Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,108.0 |
1,121.1 |
13.1 |
1.2% |
1,090.6 |
High |
1,124.0 |
1,129.1 |
5.1 |
0.5% |
1,109.8 |
Low |
1,108.0 |
1,115.8 |
7.8 |
0.7% |
1,083.0 |
Close |
1,121.1 |
1,116.8 |
-4.3 |
-0.4% |
1,096.5 |
Range |
16.0 |
13.3 |
-2.7 |
-16.9% |
26.8 |
ATR |
15.0 |
14.9 |
-0.1 |
-0.8% |
0.0 |
Volume |
9,626 |
6,546 |
-3,080 |
-32.0% |
18,486 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,160.5 |
1,151.9 |
1,124.1 |
|
R3 |
1,147.2 |
1,138.6 |
1,120.5 |
|
R2 |
1,133.9 |
1,133.9 |
1,119.2 |
|
R1 |
1,125.3 |
1,125.3 |
1,118.0 |
1,123.0 |
PP |
1,120.6 |
1,120.6 |
1,120.6 |
1,119.4 |
S1 |
1,112.0 |
1,112.0 |
1,115.6 |
1,109.7 |
S2 |
1,107.3 |
1,107.3 |
1,114.4 |
|
S3 |
1,094.0 |
1,098.7 |
1,113.1 |
|
S4 |
1,080.7 |
1,085.4 |
1,109.5 |
|
|
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 |
1,129.1 |
1,093.1 |
36.0 |
3.2% |
12.1 |
1.1% |
66% |
True |
False |
9,770 |
10 |
1,129.1 |
1,071.8 |
57.3 |
5.1% |
15.2 |
1.4% |
79% |
True |
False |
7,099 |
20 |
1,129.1 |
1,059.0 |
70.1 |
6.3% |
14.5 |
1.3% |
82% |
True |
False |
4,880 |
40 |
1,129.1 |
1,047.2 |
81.9 |
7.3% |
14.3 |
1.3% |
85% |
True |
False |
3,239 |
60 |
1,151.5 |
1,047.2 |
104.3 |
9.3% |
13.9 |
1.2% |
67% |
False |
False |
3,142 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.0% |
14.0 |
1.3% |
48% |
False |
False |
2,599 |
100 |
1,192.4 |
1,047.2 |
145.2 |
13.0% |
13.5 |
1.2% |
48% |
False |
False |
2,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,185.6 |
2.618 |
1,163.9 |
1.618 |
1,150.6 |
1.000 |
1,142.4 |
0.618 |
1,137.3 |
HIGH |
1,129.1 |
0.618 |
1,124.0 |
0.500 |
1,122.5 |
0.382 |
1,120.9 |
LOW |
1,115.8 |
0.618 |
1,107.6 |
1.000 |
1,102.5 |
1.618 |
1,094.3 |
2.618 |
1,081.0 |
4.250 |
1,059.3 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,122.5 |
1,115.7 |
PP |
1,120.6 |
1,114.7 |
S1 |
1,118.7 |
1,113.6 |
|