Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,098.1 |
1,108.0 |
9.9 |
0.9% |
1,090.6 |
High |
1,109.8 |
1,124.0 |
14.2 |
1.3% |
1,109.8 |
Low |
1,098.1 |
1,108.0 |
9.9 |
0.9% |
1,083.0 |
Close |
1,106.1 |
1,121.1 |
15.0 |
1.4% |
1,096.5 |
Range |
11.7 |
16.0 |
4.3 |
36.8% |
26.8 |
ATR |
14.8 |
15.0 |
0.2 |
1.5% |
0.0 |
Volume |
21,680 |
9,626 |
-12,054 |
-55.6% |
18,486 |
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.7 |
1,159.4 |
1,129.9 |
|
R3 |
1,149.7 |
1,143.4 |
1,125.5 |
|
R2 |
1,133.7 |
1,133.7 |
1,124.0 |
|
R1 |
1,127.4 |
1,127.4 |
1,122.6 |
1,130.6 |
PP |
1,117.7 |
1,117.7 |
1,117.7 |
1,119.3 |
S1 |
1,111.4 |
1,111.4 |
1,119.6 |
1,114.6 |
S2 |
1,101.7 |
1,101.7 |
1,118.2 |
|
S3 |
1,085.7 |
1,095.4 |
1,116.7 |
|
S4 |
1,069.7 |
1,079.4 |
1,112.3 |
|
|
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 |
1,124.0 |
1,089.2 |
34.8 |
3.1% |
13.6 |
1.2% |
92% |
True |
False |
9,470 |
10 |
1,124.0 |
1,071.8 |
52.2 |
4.7% |
15.3 |
1.4% |
94% |
True |
False |
6,748 |
20 |
1,124.0 |
1,059.0 |
65.0 |
5.8% |
14.2 |
1.3% |
96% |
True |
False |
4,597 |
40 |
1,124.0 |
1,047.2 |
76.8 |
6.9% |
14.5 |
1.3% |
96% |
True |
False |
3,127 |
60 |
1,164.0 |
1,047.2 |
116.8 |
10.4% |
13.9 |
1.2% |
63% |
False |
False |
3,062 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.0% |
13.9 |
1.2% |
51% |
False |
False |
2,519 |
100 |
1,192.4 |
1,047.2 |
145.2 |
13.0% |
13.4 |
1.2% |
51% |
False |
False |
2,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,192.0 |
2.618 |
1,165.9 |
1.618 |
1,149.9 |
1.000 |
1,140.0 |
0.618 |
1,133.9 |
HIGH |
1,124.0 |
0.618 |
1,117.9 |
0.500 |
1,116.0 |
0.382 |
1,114.1 |
LOW |
1,108.0 |
0.618 |
1,098.1 |
1.000 |
1,092.0 |
1.618 |
1,082.1 |
2.618 |
1,066.1 |
4.250 |
1,040.0 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,119.4 |
1,117.2 |
PP |
1,117.7 |
1,113.2 |
S1 |
1,116.0 |
1,109.3 |
|