Trading Metrics calculated at close of trading on 13-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,095.7 |
1,086.5 |
-9.2 |
-0.8% |
1,065.6 |
High |
1,098.0 |
1,096.0 |
-2.0 |
-0.2% |
1,112.3 |
Low |
1,084.3 |
1,080.6 |
-3.7 |
-0.3% |
1,063.0 |
Close |
1,085.9 |
1,087.9 |
2.0 |
0.2% |
1,099.2 |
Range |
13.7 |
15.4 |
1.7 |
12.4% |
49.3 |
ATR |
14.1 |
14.2 |
0.1 |
0.6% |
0.0 |
Volume |
3,033 |
4,161 |
1,128 |
37.2% |
13,619 |
|
Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,134.4 |
1,126.5 |
1,096.4 |
|
R3 |
1,119.0 |
1,111.1 |
1,092.1 |
|
R2 |
1,103.6 |
1,103.6 |
1,090.7 |
|
R1 |
1,095.7 |
1,095.7 |
1,089.3 |
1,099.7 |
PP |
1,088.2 |
1,088.2 |
1,088.2 |
1,090.1 |
S1 |
1,080.3 |
1,080.3 |
1,086.5 |
1,084.3 |
S2 |
1,072.8 |
1,072.8 |
1,085.1 |
|
S3 |
1,057.4 |
1,064.9 |
1,083.7 |
|
S4 |
1,042.0 |
1,049.5 |
1,079.4 |
|
|
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 |
1,080.6 |
31.7 |
2.9% |
16.3 |
1.5% |
23% |
False |
True |
3,784 |
10 |
1,112.3 |
1,059.0 |
53.3 |
4.9% |
14.6 |
1.3% |
54% |
False |
False |
2,994 |
20 |
1,112.3 |
1,048.3 |
64.0 |
5.9% |
13.2 |
1.2% |
62% |
False |
False |
2,200 |
40 |
1,112.3 |
1,047.2 |
65.1 |
6.0% |
14.0 |
1.3% |
63% |
False |
False |
2,335 |
60 |
1,184.3 |
1,047.2 |
137.1 |
12.6% |
13.5 |
1.2% |
30% |
False |
False |
2,195 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.3% |
13.6 |
1.3% |
28% |
False |
False |
1,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,161.5 |
2.618 |
1,136.3 |
1.618 |
1,120.9 |
1.000 |
1,111.4 |
0.618 |
1,105.5 |
HIGH |
1,096.0 |
0.618 |
1,090.1 |
0.500 |
1,088.3 |
0.382 |
1,086.5 |
LOW |
1,080.6 |
0.618 |
1,071.1 |
1.000 |
1,065.2 |
1.618 |
1,055.7 |
2.618 |
1,040.3 |
4.250 |
1,015.2 |
|
|
Fisher Pivots for day following 13-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,088.3 |
1,094.8 |
PP |
1,088.2 |
1,092.5 |
S1 |
1,088.0 |
1,090.2 |
|