Trading Metrics calculated at close of trading on 04-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,061.6 |
1,065.6 |
4.0 |
0.4% |
1,077.1 |
High |
1,063.3 |
1,083.6 |
20.3 |
1.9% |
1,077.7 |
Low |
1,059.0 |
1,063.0 |
4.0 |
0.4% |
1,059.0 |
Close |
1,061.5 |
1,076.5 |
15.0 |
1.4% |
1,061.5 |
Range |
4.3 |
20.6 |
16.3 |
379.1% |
18.7 |
ATR |
12.6 |
13.3 |
0.7 |
5.3% |
0.0 |
Volume |
1,743 |
3,960 |
2,217 |
127.2% |
5,779 |
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,136.2 |
1,126.9 |
1,087.8 |
|
R3 |
1,115.6 |
1,106.3 |
1,082.2 |
|
R2 |
1,095.0 |
1,095.0 |
1,080.3 |
|
R1 |
1,085.7 |
1,085.7 |
1,078.4 |
1,090.4 |
PP |
1,074.4 |
1,074.4 |
1,074.4 |
1,076.7 |
S1 |
1,065.1 |
1,065.1 |
1,074.6 |
1,069.8 |
S2 |
1,053.8 |
1,053.8 |
1,072.7 |
|
S3 |
1,033.2 |
1,044.5 |
1,070.8 |
|
S4 |
1,012.6 |
1,023.9 |
1,065.2 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,122.2 |
1,110.5 |
1,071.8 |
|
R3 |
1,103.5 |
1,091.8 |
1,066.6 |
|
R2 |
1,084.8 |
1,084.8 |
1,064.9 |
|
R1 |
1,073.1 |
1,073.1 |
1,063.2 |
1,069.6 |
PP |
1,066.1 |
1,066.1 |
1,066.1 |
1,064.3 |
S1 |
1,054.4 |
1,054.4 |
1,059.8 |
1,050.9 |
S2 |
1,047.4 |
1,047.4 |
1,058.1 |
|
S3 |
1,028.7 |
1,035.7 |
1,056.4 |
|
S4 |
1,010.0 |
1,017.0 |
1,051.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,083.6 |
1,059.0 |
24.6 |
2.3% |
10.5 |
1.0% |
71% |
True |
False |
1,947 |
10 |
1,083.6 |
1,052.0 |
31.6 |
2.9% |
10.8 |
1.0% |
78% |
True |
False |
1,455 |
20 |
1,089.6 |
1,048.3 |
41.3 |
3.8% |
13.2 |
1.2% |
68% |
False |
False |
1,734 |
40 |
1,112.6 |
1,047.2 |
65.4 |
6.1% |
13.2 |
1.2% |
45% |
False |
False |
2,348 |
60 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.4 |
1.2% |
20% |
False |
False |
1,919 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.2 |
1.2% |
20% |
False |
False |
1,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.2 |
2.618 |
1,137.5 |
1.618 |
1,116.9 |
1.000 |
1,104.2 |
0.618 |
1,096.3 |
HIGH |
1,083.6 |
0.618 |
1,075.7 |
0.500 |
1,073.3 |
0.382 |
1,070.9 |
LOW |
1,063.0 |
0.618 |
1,050.3 |
1.000 |
1,042.4 |
1.618 |
1,029.7 |
2.618 |
1,009.1 |
4.250 |
975.5 |
|
|
Fisher Pivots for day following 04-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,075.4 |
1,074.8 |
PP |
1,074.4 |
1,073.0 |
S1 |
1,073.3 |
1,071.3 |
|