Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,090.0 |
1,087.5 |
-2.5 |
-0.2% |
1,104.7 |
High |
1,094.1 |
1,109.8 |
15.7 |
1.4% |
1,108.6 |
Low |
1,082.3 |
1,087.5 |
5.2 |
0.5% |
1,071.3 |
Close |
1,089.1 |
1,106.1 |
17.0 |
1.6% |
1,090.8 |
Range |
11.8 |
22.3 |
10.5 |
89.0% |
37.3 |
ATR |
15.9 |
16.3 |
0.5 |
2.9% |
0.0 |
Volume |
24,148 |
31,323 |
7,175 |
29.7% |
149,204 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,168.0 |
1,159.4 |
1,118.4 |
|
R3 |
1,145.7 |
1,137.1 |
1,112.2 |
|
R2 |
1,123.4 |
1,123.4 |
1,110.2 |
|
R1 |
1,114.8 |
1,114.8 |
1,108.1 |
1,119.1 |
PP |
1,101.1 |
1,101.1 |
1,101.1 |
1,103.3 |
S1 |
1,092.5 |
1,092.5 |
1,104.1 |
1,096.8 |
S2 |
1,078.8 |
1,078.8 |
1,102.0 |
|
S3 |
1,056.5 |
1,070.2 |
1,100.0 |
|
S4 |
1,034.2 |
1,047.9 |
1,093.8 |
|
|
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 |
1,109.8 |
1,071.3 |
38.5 |
3.5% |
19.1 |
1.7% |
90% |
True |
False |
25,390 |
10 |
1,113.7 |
1,071.3 |
42.4 |
3.8% |
18.6 |
1.7% |
82% |
False |
False |
25,046 |
20 |
1,113.7 |
1,058.1 |
55.6 |
5.0% |
14.5 |
1.3% |
86% |
False |
False |
15,041 |
40 |
1,113.7 |
1,046.6 |
67.1 |
6.1% |
15.3 |
1.4% |
89% |
False |
False |
10,132 |
60 |
1,184.0 |
1,046.6 |
137.4 |
12.4% |
14.6 |
1.3% |
43% |
False |
False |
7,626 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.1% |
14.4 |
1.3% |
41% |
False |
False |
6,075 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.1% |
13.5 |
1.2% |
41% |
False |
False |
5,088 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.1% |
13.2 |
1.2% |
41% |
False |
False |
4,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,204.6 |
2.618 |
1,168.2 |
1.618 |
1,145.9 |
1.000 |
1,132.1 |
0.618 |
1,123.6 |
HIGH |
1,109.8 |
0.618 |
1,101.3 |
0.500 |
1,098.7 |
0.382 |
1,096.0 |
LOW |
1,087.5 |
0.618 |
1,073.7 |
1.000 |
1,065.2 |
1.618 |
1,051.4 |
2.618 |
1,029.1 |
4.250 |
992.7 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,103.6 |
1,101.7 |
PP |
1,101.1 |
1,097.4 |
S1 |
1,098.7 |
1,093.0 |
|