Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,101.9 |
1,098.1 |
-3.8 |
-0.3% |
1,090.6 |
High |
1,102.4 |
1,109.8 |
7.4 |
0.7% |
1,109.8 |
Low |
1,094.5 |
1,098.1 |
3.6 |
0.3% |
1,083.0 |
Close |
1,096.5 |
1,106.1 |
9.6 |
0.9% |
1,096.5 |
Range |
7.9 |
11.7 |
3.8 |
48.1% |
26.8 |
ATR |
14.9 |
14.8 |
-0.1 |
-0.8% |
0.0 |
Volume |
5,212 |
21,680 |
16,468 |
316.0% |
18,486 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.8 |
1,134.6 |
1,112.5 |
|
R3 |
1,128.1 |
1,122.9 |
1,109.3 |
|
R2 |
1,116.4 |
1,116.4 |
1,108.2 |
|
R1 |
1,111.2 |
1,111.2 |
1,107.2 |
1,113.8 |
PP |
1,104.7 |
1,104.7 |
1,104.7 |
1,106.0 |
S1 |
1,099.5 |
1,099.5 |
1,105.0 |
1,102.1 |
S2 |
1,093.0 |
1,093.0 |
1,104.0 |
|
S3 |
1,081.3 |
1,087.8 |
1,102.9 |
|
S4 |
1,069.6 |
1,076.1 |
1,099.7 |
|
|
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 |
1,083.0 |
26.8 |
2.4% |
12.7 |
1.1% |
86% |
True |
False |
8,033 |
10 |
1,109.8 |
1,071.8 |
38.0 |
3.4% |
15.1 |
1.4% |
90% |
True |
False |
6,292 |
20 |
1,112.3 |
1,059.0 |
53.3 |
4.8% |
13.7 |
1.2% |
88% |
False |
False |
4,139 |
40 |
1,112.3 |
1,047.2 |
65.1 |
5.9% |
14.4 |
1.3% |
90% |
False |
False |
2,966 |
60 |
1,184.3 |
1,047.2 |
137.1 |
12.4% |
14.1 |
1.3% |
43% |
False |
False |
2,936 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.1% |
13.9 |
1.3% |
41% |
False |
False |
2,408 |
100 |
1,192.4 |
1,047.2 |
145.2 |
13.1% |
13.4 |
1.2% |
41% |
False |
False |
2,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,159.5 |
2.618 |
1,140.4 |
1.618 |
1,128.7 |
1.000 |
1,121.5 |
0.618 |
1,117.0 |
HIGH |
1,109.8 |
0.618 |
1,105.3 |
0.500 |
1,104.0 |
0.382 |
1,102.6 |
LOW |
1,098.1 |
0.618 |
1,090.9 |
1.000 |
1,086.4 |
1.618 |
1,079.2 |
2.618 |
1,067.5 |
4.250 |
1,048.4 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,105.4 |
1,104.6 |
PP |
1,104.7 |
1,103.0 |
S1 |
1,104.0 |
1,101.5 |
|