Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
16,888.36 |
16,519.17 |
-369.19 |
-2.2% |
17,405.48 |
High |
16,888.36 |
16,651.89 |
-236.47 |
-1.4% |
17,405.48 |
Low |
16,463.63 |
16,314.57 |
-149.06 |
-0.9% |
16,314.57 |
Close |
16,514.10 |
16,346.45 |
-167.65 |
-1.0% |
16,346.45 |
Range |
424.73 |
337.32 |
-87.41 |
-20.6% |
1,090.91 |
ATR |
244.40 |
251.04 |
6.64 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,449.60 |
17,235.34 |
16,531.98 |
|
R3 |
17,112.28 |
16,898.02 |
16,439.21 |
|
R2 |
16,774.96 |
16,774.96 |
16,408.29 |
|
R1 |
16,560.70 |
16,560.70 |
16,377.37 |
16,499.17 |
PP |
16,437.64 |
16,437.64 |
16,437.64 |
16,406.87 |
S1 |
16,223.38 |
16,223.38 |
16,315.53 |
16,161.85 |
S2 |
16,100.32 |
16,100.32 |
16,284.61 |
|
S3 |
15,763.00 |
15,886.06 |
16,253.69 |
|
S4 |
15,425.68 |
15,548.74 |
16,160.92 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,961.56 |
19,244.92 |
16,946.45 |
|
R3 |
18,870.65 |
18,154.01 |
16,646.45 |
|
R2 |
17,779.74 |
17,779.74 |
16,546.45 |
|
R1 |
17,063.10 |
17,063.10 |
16,446.45 |
16,875.97 |
PP |
16,688.83 |
16,688.83 |
16,688.83 |
16,595.27 |
S1 |
15,972.19 |
15,972.19 |
16,246.45 |
15,785.06 |
S2 |
15,597.92 |
15,597.92 |
16,146.45 |
|
S3 |
14,507.01 |
14,881.28 |
16,046.45 |
|
S4 |
13,416.10 |
13,790.37 |
15,746.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,405.48 |
16,314.57 |
1,090.91 |
6.7% |
340.87 |
2.1% |
3% |
False |
True |
|
10 |
17,750.02 |
16,314.57 |
1,435.45 |
8.8% |
236.37 |
1.4% |
2% |
False |
True |
|
20 |
17,796.76 |
16,314.57 |
1,482.19 |
9.1% |
248.87 |
1.5% |
2% |
False |
True |
|
40 |
17,914.34 |
16,314.57 |
1,599.77 |
9.8% |
223.51 |
1.4% |
2% |
False |
True |
|
60 |
17,977.85 |
16,314.57 |
1,663.28 |
10.2% |
201.87 |
1.2% |
2% |
False |
True |
|
80 |
17,977.85 |
15,942.37 |
2,035.48 |
12.5% |
207.50 |
1.3% |
20% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
16.0% |
239.45 |
1.5% |
37% |
False |
False |
|
120 |
18,096.67 |
15,370.33 |
2,726.34 |
16.7% |
229.00 |
1.4% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,085.50 |
2.618 |
17,534.99 |
1.618 |
17,197.67 |
1.000 |
16,989.21 |
0.618 |
16,860.35 |
HIGH |
16,651.89 |
0.618 |
16,523.03 |
0.500 |
16,483.23 |
0.382 |
16,443.43 |
LOW |
16,314.57 |
0.618 |
16,106.11 |
1.000 |
15,977.25 |
1.618 |
15,768.79 |
2.618 |
15,431.47 |
4.250 |
14,880.96 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,483.23 |
16,734.70 |
PP |
16,437.64 |
16,605.28 |
S1 |
16,392.04 |
16,475.87 |
|