Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,097.7 |
1,109.4 |
11.7 |
1.1% |
1,090.0 |
High |
1,109.5 |
1,123.6 |
14.1 |
1.3% |
1,109.8 |
Low |
1,097.6 |
1,107.7 |
10.1 |
0.9% |
1,082.3 |
Close |
1,105.6 |
1,120.6 |
15.0 |
1.4% |
1,096.3 |
Range |
11.9 |
15.9 |
4.0 |
33.6% |
27.5 |
ATR |
15.5 |
15.7 |
0.2 |
1.2% |
0.0 |
Volume |
70,620 |
91,028 |
20,408 |
28.9% |
145,630 |
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.0 |
1,158.7 |
1,129.3 |
|
R3 |
1,149.1 |
1,142.8 |
1,125.0 |
|
R2 |
1,133.2 |
1,133.2 |
1,123.5 |
|
R1 |
1,126.9 |
1,126.9 |
1,122.1 |
1,130.1 |
PP |
1,117.3 |
1,117.3 |
1,117.3 |
1,118.9 |
S1 |
1,111.0 |
1,111.0 |
1,119.1 |
1,114.2 |
S2 |
1,101.4 |
1,101.4 |
1,117.7 |
|
S3 |
1,085.5 |
1,095.1 |
1,116.2 |
|
S4 |
1,069.6 |
1,079.2 |
1,111.9 |
|
|
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 |
1,123.6 |
1,087.5 |
36.1 |
3.2% |
14.3 |
1.3% |
92% |
True |
False |
56,626 |
10 |
1,123.6 |
1,071.3 |
52.3 |
4.7% |
16.0 |
1.4% |
94% |
True |
False |
40,603 |
20 |
1,123.6 |
1,058.1 |
65.5 |
5.8% |
15.0 |
1.3% |
95% |
True |
False |
26,880 |
40 |
1,123.6 |
1,046.6 |
77.0 |
6.9% |
15.4 |
1.4% |
96% |
True |
False |
15,310 |
60 |
1,163.0 |
1,046.6 |
116.4 |
10.4% |
14.5 |
1.3% |
64% |
False |
False |
11,744 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.0% |
14.4 |
1.3% |
51% |
False |
False |
9,170 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.0% |
13.7 |
1.2% |
51% |
False |
False |
7,570 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.0% |
13.2 |
1.2% |
51% |
False |
False |
6,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,191.2 |
2.618 |
1,165.2 |
1.618 |
1,149.3 |
1.000 |
1,139.5 |
0.618 |
1,133.4 |
HIGH |
1,123.6 |
0.618 |
1,117.5 |
0.500 |
1,115.7 |
0.382 |
1,113.8 |
LOW |
1,107.7 |
0.618 |
1,097.9 |
1.000 |
1,091.8 |
1.618 |
1,082.0 |
2.618 |
1,066.1 |
4.250 |
1,040.1 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,119.0 |
1,116.7 |
PP |
1,117.3 |
1,112.8 |
S1 |
1,115.7 |
1,108.9 |
|