Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
15,768.87 |
15,921.10 |
152.23 |
1.0% |
16,009.45 |
High |
16,038.59 |
16,136.79 |
98.20 |
0.6% |
16,171.96 |
Low |
15,704.66 |
15,921.10 |
216.44 |
1.4% |
15,450.56 |
Close |
15,882.68 |
16,093.51 |
210.83 |
1.3% |
16,093.51 |
Range |
333.93 |
215.69 |
-118.24 |
-35.4% |
721.40 |
ATR |
314.46 |
310.15 |
-4.31 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,697.54 |
16,611.21 |
16,212.14 |
|
R3 |
16,481.85 |
16,395.52 |
16,152.82 |
|
R2 |
16,266.16 |
16,266.16 |
16,133.05 |
|
R1 |
16,179.83 |
16,179.83 |
16,113.28 |
16,223.00 |
PP |
16,050.47 |
16,050.47 |
16,050.47 |
16,072.05 |
S1 |
15,964.14 |
15,964.14 |
16,073.74 |
16,007.31 |
S2 |
15,834.78 |
15,834.78 |
16,053.97 |
|
S3 |
15,619.09 |
15,748.45 |
16,034.20 |
|
S4 |
15,403.40 |
15,532.76 |
15,974.88 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,069.54 |
17,802.93 |
16,490.28 |
|
R3 |
17,348.14 |
17,081.53 |
16,291.90 |
|
R2 |
16,626.74 |
16,626.74 |
16,225.77 |
|
R1 |
16,360.13 |
16,360.13 |
16,159.64 |
16,493.44 |
PP |
15,905.34 |
15,905.34 |
15,905.34 |
15,972.00 |
S1 |
15,638.73 |
15,638.73 |
16,027.38 |
15,772.04 |
S2 |
15,183.94 |
15,183.94 |
15,961.25 |
|
S3 |
14,462.54 |
14,917.33 |
15,895.13 |
|
S4 |
13,741.14 |
14,195.93 |
15,696.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,354.33 |
15,450.56 |
903.77 |
5.6% |
374.49 |
2.3% |
71% |
False |
False |
|
10 |
16,651.89 |
15,450.56 |
1,201.33 |
7.5% |
358.61 |
2.2% |
54% |
False |
False |
|
20 |
17,750.02 |
15,450.56 |
2,299.46 |
14.3% |
289.64 |
1.8% |
28% |
False |
False |
|
40 |
17,901.58 |
15,450.56 |
2,451.02 |
15.2% |
263.85 |
1.6% |
26% |
False |
False |
|
60 |
17,977.85 |
15,450.56 |
2,527.29 |
15.7% |
231.52 |
1.4% |
25% |
False |
False |
|
80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.7% |
220.55 |
1.4% |
25% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.7% |
230.96 |
1.4% |
25% |
False |
False |
|
120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.2% |
244.06 |
1.5% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,053.47 |
2.618 |
16,701.47 |
1.618 |
16,485.78 |
1.000 |
16,352.48 |
0.618 |
16,270.09 |
HIGH |
16,136.79 |
0.618 |
16,054.40 |
0.500 |
16,028.95 |
0.382 |
16,003.49 |
LOW |
15,921.10 |
0.618 |
15,787.80 |
1.000 |
15,705.41 |
1.618 |
15,572.11 |
2.618 |
15,356.42 |
4.250 |
15,004.42 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
16,071.99 |
15,993.57 |
PP |
16,050.47 |
15,893.62 |
S1 |
16,028.95 |
15,793.68 |
|