Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1,126.5 |
1,115.8 |
-10.7 |
-0.9% |
1,098.1 |
High |
1,126.5 |
1,119.0 |
-7.5 |
-0.7% |
1,129.1 |
Low |
1,110.8 |
1,110.0 |
-0.8 |
-0.1% |
1,098.1 |
Close |
1,116.5 |
1,116.8 |
0.3 |
0.0% |
1,116.8 |
Range |
15.7 |
9.0 |
-6.7 |
-42.7% |
31.0 |
ATR |
14.9 |
14.5 |
-0.4 |
-2.8% |
0.0 |
Volume |
6,980 |
4,290 |
-2,690 |
-38.5% |
49,122 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.3 |
1,138.5 |
1,121.8 |
|
R3 |
1,133.3 |
1,129.5 |
1,119.3 |
|
R2 |
1,124.3 |
1,124.3 |
1,118.5 |
|
R1 |
1,120.5 |
1,120.5 |
1,117.6 |
1,122.4 |
PP |
1,115.3 |
1,115.3 |
1,115.3 |
1,116.2 |
S1 |
1,111.5 |
1,111.5 |
1,116.0 |
1,113.4 |
S2 |
1,106.3 |
1,106.3 |
1,115.2 |
|
S3 |
1,097.3 |
1,102.5 |
1,114.3 |
|
S4 |
1,088.3 |
1,093.5 |
1,111.9 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.7 |
1,193.2 |
1,133.9 |
|
R3 |
1,176.7 |
1,162.2 |
1,125.3 |
|
R2 |
1,145.7 |
1,145.7 |
1,122.5 |
|
R1 |
1,131.2 |
1,131.2 |
1,119.6 |
1,138.5 |
PP |
1,114.7 |
1,114.7 |
1,114.7 |
1,118.3 |
S1 |
1,100.2 |
1,100.2 |
1,114.0 |
1,107.5 |
S2 |
1,083.7 |
1,083.7 |
1,111.1 |
|
S3 |
1,052.7 |
1,069.2 |
1,108.3 |
|
S4 |
1,021.7 |
1,038.2 |
1,099.8 |
|
|
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 |
1,098.1 |
31.0 |
2.8% |
13.1 |
1.2% |
60% |
False |
False |
9,824 |
10 |
1,129.1 |
1,076.9 |
52.2 |
4.7% |
13.8 |
1.2% |
76% |
False |
False |
6,935 |
20 |
1,129.1 |
1,059.0 |
70.1 |
6.3% |
14.7 |
1.3% |
82% |
False |
False |
5,286 |
40 |
1,129.1 |
1,047.2 |
81.9 |
7.3% |
14.3 |
1.3% |
85% |
False |
False |
3,431 |
60 |
1,139.7 |
1,047.2 |
92.5 |
8.3% |
14.0 |
1.2% |
75% |
False |
False |
3,290 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.0% |
13.7 |
1.2% |
48% |
False |
False |
2,715 |
100 |
1,192.4 |
1,047.2 |
145.2 |
13.0% |
13.6 |
1.2% |
48% |
False |
False |
2,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,157.3 |
2.618 |
1,142.6 |
1.618 |
1,133.6 |
1.000 |
1,128.0 |
0.618 |
1,124.6 |
HIGH |
1,119.0 |
0.618 |
1,115.6 |
0.500 |
1,114.5 |
0.382 |
1,113.4 |
LOW |
1,110.0 |
0.618 |
1,104.4 |
1.000 |
1,101.0 |
1.618 |
1,095.4 |
2.618 |
1,086.4 |
4.250 |
1,071.8 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1,116.0 |
1,119.6 |
PP |
1,115.3 |
1,118.6 |
S1 |
1,114.5 |
1,117.7 |
|