Trading Metrics calculated at close of trading on 28-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,121.1 |
1,126.5 |
5.4 |
0.5% |
1,090.6 |
High |
1,129.1 |
1,126.5 |
-2.6 |
-0.2% |
1,109.8 |
Low |
1,115.8 |
1,110.8 |
-5.0 |
-0.4% |
1,083.0 |
Close |
1,116.8 |
1,116.5 |
-0.3 |
0.0% |
1,096.5 |
Range |
13.3 |
15.7 |
2.4 |
18.0% |
26.8 |
ATR |
14.9 |
14.9 |
0.1 |
0.4% |
0.0 |
Volume |
6,546 |
6,980 |
434 |
6.6% |
18,486 |
|
Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.0 |
1,156.5 |
1,125.1 |
|
R3 |
1,149.3 |
1,140.8 |
1,120.8 |
|
R2 |
1,133.6 |
1,133.6 |
1,119.4 |
|
R1 |
1,125.1 |
1,125.1 |
1,117.9 |
1,121.5 |
PP |
1,117.9 |
1,117.9 |
1,117.9 |
1,116.2 |
S1 |
1,109.4 |
1,109.4 |
1,115.1 |
1,105.8 |
S2 |
1,102.2 |
1,102.2 |
1,113.6 |
|
S3 |
1,086.5 |
1,093.7 |
1,112.2 |
|
S4 |
1,070.8 |
1,078.0 |
1,107.9 |
|
|
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 |
1,094.5 |
34.6 |
3.1% |
12.9 |
1.2% |
64% |
False |
False |
10,008 |
10 |
1,129.1 |
1,071.8 |
57.3 |
5.1% |
15.3 |
1.4% |
78% |
False |
False |
7,381 |
20 |
1,129.1 |
1,059.0 |
70.1 |
6.3% |
14.9 |
1.3% |
82% |
False |
False |
5,188 |
40 |
1,129.1 |
1,047.2 |
81.9 |
7.3% |
14.3 |
1.3% |
85% |
False |
False |
3,357 |
60 |
1,144.5 |
1,047.2 |
97.3 |
8.7% |
14.0 |
1.3% |
71% |
False |
False |
3,229 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.0% |
13.7 |
1.2% |
48% |
False |
False |
2,666 |
100 |
1,192.4 |
1,047.2 |
145.2 |
13.0% |
13.6 |
1.2% |
48% |
False |
False |
2,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,193.2 |
2.618 |
1,167.6 |
1.618 |
1,151.9 |
1.000 |
1,142.2 |
0.618 |
1,136.2 |
HIGH |
1,126.5 |
0.618 |
1,120.5 |
0.500 |
1,118.7 |
0.382 |
1,116.8 |
LOW |
1,110.8 |
0.618 |
1,101.1 |
1.000 |
1,095.1 |
1.618 |
1,085.4 |
2.618 |
1,069.7 |
4.250 |
1,044.1 |
|
|
Fisher Pivots for day following 28-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,118.7 |
1,118.6 |
PP |
1,117.9 |
1,117.9 |
S1 |
1,117.2 |
1,117.2 |
|