Trading Metrics calculated at close of trading on 28-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,120.2 |
1,126.2 |
6.0 |
0.5% |
1,090.0 |
High |
1,128.7 |
1,126.4 |
-2.3 |
-0.2% |
1,109.8 |
Low |
1,115.2 |
1,110.2 |
-5.0 |
-0.4% |
1,082.3 |
Close |
1,116.3 |
1,116.1 |
-0.2 |
0.0% |
1,096.3 |
Range |
13.5 |
16.2 |
2.7 |
20.0% |
27.5 |
ATR |
15.5 |
15.6 |
0.0 |
0.3% |
0.0 |
Volume |
128,986 |
151,218 |
22,232 |
17.2% |
145,630 |
|
Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,166.2 |
1,157.3 |
1,125.0 |
|
R3 |
1,150.0 |
1,141.1 |
1,120.6 |
|
R2 |
1,133.8 |
1,133.8 |
1,119.1 |
|
R1 |
1,124.9 |
1,124.9 |
1,117.6 |
1,121.3 |
PP |
1,117.6 |
1,117.6 |
1,117.6 |
1,115.7 |
S1 |
1,108.7 |
1,108.7 |
1,114.6 |
1,105.1 |
S2 |
1,101.4 |
1,101.4 |
1,113.1 |
|
S3 |
1,085.2 |
1,092.5 |
1,111.6 |
|
S4 |
1,069.0 |
1,076.3 |
1,107.2 |
|
|
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 |
1,128.7 |
1,094.1 |
34.6 |
3.1% |
13.3 |
1.2% |
64% |
False |
False |
97,315 |
10 |
1,128.7 |
1,071.3 |
57.4 |
5.1% |
15.8 |
1.4% |
78% |
False |
False |
63,603 |
20 |
1,128.7 |
1,058.1 |
70.6 |
6.3% |
15.6 |
1.4% |
82% |
False |
False |
40,526 |
40 |
1,128.7 |
1,046.6 |
82.1 |
7.4% |
15.2 |
1.4% |
85% |
False |
False |
22,132 |
60 |
1,142.3 |
1,046.6 |
95.7 |
8.6% |
14.6 |
1.3% |
73% |
False |
False |
16,381 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.0% |
14.2 |
1.3% |
48% |
False |
False |
12,642 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.0% |
13.8 |
1.2% |
48% |
False |
False |
10,354 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.0% |
13.4 |
1.2% |
48% |
False |
False |
8,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,195.3 |
2.618 |
1,168.8 |
1.618 |
1,152.6 |
1.000 |
1,142.6 |
0.618 |
1,136.4 |
HIGH |
1,126.4 |
0.618 |
1,120.2 |
0.500 |
1,118.3 |
0.382 |
1,116.4 |
LOW |
1,110.2 |
0.618 |
1,100.2 |
1.000 |
1,094.0 |
1.618 |
1,084.0 |
2.618 |
1,067.8 |
4.250 |
1,041.4 |
|
|
Fisher Pivots for day following 28-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,118.3 |
1,118.2 |
PP |
1,117.6 |
1,117.5 |
S1 |
1,116.8 |
1,116.8 |
|