Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,076.9 |
1,094.6 |
17.7 |
1.6% |
1,077.1 |
High |
1,095.4 |
1,111.1 |
15.7 |
1.4% |
1,077.7 |
Low |
1,075.9 |
1,092.3 |
16.4 |
1.5% |
1,059.0 |
Close |
1,093.2 |
1,109.1 |
15.9 |
1.5% |
1,061.5 |
Range |
19.5 |
18.8 |
-0.7 |
-3.6% |
18.7 |
ATR |
13.4 |
13.8 |
0.4 |
2.9% |
0.0 |
Volume |
2,096 |
3,890 |
1,794 |
85.6% |
5,779 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,160.6 |
1,153.6 |
1,119.4 |
|
R3 |
1,141.8 |
1,134.8 |
1,114.3 |
|
R2 |
1,123.0 |
1,123.0 |
1,112.5 |
|
R1 |
1,116.0 |
1,116.0 |
1,110.8 |
1,119.5 |
PP |
1,104.2 |
1,104.2 |
1,104.2 |
1,105.9 |
S1 |
1,097.2 |
1,097.2 |
1,107.4 |
1,100.7 |
S2 |
1,085.4 |
1,085.4 |
1,105.7 |
|
S3 |
1,066.6 |
1,078.4 |
1,103.9 |
|
S4 |
1,047.8 |
1,059.6 |
1,098.8 |
|
|
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 |
1,111.1 |
1,059.0 |
52.1 |
4.7% |
14.1 |
1.3% |
96% |
True |
False |
2,517 |
10 |
1,111.1 |
1,059.0 |
52.1 |
4.7% |
11.1 |
1.0% |
96% |
True |
False |
1,865 |
20 |
1,111.1 |
1,048.3 |
62.8 |
5.7% |
12.8 |
1.1% |
97% |
True |
False |
1,804 |
40 |
1,111.1 |
1,047.2 |
63.9 |
5.8% |
13.4 |
1.2% |
97% |
True |
False |
2,284 |
60 |
1,192.4 |
1,047.2 |
145.2 |
13.1% |
13.5 |
1.2% |
43% |
False |
False |
2,002 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.1% |
13.5 |
1.2% |
43% |
False |
False |
1,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,191.0 |
2.618 |
1,160.3 |
1.618 |
1,141.5 |
1.000 |
1,129.9 |
0.618 |
1,122.7 |
HIGH |
1,111.1 |
0.618 |
1,103.9 |
0.500 |
1,101.7 |
0.382 |
1,099.5 |
LOW |
1,092.3 |
0.618 |
1,080.7 |
1.000 |
1,073.5 |
1.618 |
1,061.9 |
2.618 |
1,043.1 |
4.250 |
1,012.4 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,106.6 |
1,103.8 |
PP |
1,104.2 |
1,098.4 |
S1 |
1,101.7 |
1,093.1 |
|