
|
R2 |
1,143.2 |
1,143.2 |
1,108.1 |
|
R1 |
1,120.9 |
1,120.9 |
1,103.3 |
1,132.1 |
PP |
1,091.4 |
1,091.4 |
1,091.4 |
1,097.0 |
S1 |
1,069.1 |
1,069.1 |
1,093.9 |
1,080.3 |
S2 |
1,039.6 |
1,039.6 |
1,089.1 |
|
S3 |
987.8 |
1,017.3 |
1,084.4 |
|
S4 |
936.0 |
965.5 |
1,070.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,113.7 |
1,061.9 |
51.8 |
4.7% |
18.0 |
1.6% |
71% |
True |
False |
11,470 |
10 |
1,113.7 |
1,058.1 |
55.6 |
5.1% |
13.2 |
1.2% |
73% |
True |
False |
8,877 |
20 |
1,113.7 |
1,047.4 |
66.3 |
6.0% |
13.8 |
1.3% |
77% |
True |
False |
6,150 |
40 |
1,113.7 |
1,046.6 |
67.1 |
6.1% |
14.5 |
1.3% |
77% |
True |
False |
5,643 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.2% |
14.1 |
1.3% |
36% |
False |
False |
4,377 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.2% |
13.9 |
1.3% |
36% |
False |
False |
3,629 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.2% |
13.2 |
1.2% |
36% |
False |
False |
3,127 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.2% |
12.6 |
1.1% |
36% |
False |
False |
2,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,203.8 |
2.618 |
1,169.2 |
1.618 |
1,148.0 |
1.000 |
1,134.9 |
0.618 |
1,126.8 |
HIGH |
1,113.7 |
0.618 |
1,105.6 |
0.500 |
1,103.1 |
0.382 |
1,100.6 |
LOW |
1,092.5 |
0.618 |
1,079.4 |
1.000 |
1,071.3 |
1.618 |
1,058.2 |
2.618 |
1,037.0 |
4.250 |
1,002.4 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,103.1 |
1,097.2 |
PP |
1,101.6 |
1,095.8 |
S1 |
1,100.1 |
1,094.5 |
|