Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,094.6 |
1,109.9 |
15.3 |
1.4% |
1,065.6 |
High |
1,111.1 |
1,112.3 |
1.2 |
0.1% |
1,112.3 |
Low |
1,092.3 |
1,093.4 |
1.1 |
0.1% |
1,063.0 |
Close |
1,109.1 |
1,099.2 |
-9.9 |
-0.9% |
1,099.2 |
Range |
18.8 |
18.9 |
0.1 |
0.5% |
49.3 |
ATR |
13.8 |
14.1 |
0.4 |
2.7% |
0.0 |
Volume |
3,890 |
2,775 |
-1,115 |
-28.7% |
13,619 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,158.3 |
1,147.7 |
1,109.6 |
|
R3 |
1,139.4 |
1,128.8 |
1,104.4 |
|
R2 |
1,120.5 |
1,120.5 |
1,102.7 |
|
R1 |
1,109.9 |
1,109.9 |
1,100.9 |
1,105.8 |
PP |
1,101.6 |
1,101.6 |
1,101.6 |
1,099.6 |
S1 |
1,091.0 |
1,091.0 |
1,097.5 |
1,086.9 |
S2 |
1,082.7 |
1,082.7 |
1,095.7 |
|
S3 |
1,063.8 |
1,072.1 |
1,094.0 |
|
S4 |
1,044.9 |
1,053.2 |
1,088.8 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.4 |
1,218.6 |
1,126.3 |
|
R3 |
1,190.1 |
1,169.3 |
1,112.8 |
|
R2 |
1,140.8 |
1,140.8 |
1,108.2 |
|
R1 |
1,120.0 |
1,120.0 |
1,103.7 |
1,130.4 |
PP |
1,091.5 |
1,091.5 |
1,091.5 |
1,096.7 |
S1 |
1,070.7 |
1,070.7 |
1,094.7 |
1,081.1 |
S2 |
1,042.2 |
1,042.2 |
1,090.2 |
|
S3 |
992.9 |
1,021.4 |
1,085.6 |
|
S4 |
943.6 |
972.1 |
1,072.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,112.3 |
1,063.0 |
49.3 |
4.5% |
17.0 |
1.5% |
73% |
True |
False |
2,723 |
10 |
1,112.3 |
1,059.0 |
53.3 |
4.8% |
12.3 |
1.1% |
75% |
True |
False |
1,987 |
20 |
1,112.3 |
1,048.3 |
64.0 |
5.8% |
13.0 |
1.2% |
80% |
True |
False |
1,832 |
40 |
1,112.3 |
1,047.2 |
65.1 |
5.9% |
13.6 |
1.2% |
80% |
True |
False |
2,298 |
60 |
1,192.4 |
1,047.2 |
145.2 |
13.2% |
13.5 |
1.2% |
36% |
False |
False |
2,039 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.2% |
13.6 |
1.2% |
36% |
False |
False |
1,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,192.6 |
2.618 |
1,161.8 |
1.618 |
1,142.9 |
1.000 |
1,131.2 |
0.618 |
1,124.0 |
HIGH |
1,112.3 |
0.618 |
1,105.1 |
0.500 |
1,102.9 |
0.382 |
1,100.6 |
LOW |
1,093.4 |
0.618 |
1,081.7 |
1.000 |
1,074.5 |
1.618 |
1,062.8 |
2.618 |
1,043.9 |
4.250 |
1,013.1 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,102.9 |
1,097.5 |
PP |
1,101.6 |
1,095.8 |
S1 |
1,100.4 |
1,094.1 |
|