Trading Metrics calculated at close of trading on 12-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,104.6 |
1,095.7 |
-8.9 |
-0.8% |
1,065.6 |
High |
1,109.0 |
1,098.0 |
-11.0 |
-1.0% |
1,112.3 |
Low |
1,094.2 |
1,084.3 |
-9.9 |
-0.9% |
1,063.0 |
Close |
1,097.1 |
1,085.9 |
-11.2 |
-1.0% |
1,099.2 |
Range |
14.8 |
13.7 |
-1.1 |
-7.4% |
49.3 |
ATR |
14.2 |
14.1 |
0.0 |
-0.2% |
0.0 |
Volume |
5,061 |
3,033 |
-2,028 |
-40.1% |
13,619 |
|
Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.5 |
1,121.9 |
1,093.4 |
|
R3 |
1,116.8 |
1,108.2 |
1,089.7 |
|
R2 |
1,103.1 |
1,103.1 |
1,088.4 |
|
R1 |
1,094.5 |
1,094.5 |
1,087.2 |
1,092.0 |
PP |
1,089.4 |
1,089.4 |
1,089.4 |
1,088.1 |
S1 |
1,080.8 |
1,080.8 |
1,084.6 |
1,078.3 |
S2 |
1,075.7 |
1,075.7 |
1,083.4 |
|
S3 |
1,062.0 |
1,067.1 |
1,082.1 |
|
S4 |
1,048.3 |
1,053.4 |
1,078.4 |
|
|
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 |
1,075.9 |
36.4 |
3.4% |
17.1 |
1.6% |
27% |
False |
False |
3,371 |
10 |
1,112.3 |
1,059.0 |
53.3 |
4.9% |
13.7 |
1.3% |
50% |
False |
False |
2,661 |
20 |
1,112.3 |
1,048.3 |
64.0 |
5.9% |
13.3 |
1.2% |
59% |
False |
False |
2,055 |
40 |
1,112.3 |
1,047.2 |
65.1 |
6.0% |
13.8 |
1.3% |
59% |
False |
False |
2,247 |
60 |
1,185.8 |
1,047.2 |
138.6 |
12.8% |
13.4 |
1.2% |
28% |
False |
False |
2,130 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.4% |
13.6 |
1.3% |
27% |
False |
False |
1,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,156.2 |
2.618 |
1,133.9 |
1.618 |
1,120.2 |
1.000 |
1,111.7 |
0.618 |
1,106.5 |
HIGH |
1,098.0 |
0.618 |
1,092.8 |
0.500 |
1,091.2 |
0.382 |
1,089.5 |
LOW |
1,084.3 |
0.618 |
1,075.8 |
1.000 |
1,070.6 |
1.618 |
1,062.1 |
2.618 |
1,048.4 |
4.250 |
1,026.1 |
|
|
Fisher Pivots for day following 12-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,091.2 |
1,098.3 |
PP |
1,089.4 |
1,094.2 |
S1 |
1,087.7 |
1,090.0 |
|