Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,093.7 |
1,077.9 |
-15.8 |
-1.4% |
1,104.6 |
High |
1,095.0 |
1,097.8 |
2.8 |
0.3% |
1,109.0 |
Low |
1,071.8 |
1,076.9 |
5.1 |
0.5% |
1,071.8 |
Close |
1,074.1 |
1,091.1 |
17.0 |
1.6% |
1,091.1 |
Range |
23.2 |
20.9 |
-2.3 |
-9.9% |
37.2 |
ATR |
14.9 |
15.5 |
0.6 |
4.2% |
0.0 |
Volume |
8,752 |
1,748 |
-7,004 |
-80.0% |
22,755 |
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.3 |
1,142.1 |
1,102.6 |
|
R3 |
1,130.4 |
1,121.2 |
1,096.8 |
|
R2 |
1,109.5 |
1,109.5 |
1,094.9 |
|
R1 |
1,100.3 |
1,100.3 |
1,093.0 |
1,104.9 |
PP |
1,088.6 |
1,088.6 |
1,088.6 |
1,090.9 |
S1 |
1,079.4 |
1,079.4 |
1,089.2 |
1,084.0 |
S2 |
1,067.7 |
1,067.7 |
1,087.3 |
|
S3 |
1,046.8 |
1,058.5 |
1,085.4 |
|
S4 |
1,025.9 |
1,037.6 |
1,079.6 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,202.2 |
1,183.9 |
1,111.6 |
|
R3 |
1,165.0 |
1,146.7 |
1,101.3 |
|
R2 |
1,127.8 |
1,127.8 |
1,097.9 |
|
R1 |
1,109.5 |
1,109.5 |
1,094.5 |
1,100.1 |
PP |
1,090.6 |
1,090.6 |
1,090.6 |
1,085.9 |
S1 |
1,072.3 |
1,072.3 |
1,087.7 |
1,062.9 |
S2 |
1,053.4 |
1,053.4 |
1,084.3 |
|
S3 |
1,016.2 |
1,035.1 |
1,080.9 |
|
S4 |
979.0 |
997.9 |
1,070.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,109.0 |
1,071.8 |
37.2 |
3.4% |
17.6 |
1.6% |
52% |
False |
False |
4,551 |
10 |
1,112.3 |
1,063.0 |
49.3 |
4.5% |
17.3 |
1.6% |
57% |
False |
False |
3,637 |
20 |
1,112.3 |
1,048.3 |
64.0 |
5.9% |
14.3 |
1.3% |
67% |
False |
False |
2,530 |
40 |
1,112.3 |
1,047.2 |
65.1 |
6.0% |
14.2 |
1.3% |
67% |
False |
False |
2,426 |
60 |
1,184.3 |
1,047.2 |
137.1 |
12.6% |
13.9 |
1.3% |
32% |
False |
False |
2,346 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.3% |
14.0 |
1.3% |
30% |
False |
False |
1,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,186.6 |
2.618 |
1,152.5 |
1.618 |
1,131.6 |
1.000 |
1,118.7 |
0.618 |
1,110.7 |
HIGH |
1,097.8 |
0.618 |
1,089.8 |
0.500 |
1,087.4 |
0.382 |
1,084.9 |
LOW |
1,076.9 |
0.618 |
1,064.0 |
1.000 |
1,056.0 |
1.618 |
1,043.1 |
2.618 |
1,022.2 |
4.250 |
988.1 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,089.9 |
1,089.0 |
PP |
1,088.6 |
1,086.9 |
S1 |
1,087.4 |
1,084.8 |
|