Trading Metrics calculated at close of trading on 14-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,086.5 |
1,093.7 |
7.2 |
0.7% |
1,065.6 |
High |
1,096.0 |
1,095.0 |
-1.0 |
-0.1% |
1,112.3 |
Low |
1,080.6 |
1,071.8 |
-8.8 |
-0.8% |
1,063.0 |
Close |
1,087.9 |
1,074.1 |
-13.8 |
-1.3% |
1,099.2 |
Range |
15.4 |
23.2 |
7.8 |
50.6% |
49.3 |
ATR |
14.2 |
14.9 |
0.6 |
4.5% |
0.0 |
Volume |
4,161 |
8,752 |
4,591 |
110.3% |
13,619 |
|
Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.9 |
1,135.2 |
1,086.9 |
|
R3 |
1,126.7 |
1,112.0 |
1,080.5 |
|
R2 |
1,103.5 |
1,103.5 |
1,078.4 |
|
R1 |
1,088.8 |
1,088.8 |
1,076.2 |
1,084.6 |
PP |
1,080.3 |
1,080.3 |
1,080.3 |
1,078.2 |
S1 |
1,065.6 |
1,065.6 |
1,072.0 |
1,061.4 |
S2 |
1,057.1 |
1,057.1 |
1,069.8 |
|
S3 |
1,033.9 |
1,042.4 |
1,067.7 |
|
S4 |
1,010.7 |
1,019.2 |
1,061.3 |
|
|
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 |
1,071.8 |
40.5 |
3.8% |
17.2 |
1.6% |
6% |
False |
True |
4,756 |
10 |
1,112.3 |
1,059.0 |
53.3 |
5.0% |
15.7 |
1.5% |
28% |
False |
False |
3,636 |
20 |
1,112.3 |
1,048.3 |
64.0 |
6.0% |
13.9 |
1.3% |
40% |
False |
False |
2,585 |
40 |
1,112.3 |
1,047.2 |
65.1 |
6.1% |
14.2 |
1.3% |
41% |
False |
False |
2,507 |
60 |
1,184.3 |
1,047.2 |
137.1 |
12.8% |
13.7 |
1.3% |
20% |
False |
False |
2,326 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.8 |
1.3% |
19% |
False |
False |
1,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,193.6 |
2.618 |
1,155.7 |
1.618 |
1,132.5 |
1.000 |
1,118.2 |
0.618 |
1,109.3 |
HIGH |
1,095.0 |
0.618 |
1,086.1 |
0.500 |
1,083.4 |
0.382 |
1,080.7 |
LOW |
1,071.8 |
0.618 |
1,057.5 |
1.000 |
1,048.6 |
1.618 |
1,034.3 |
2.618 |
1,011.1 |
4.250 |
973.2 |
|
|
Fisher Pivots for day following 14-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,083.4 |
1,084.9 |
PP |
1,080.3 |
1,081.3 |
S1 |
1,077.2 |
1,077.7 |
|