Trading Metrics calculated at close of trading on 13-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,095.1 |
1,086.6 |
-8.5 |
-0.8% |
1,062.1 |
High |
1,099.1 |
1,095.7 |
-3.4 |
-0.3% |
1,113.7 |
Low |
1,083.3 |
1,079.8 |
-3.5 |
-0.3% |
1,061.9 |
Close |
1,085.4 |
1,087.4 |
2.0 |
0.2% |
1,098.6 |
Range |
15.8 |
15.9 |
0.1 |
0.6% |
51.8 |
ATR |
14.9 |
15.0 |
0.1 |
0.5% |
0.0 |
Volume |
27,276 |
22,922 |
-4,354 |
-16.0% |
57,350 |
|
Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,135.3 |
1,127.3 |
1,096.1 |
|
R3 |
1,119.4 |
1,111.4 |
1,091.8 |
|
R2 |
1,103.5 |
1,103.5 |
1,090.3 |
|
R1 |
1,095.5 |
1,095.5 |
1,088.9 |
1,099.5 |
PP |
1,087.6 |
1,087.6 |
1,087.6 |
1,089.7 |
S1 |
1,079.6 |
1,079.6 |
1,085.9 |
1,083.6 |
S2 |
1,071.7 |
1,071.7 |
1,084.5 |
|
S3 |
1,055.8 |
1,063.7 |
1,083.0 |
|
S4 |
1,039.9 |
1,047.8 |
1,078.7 |
|
|
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 |
1,079.8 |
33.9 |
3.1% |
17.3 |
1.6% |
22% |
False |
True |
27,005 |
10 |
1,113.7 |
1,058.1 |
55.6 |
5.1% |
15.4 |
1.4% |
53% |
False |
False |
17,448 |
20 |
1,113.7 |
1,047.4 |
66.3 |
6.1% |
14.0 |
1.3% |
60% |
False |
False |
10,810 |
40 |
1,113.7 |
1,046.6 |
67.1 |
6.2% |
14.9 |
1.4% |
61% |
False |
False |
7,850 |
60 |
1,184.0 |
1,046.6 |
137.4 |
12.6% |
14.0 |
1.3% |
30% |
False |
False |
5,941 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
14.0 |
1.3% |
28% |
False |
False |
4,847 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
13.3 |
1.2% |
28% |
False |
False |
4,099 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
12.8 |
1.2% |
28% |
False |
False |
3,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.3 |
2.618 |
1,137.3 |
1.618 |
1,121.4 |
1.000 |
1,111.6 |
0.618 |
1,105.5 |
HIGH |
1,095.7 |
0.618 |
1,089.6 |
0.500 |
1,087.8 |
0.382 |
1,085.9 |
LOW |
1,079.8 |
0.618 |
1,070.0 |
1.000 |
1,063.9 |
1.618 |
1,054.1 |
2.618 |
1,038.2 |
4.250 |
1,012.2 |
|
|
Fisher Pivots for day following 13-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,087.8 |
1,094.2 |
PP |
1,087.6 |
1,091.9 |
S1 |
1,087.5 |
1,089.7 |
|