Trading Metrics calculated at close of trading on 14-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,086.6 |
1,093.7 |
7.1 |
0.7% |
1,062.1 |
High |
1,095.7 |
1,095.3 |
-0.4 |
0.0% |
1,113.7 |
Low |
1,079.8 |
1,071.3 |
-8.5 |
-0.8% |
1,061.9 |
Close |
1,087.4 |
1,073.7 |
-13.7 |
-1.3% |
1,098.6 |
Range |
15.9 |
24.0 |
8.1 |
50.9% |
51.8 |
ATR |
15.0 |
15.6 |
0.6 |
4.3% |
0.0 |
Volume |
22,922 |
32,764 |
9,842 |
42.9% |
57,350 |
|
Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.1 |
1,136.9 |
1,086.9 |
|
R3 |
1,128.1 |
1,112.9 |
1,080.3 |
|
R2 |
1,104.1 |
1,104.1 |
1,078.1 |
|
R1 |
1,088.9 |
1,088.9 |
1,075.9 |
1,084.5 |
PP |
1,080.1 |
1,080.1 |
1,080.1 |
1,077.9 |
S1 |
1,064.9 |
1,064.9 |
1,071.5 |
1,060.5 |
S2 |
1,056.1 |
1,056.1 |
1,069.3 |
|
S3 |
1,032.1 |
1,040.9 |
1,067.1 |
|
S4 |
1,008.1 |
1,016.9 |
1,060.5 |
|
|
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 |
1,071.3 |
42.4 |
3.9% |
18.4 |
1.7% |
6% |
False |
True |
30,313 |
10 |
1,113.7 |
1,058.1 |
55.6 |
5.2% |
16.6 |
1.5% |
28% |
False |
False |
19,708 |
20 |
1,113.7 |
1,047.4 |
66.3 |
6.2% |
14.8 |
1.4% |
40% |
False |
False |
12,364 |
40 |
1,113.7 |
1,046.6 |
67.1 |
6.2% |
15.1 |
1.4% |
40% |
False |
False |
8,584 |
60 |
1,184.0 |
1,046.6 |
137.4 |
12.8% |
14.2 |
1.3% |
20% |
False |
False |
6,473 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
14.2 |
1.3% |
19% |
False |
False |
5,243 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.4 |
1.2% |
19% |
False |
False |
4,424 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.9 |
1.2% |
19% |
False |
False |
3,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.3 |
2.618 |
1,158.1 |
1.618 |
1,134.1 |
1.000 |
1,119.3 |
0.618 |
1,110.1 |
HIGH |
1,095.3 |
0.618 |
1,086.1 |
0.500 |
1,083.3 |
0.382 |
1,080.5 |
LOW |
1,071.3 |
0.618 |
1,056.5 |
1.000 |
1,047.3 |
1.618 |
1,032.5 |
2.618 |
1,008.5 |
4.250 |
969.3 |
|
|
Fisher Pivots for day following 14-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,083.3 |
1,085.2 |
PP |
1,080.1 |
1,081.4 |
S1 |
1,076.9 |
1,077.5 |
|