Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,065.6 |
1,075.0 |
9.4 |
0.9% |
1,077.1 |
High |
1,083.6 |
1,082.3 |
-1.3 |
-0.1% |
1,077.7 |
Low |
1,063.0 |
1,075.0 |
12.0 |
1.1% |
1,059.0 |
Close |
1,076.5 |
1,079.7 |
3.2 |
0.3% |
1,061.5 |
Range |
20.6 |
7.3 |
-13.3 |
-64.6% |
18.7 |
ATR |
13.3 |
12.9 |
-0.4 |
-3.2% |
0.0 |
Volume |
3,960 |
898 |
-3,062 |
-77.3% |
5,779 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.9 |
1,097.6 |
1,083.7 |
|
R3 |
1,093.6 |
1,090.3 |
1,081.7 |
|
R2 |
1,086.3 |
1,086.3 |
1,081.0 |
|
R1 |
1,083.0 |
1,083.0 |
1,080.4 |
1,084.7 |
PP |
1,079.0 |
1,079.0 |
1,079.0 |
1,079.8 |
S1 |
1,075.7 |
1,075.7 |
1,079.0 |
1,077.4 |
S2 |
1,071.7 |
1,071.7 |
1,078.4 |
|
S3 |
1,064.4 |
1,068.4 |
1,077.7 |
|
S4 |
1,057.1 |
1,061.1 |
1,075.7 |
|
|
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% |
10.2 |
0.9% |
84% |
False |
False |
1,951 |
10 |
1,083.6 |
1,059.0 |
24.6 |
2.3% |
9.6 |
0.9% |
84% |
False |
False |
1,450 |
20 |
1,087.3 |
1,048.3 |
39.0 |
3.6% |
12.2 |
1.1% |
81% |
False |
False |
1,732 |
40 |
1,111.7 |
1,047.2 |
64.5 |
6.0% |
13.2 |
1.2% |
50% |
False |
False |
2,340 |
60 |
1,192.4 |
1,047.2 |
145.2 |
13.4% |
13.4 |
1.2% |
22% |
False |
False |
1,919 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.4% |
13.2 |
1.2% |
22% |
False |
False |
1,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,113.3 |
2.618 |
1,101.4 |
1.618 |
1,094.1 |
1.000 |
1,089.6 |
0.618 |
1,086.8 |
HIGH |
1,082.3 |
0.618 |
1,079.5 |
0.500 |
1,078.7 |
0.382 |
1,077.8 |
LOW |
1,075.0 |
0.618 |
1,070.5 |
1.000 |
1,067.7 |
1.618 |
1,063.2 |
2.618 |
1,055.9 |
4.250 |
1,044.0 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,079.4 |
1,076.9 |
PP |
1,079.0 |
1,074.1 |
S1 |
1,078.7 |
1,071.3 |
|