Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,079.5 |
1,090.0 |
10.5 |
1.0% |
1,104.7 |
High |
1,097.5 |
1,094.1 |
-3.4 |
-0.3% |
1,108.6 |
Low |
1,076.2 |
1,082.3 |
6.1 |
0.6% |
1,071.3 |
Close |
1,090.8 |
1,089.1 |
-1.7 |
-0.2% |
1,090.8 |
Range |
21.3 |
11.8 |
-9.5 |
-44.6% |
37.3 |
ATR |
16.2 |
15.9 |
-0.3 |
-1.9% |
0.0 |
Volume |
15,793 |
24,148 |
8,355 |
52.9% |
149,204 |
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,123.9 |
1,118.3 |
1,095.6 |
|
R3 |
1,112.1 |
1,106.5 |
1,092.3 |
|
R2 |
1,100.3 |
1,100.3 |
1,091.3 |
|
R1 |
1,094.7 |
1,094.7 |
1,090.2 |
1,091.6 |
PP |
1,088.5 |
1,088.5 |
1,088.5 |
1,087.0 |
S1 |
1,082.9 |
1,082.9 |
1,088.0 |
1,079.8 |
S2 |
1,076.7 |
1,076.7 |
1,086.9 |
|
S3 |
1,064.9 |
1,071.1 |
1,085.9 |
|
S4 |
1,053.1 |
1,059.3 |
1,082.6 |
|
|
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 |
1,099.1 |
1,071.3 |
27.8 |
2.6% |
17.8 |
1.6% |
64% |
False |
False |
24,580 |
10 |
1,113.7 |
1,071.3 |
42.4 |
3.9% |
17.2 |
1.6% |
42% |
False |
False |
22,484 |
20 |
1,113.7 |
1,051.5 |
62.2 |
5.7% |
14.3 |
1.3% |
60% |
False |
False |
13,570 |
40 |
1,113.7 |
1,046.6 |
67.1 |
6.2% |
15.2 |
1.4% |
63% |
False |
False |
9,418 |
60 |
1,184.0 |
1,046.6 |
137.4 |
12.6% |
14.4 |
1.3% |
31% |
False |
False |
7,125 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
14.4 |
1.3% |
29% |
False |
False |
5,715 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
13.4 |
1.2% |
29% |
False |
False |
4,789 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
13.0 |
1.2% |
29% |
False |
False |
4,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,144.3 |
2.618 |
1,125.0 |
1.618 |
1,113.2 |
1.000 |
1,105.9 |
0.618 |
1,101.4 |
HIGH |
1,094.1 |
0.618 |
1,089.6 |
0.500 |
1,088.2 |
0.382 |
1,086.8 |
LOW |
1,082.3 |
0.618 |
1,075.0 |
1.000 |
1,070.5 |
1.618 |
1,063.2 |
2.618 |
1,051.4 |
4.250 |
1,032.2 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,088.8 |
1,087.5 |
PP |
1,088.5 |
1,086.0 |
S1 |
1,088.2 |
1,084.4 |
|