Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,126.2 |
1,114.8 |
-11.4 |
-1.0% |
1,097.7 |
High |
1,126.4 |
1,118.9 |
-7.5 |
-0.7% |
1,128.7 |
Low |
1,110.2 |
1,108.5 |
-1.7 |
-0.2% |
1,097.6 |
Close |
1,116.1 |
1,116.4 |
0.3 |
0.0% |
1,116.4 |
Range |
16.2 |
10.4 |
-5.8 |
-35.8% |
31.1 |
ATR |
15.6 |
15.2 |
-0.4 |
-2.4% |
0.0 |
Volume |
151,218 |
133,251 |
-17,967 |
-11.9% |
575,103 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,145.8 |
1,141.5 |
1,122.1 |
|
R3 |
1,135.4 |
1,131.1 |
1,119.3 |
|
R2 |
1,125.0 |
1,125.0 |
1,118.3 |
|
R1 |
1,120.7 |
1,120.7 |
1,117.4 |
1,122.9 |
PP |
1,114.6 |
1,114.6 |
1,114.6 |
1,115.7 |
S1 |
1,110.3 |
1,110.3 |
1,115.4 |
1,112.5 |
S2 |
1,104.2 |
1,104.2 |
1,114.5 |
|
S3 |
1,093.8 |
1,099.9 |
1,113.5 |
|
S4 |
1,083.4 |
1,089.5 |
1,110.7 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.5 |
1,193.1 |
1,133.5 |
|
R3 |
1,176.4 |
1,162.0 |
1,125.0 |
|
R2 |
1,145.3 |
1,145.3 |
1,122.1 |
|
R1 |
1,130.9 |
1,130.9 |
1,119.3 |
1,138.1 |
PP |
1,114.2 |
1,114.2 |
1,114.2 |
1,117.9 |
S1 |
1,099.8 |
1,099.8 |
1,113.5 |
1,107.0 |
S2 |
1,083.1 |
1,083.1 |
1,110.7 |
|
S3 |
1,052.0 |
1,068.7 |
1,107.8 |
|
S4 |
1,020.9 |
1,037.6 |
1,099.3 |
|
|
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 |
1,097.6 |
31.1 |
2.8% |
13.6 |
1.2% |
60% |
False |
False |
115,020 |
10 |
1,128.7 |
1,076.2 |
52.5 |
4.7% |
14.5 |
1.3% |
77% |
False |
False |
73,652 |
20 |
1,128.7 |
1,058.1 |
70.6 |
6.3% |
15.5 |
1.4% |
83% |
False |
False |
46,680 |
40 |
1,128.7 |
1,046.6 |
82.1 |
7.4% |
15.2 |
1.4% |
85% |
False |
False |
25,373 |
60 |
1,137.1 |
1,046.6 |
90.5 |
8.1% |
14.6 |
1.3% |
77% |
False |
False |
18,591 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.0% |
14.3 |
1.3% |
48% |
False |
False |
14,300 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.0% |
13.8 |
1.2% |
48% |
False |
False |
11,672 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.0% |
13.3 |
1.2% |
48% |
False |
False |
9,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.1 |
2.618 |
1,146.1 |
1.618 |
1,135.7 |
1.000 |
1,129.3 |
0.618 |
1,125.3 |
HIGH |
1,118.9 |
0.618 |
1,114.9 |
0.500 |
1,113.7 |
0.382 |
1,112.5 |
LOW |
1,108.5 |
0.618 |
1,102.1 |
1.000 |
1,098.1 |
1.618 |
1,091.7 |
2.618 |
1,081.3 |
4.250 |
1,064.3 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,115.5 |
1,118.6 |
PP |
1,114.6 |
1,117.9 |
S1 |
1,113.7 |
1,117.1 |
|