Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,101.5 |
1,097.7 |
-3.8 |
-0.3% |
1,090.0 |
High |
1,103.2 |
1,109.5 |
6.3 |
0.6% |
1,109.8 |
Low |
1,094.1 |
1,097.6 |
3.5 |
0.3% |
1,082.3 |
Close |
1,096.3 |
1,105.6 |
9.3 |
0.8% |
1,096.3 |
Range |
9.1 |
11.9 |
2.8 |
30.8% |
27.5 |
ATR |
15.7 |
15.5 |
-0.2 |
-1.1% |
0.0 |
Volume |
44,725 |
70,620 |
25,895 |
57.9% |
145,630 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.9 |
1,134.7 |
1,112.1 |
|
R3 |
1,128.0 |
1,122.8 |
1,108.9 |
|
R2 |
1,116.1 |
1,116.1 |
1,107.8 |
|
R1 |
1,110.9 |
1,110.9 |
1,106.7 |
1,113.5 |
PP |
1,104.2 |
1,104.2 |
1,104.2 |
1,105.6 |
S1 |
1,099.0 |
1,099.0 |
1,104.5 |
1,101.6 |
S2 |
1,092.3 |
1,092.3 |
1,103.4 |
|
S3 |
1,080.4 |
1,087.1 |
1,102.3 |
|
S4 |
1,068.5 |
1,075.2 |
1,099.1 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,178.6 |
1,165.0 |
1,111.4 |
|
R3 |
1,151.1 |
1,137.5 |
1,103.9 |
|
R2 |
1,123.6 |
1,123.6 |
1,101.3 |
|
R1 |
1,110.0 |
1,110.0 |
1,098.8 |
1,116.8 |
PP |
1,096.1 |
1,096.1 |
1,096.1 |
1,099.6 |
S1 |
1,082.5 |
1,082.5 |
1,093.8 |
1,089.3 |
S2 |
1,068.6 |
1,068.6 |
1,091.3 |
|
S3 |
1,041.1 |
1,055.0 |
1,088.7 |
|
S4 |
1,013.6 |
1,027.5 |
1,081.2 |
|
|
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 |
1,082.3 |
27.5 |
2.5% |
13.4 |
1.2% |
85% |
False |
False |
43,250 |
10 |
1,109.8 |
1,071.3 |
38.5 |
3.5% |
15.9 |
1.4% |
89% |
False |
False |
36,545 |
20 |
1,113.7 |
1,058.1 |
55.6 |
5.0% |
14.6 |
1.3% |
85% |
False |
False |
22,711 |
40 |
1,113.7 |
1,046.6 |
67.1 |
6.1% |
15.3 |
1.4% |
88% |
False |
False |
13,342 |
60 |
1,184.0 |
1,046.6 |
137.4 |
12.4% |
14.7 |
1.3% |
43% |
False |
False |
10,269 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.1% |
14.4 |
1.3% |
41% |
False |
False |
8,044 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.1% |
13.6 |
1.2% |
41% |
False |
False |
6,663 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.1% |
13.2 |
1.2% |
41% |
False |
False |
5,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,160.1 |
2.618 |
1,140.7 |
1.618 |
1,128.8 |
1.000 |
1,121.4 |
0.618 |
1,116.9 |
HIGH |
1,109.5 |
0.618 |
1,105.0 |
0.500 |
1,103.6 |
0.382 |
1,102.1 |
LOW |
1,097.6 |
0.618 |
1,090.2 |
1.000 |
1,085.7 |
1.618 |
1,078.3 |
2.618 |
1,066.4 |
4.250 |
1,047.0 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,104.9 |
1,104.1 |
PP |
1,104.2 |
1,102.5 |
S1 |
1,103.6 |
1,101.0 |
|