Trading Metrics calculated at close of trading on 11-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,109.9 |
1,104.6 |
-5.3 |
-0.5% |
1,065.6 |
High |
1,112.3 |
1,109.0 |
-3.3 |
-0.3% |
1,112.3 |
Low |
1,093.4 |
1,094.2 |
0.8 |
0.1% |
1,063.0 |
Close |
1,099.2 |
1,097.1 |
-2.1 |
-0.2% |
1,099.2 |
Range |
18.9 |
14.8 |
-4.1 |
-21.7% |
49.3 |
ATR |
14.1 |
14.2 |
0.0 |
0.3% |
0.0 |
Volume |
2,775 |
5,061 |
2,286 |
82.4% |
13,619 |
|
Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.5 |
1,135.6 |
1,105.2 |
|
R3 |
1,129.7 |
1,120.8 |
1,101.2 |
|
R2 |
1,114.9 |
1,114.9 |
1,099.8 |
|
R1 |
1,106.0 |
1,106.0 |
1,098.5 |
1,103.1 |
PP |
1,100.1 |
1,100.1 |
1,100.1 |
1,098.6 |
S1 |
1,091.2 |
1,091.2 |
1,095.7 |
1,088.3 |
S2 |
1,085.3 |
1,085.3 |
1,094.4 |
|
S3 |
1,070.5 |
1,076.4 |
1,093.0 |
|
S4 |
1,055.7 |
1,061.6 |
1,089.0 |
|
|
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 |
1,075.0 |
37.3 |
3.4% |
15.9 |
1.4% |
59% |
False |
False |
2,944 |
10 |
1,112.3 |
1,059.0 |
53.3 |
4.9% |
13.2 |
1.2% |
71% |
False |
False |
2,445 |
20 |
1,112.3 |
1,048.3 |
64.0 |
5.8% |
13.4 |
1.2% |
76% |
False |
False |
1,994 |
40 |
1,112.3 |
1,047.2 |
65.1 |
5.9% |
13.8 |
1.3% |
77% |
False |
False |
2,343 |
60 |
1,192.4 |
1,047.2 |
145.2 |
13.2% |
13.4 |
1.2% |
34% |
False |
False |
2,098 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.2% |
13.6 |
1.2% |
34% |
False |
False |
1,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.9 |
2.618 |
1,147.7 |
1.618 |
1,132.9 |
1.000 |
1,123.8 |
0.618 |
1,118.1 |
HIGH |
1,109.0 |
0.618 |
1,103.3 |
0.500 |
1,101.6 |
0.382 |
1,099.9 |
LOW |
1,094.2 |
0.618 |
1,085.1 |
1.000 |
1,079.4 |
1.618 |
1,070.3 |
2.618 |
1,055.5 |
4.250 |
1,031.3 |
|
|
Fisher Pivots for day following 11-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,101.6 |
1,102.3 |
PP |
1,100.1 |
1,100.6 |
S1 |
1,098.6 |
1,098.8 |
|