Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,093.7 |
1,079.5 |
-14.2 |
-1.3% |
1,104.7 |
High |
1,095.3 |
1,097.5 |
2.2 |
0.2% |
1,108.6 |
Low |
1,071.3 |
1,076.2 |
4.9 |
0.5% |
1,071.3 |
Close |
1,073.7 |
1,090.8 |
17.1 |
1.6% |
1,090.8 |
Range |
24.0 |
21.3 |
-2.7 |
-11.3% |
37.3 |
ATR |
15.6 |
16.2 |
0.6 |
3.7% |
0.0 |
Volume |
32,764 |
15,793 |
-16,971 |
-51.8% |
149,204 |
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.1 |
1,142.7 |
1,102.5 |
|
R3 |
1,130.8 |
1,121.4 |
1,096.7 |
|
R2 |
1,109.5 |
1,109.5 |
1,094.7 |
|
R1 |
1,100.1 |
1,100.1 |
1,092.8 |
1,104.8 |
PP |
1,088.2 |
1,088.2 |
1,088.2 |
1,090.5 |
S1 |
1,078.8 |
1,078.8 |
1,088.8 |
1,083.5 |
S2 |
1,066.9 |
1,066.9 |
1,086.9 |
|
S3 |
1,045.6 |
1,057.5 |
1,084.9 |
|
S4 |
1,024.3 |
1,036.2 |
1,079.1 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,202.1 |
1,183.8 |
1,111.3 |
|
R3 |
1,164.8 |
1,146.5 |
1,101.1 |
|
R2 |
1,127.5 |
1,127.5 |
1,097.6 |
|
R1 |
1,109.2 |
1,109.2 |
1,094.2 |
1,099.7 |
PP |
1,090.2 |
1,090.2 |
1,090.2 |
1,085.5 |
S1 |
1,071.9 |
1,071.9 |
1,087.4 |
1,062.4 |
S2 |
1,052.9 |
1,052.9 |
1,084.0 |
|
S3 |
1,015.6 |
1,034.6 |
1,080.5 |
|
S4 |
978.3 |
997.3 |
1,070.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,108.6 |
1,071.3 |
37.3 |
3.4% |
18.4 |
1.7% |
52% |
False |
False |
29,840 |
10 |
1,113.7 |
1,061.9 |
51.8 |
4.7% |
18.2 |
1.7% |
56% |
False |
False |
20,655 |
20 |
1,113.7 |
1,047.4 |
66.3 |
6.1% |
15.0 |
1.4% |
65% |
False |
False |
12,855 |
40 |
1,113.7 |
1,046.6 |
67.1 |
6.2% |
15.2 |
1.4% |
66% |
False |
False |
8,896 |
60 |
1,184.0 |
1,046.6 |
137.4 |
12.6% |
14.4 |
1.3% |
32% |
False |
False |
6,727 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
14.3 |
1.3% |
30% |
False |
False |
5,428 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
13.5 |
1.2% |
30% |
False |
False |
4,566 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
13.0 |
1.2% |
30% |
False |
False |
3,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,188.0 |
2.618 |
1,153.3 |
1.618 |
1,132.0 |
1.000 |
1,118.8 |
0.618 |
1,110.7 |
HIGH |
1,097.5 |
0.618 |
1,089.4 |
0.500 |
1,086.9 |
0.382 |
1,084.3 |
LOW |
1,076.2 |
0.618 |
1,063.0 |
1.000 |
1,054.9 |
1.618 |
1,041.7 |
2.618 |
1,020.4 |
4.250 |
985.7 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,089.5 |
1,088.7 |
PP |
1,088.2 |
1,086.5 |
S1 |
1,086.9 |
1,084.4 |
|