Trading Metrics calculated at close of trading on 12-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,104.7 |
1,095.1 |
-9.6 |
-0.9% |
1,062.1 |
High |
1,108.6 |
1,099.1 |
-9.5 |
-0.9% |
1,113.7 |
Low |
1,093.4 |
1,083.3 |
-10.1 |
-0.9% |
1,061.9 |
Close |
1,096.6 |
1,085.4 |
-11.2 |
-1.0% |
1,098.6 |
Range |
15.2 |
15.8 |
0.6 |
3.9% |
51.8 |
ATR |
14.8 |
14.9 |
0.1 |
0.5% |
0.0 |
Volume |
50,449 |
27,276 |
-23,173 |
-45.9% |
57,350 |
|
Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,136.7 |
1,126.8 |
1,094.1 |
|
R3 |
1,120.9 |
1,111.0 |
1,089.7 |
|
R2 |
1,105.1 |
1,105.1 |
1,088.3 |
|
R1 |
1,095.2 |
1,095.2 |
1,086.8 |
1,092.3 |
PP |
1,089.3 |
1,089.3 |
1,089.3 |
1,087.8 |
S1 |
1,079.4 |
1,079.4 |
1,084.0 |
1,076.5 |
S2 |
1,073.5 |
1,073.5 |
1,082.5 |
|
S3 |
1,057.7 |
1,063.6 |
1,081.1 |
|
S4 |
1,041.9 |
1,047.8 |
1,076.7 |
|
|
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 |
1,075.2 |
38.5 |
3.5% |
18.1 |
1.7% |
26% |
False |
False |
24,702 |
10 |
1,113.7 |
1,058.1 |
55.6 |
5.1% |
14.5 |
1.3% |
49% |
False |
False |
15,486 |
20 |
1,113.7 |
1,047.4 |
66.3 |
6.1% |
14.1 |
1.3% |
57% |
False |
False |
9,748 |
40 |
1,113.7 |
1,046.6 |
67.1 |
6.2% |
14.6 |
1.3% |
58% |
False |
False |
7,308 |
60 |
1,186.0 |
1,046.6 |
139.4 |
12.8% |
13.9 |
1.3% |
28% |
False |
False |
5,574 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
13.9 |
1.3% |
27% |
False |
False |
4,583 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
13.3 |
1.2% |
27% |
False |
False |
3,884 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
12.7 |
1.2% |
27% |
False |
False |
3,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,166.3 |
2.618 |
1,140.5 |
1.618 |
1,124.7 |
1.000 |
1,114.9 |
0.618 |
1,108.9 |
HIGH |
1,099.1 |
0.618 |
1,093.1 |
0.500 |
1,091.2 |
0.382 |
1,089.3 |
LOW |
1,083.3 |
0.618 |
1,073.5 |
1.000 |
1,067.5 |
1.618 |
1,057.7 |
2.618 |
1,041.9 |
4.250 |
1,016.2 |
|
|
Fisher Pivots for day following 12-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,091.2 |
1,098.5 |
PP |
1,089.3 |
1,094.1 |
S1 |
1,087.3 |
1,089.8 |
|