Trading Metrics calculated at close of trading on 11-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,109.2 |
1,104.7 |
-4.5 |
-0.4% |
1,062.1 |
High |
1,113.7 |
1,108.6 |
-5.1 |
-0.5% |
1,113.7 |
Low |
1,092.5 |
1,093.4 |
0.9 |
0.1% |
1,061.9 |
Close |
1,098.6 |
1,096.6 |
-2.0 |
-0.2% |
1,098.6 |
Range |
21.2 |
15.2 |
-6.0 |
-28.3% |
51.8 |
ATR |
14.8 |
14.8 |
0.0 |
0.2% |
0.0 |
Volume |
18,157 |
50,449 |
32,292 |
177.8% |
57,350 |
|
Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,145.1 |
1,136.1 |
1,105.0 |
|
R3 |
1,129.9 |
1,120.9 |
1,100.8 |
|
R2 |
1,114.7 |
1,114.7 |
1,099.4 |
|
R1 |
1,105.7 |
1,105.7 |
1,098.0 |
1,102.6 |
PP |
1,099.5 |
1,099.5 |
1,099.5 |
1,098.0 |
S1 |
1,090.5 |
1,090.5 |
1,095.2 |
1,087.4 |
S2 |
1,084.3 |
1,084.3 |
1,093.8 |
|
S3 |
1,069.1 |
1,075.3 |
1,092.4 |
|
S4 |
1,053.9 |
1,060.1 |
1,088.2 |
|
|
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 |
1,073.3 |
40.4 |
3.7% |
16.7 |
1.5% |
58% |
False |
False |
20,389 |
10 |
1,113.7 |
1,058.1 |
55.6 |
5.1% |
14.0 |
1.3% |
69% |
False |
False |
13,158 |
20 |
1,113.7 |
1,047.4 |
66.3 |
6.0% |
14.2 |
1.3% |
74% |
False |
False |
8,568 |
40 |
1,113.7 |
1,046.6 |
67.1 |
6.1% |
14.6 |
1.3% |
75% |
False |
False |
6,779 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
13.9 |
1.3% |
34% |
False |
False |
5,155 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
13.9 |
1.3% |
34% |
False |
False |
4,255 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
13.3 |
1.2% |
34% |
False |
False |
3,630 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
12.7 |
1.2% |
34% |
False |
False |
3,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,173.2 |
2.618 |
1,148.4 |
1.618 |
1,133.2 |
1.000 |
1,123.8 |
0.618 |
1,118.0 |
HIGH |
1,108.6 |
0.618 |
1,102.8 |
0.500 |
1,101.0 |
0.382 |
1,099.2 |
LOW |
1,093.4 |
0.618 |
1,084.0 |
1.000 |
1,078.2 |
1.618 |
1,068.8 |
2.618 |
1,053.6 |
4.250 |
1,028.8 |
|
|
Fisher Pivots for day following 11-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,101.0 |
1,103.0 |
PP |
1,099.5 |
1,100.8 |
S1 |
1,098.1 |
1,098.7 |
|