Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,098.6 |
1,101.9 |
3.3 |
0.3% |
1,090.6 |
High |
1,104.7 |
1,102.4 |
-2.3 |
-0.2% |
1,109.8 |
Low |
1,093.1 |
1,094.5 |
1.4 |
0.1% |
1,083.0 |
Close |
1,098.2 |
1,096.5 |
-1.7 |
-0.2% |
1,096.5 |
Range |
11.6 |
7.9 |
-3.7 |
-31.9% |
26.8 |
ATR |
15.4 |
14.9 |
-0.5 |
-3.5% |
0.0 |
Volume |
5,788 |
5,212 |
-576 |
-10.0% |
18,486 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.5 |
1,116.9 |
1,100.8 |
|
R3 |
1,113.6 |
1,109.0 |
1,098.7 |
|
R2 |
1,105.7 |
1,105.7 |
1,097.9 |
|
R1 |
1,101.1 |
1,101.1 |
1,097.2 |
1,099.5 |
PP |
1,097.8 |
1,097.8 |
1,097.8 |
1,097.0 |
S1 |
1,093.2 |
1,093.2 |
1,095.8 |
1,091.6 |
S2 |
1,089.9 |
1,089.9 |
1,095.1 |
|
S3 |
1,082.0 |
1,085.3 |
1,094.3 |
|
S4 |
1,074.1 |
1,077.4 |
1,092.2 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,176.8 |
1,163.5 |
1,111.2 |
|
R3 |
1,150.0 |
1,136.7 |
1,103.9 |
|
R2 |
1,123.2 |
1,123.2 |
1,101.4 |
|
R1 |
1,109.9 |
1,109.9 |
1,099.0 |
1,116.6 |
PP |
1,096.4 |
1,096.4 |
1,096.4 |
1,099.8 |
S1 |
1,083.1 |
1,083.1 |
1,094.0 |
1,089.8 |
S2 |
1,069.6 |
1,069.6 |
1,091.6 |
|
S3 |
1,042.8 |
1,056.3 |
1,089.1 |
|
S4 |
1,016.0 |
1,029.5 |
1,081.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,109.8 |
1,076.9 |
32.9 |
3.0% |
14.5 |
1.3% |
60% |
False |
False |
4,046 |
10 |
1,112.3 |
1,071.8 |
40.5 |
3.7% |
15.9 |
1.4% |
61% |
False |
False |
4,401 |
20 |
1,112.3 |
1,059.0 |
53.3 |
4.9% |
13.5 |
1.2% |
70% |
False |
False |
3,133 |
40 |
1,112.3 |
1,047.2 |
65.1 |
5.9% |
14.4 |
1.3% |
76% |
False |
False |
2,597 |
60 |
1,184.3 |
1,047.2 |
137.1 |
12.5% |
14.0 |
1.3% |
36% |
False |
False |
2,588 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.2% |
13.8 |
1.3% |
34% |
False |
False |
2,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,136.0 |
2.618 |
1,123.1 |
1.618 |
1,115.2 |
1.000 |
1,110.3 |
0.618 |
1,107.3 |
HIGH |
1,102.4 |
0.618 |
1,099.4 |
0.500 |
1,098.5 |
0.382 |
1,097.5 |
LOW |
1,094.5 |
0.618 |
1,089.6 |
1.000 |
1,086.6 |
1.618 |
1,081.7 |
2.618 |
1,073.8 |
4.250 |
1,060.9 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,098.5 |
1,099.5 |
PP |
1,097.8 |
1,098.5 |
S1 |
1,097.2 |
1,097.5 |
|