Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
200.49 |
201.40 |
0.91 |
0.5% |
204.86 |
High |
201.03 |
201.90 |
0.87 |
0.4% |
207.79 |
Low |
198.59 |
200.05 |
1.46 |
0.7% |
203.87 |
Close |
201.02 |
201.36 |
0.34 |
0.2% |
203.87 |
Range |
2.44 |
1.85 |
-0.59 |
-24.2% |
3.92 |
ATR |
2.73 |
2.66 |
-0.06 |
-2.3% |
0.00 |
Volume |
222,353,516 |
110,845,797 |
-111,507,719 |
-50.1% |
336,735,899 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
206.65 |
205.86 |
202.38 |
|
R3 |
204.80 |
204.01 |
201.87 |
|
R2 |
202.95 |
202.95 |
201.70 |
|
R1 |
202.16 |
202.16 |
201.53 |
201.63 |
PP |
201.10 |
201.10 |
201.10 |
200.84 |
S1 |
200.31 |
200.31 |
201.19 |
199.78 |
S2 |
199.25 |
199.25 |
201.02 |
|
S3 |
197.40 |
198.46 |
200.85 |
|
S4 |
195.55 |
196.61 |
200.34 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
216.94 |
214.32 |
206.03 |
|
R3 |
213.02 |
210.40 |
204.95 |
|
R2 |
209.10 |
209.10 |
204.59 |
|
R1 |
206.48 |
206.48 |
204.23 |
205.83 |
PP |
205.18 |
205.18 |
205.18 |
204.85 |
S1 |
202.56 |
202.56 |
203.51 |
201.91 |
S2 |
201.26 |
201.26 |
203.15 |
|
S3 |
197.34 |
198.64 |
202.79 |
|
S4 |
193.42 |
194.72 |
201.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
207.79 |
198.59 |
9.20 |
4.6% |
1.82 |
0.9% |
30% |
False |
False |
120,807,062 |
10 |
207.79 |
198.59 |
9.20 |
4.6% |
1.69 |
0.8% |
30% |
False |
False |
103,958,511 |
20 |
209.73 |
198.59 |
11.14 |
5.5% |
2.40 |
1.2% |
25% |
False |
False |
134,632,266 |
40 |
211.00 |
198.59 |
12.41 |
6.2% |
2.25 |
1.1% |
22% |
False |
False |
120,659,785 |
60 |
211.66 |
198.59 |
13.07 |
6.5% |
2.10 |
1.0% |
21% |
False |
False |
114,392,567 |
80 |
211.66 |
186.93 |
24.73 |
12.3% |
2.28 |
1.1% |
58% |
False |
False |
122,496,034 |
100 |
211.66 |
182.40 |
29.26 |
14.5% |
2.63 |
1.3% |
65% |
False |
False |
138,400,922 |
120 |
213.18 |
182.40 |
30.78 |
15.3% |
2.48 |
1.2% |
62% |
False |
False |
132,761,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
209.76 |
2.618 |
206.74 |
1.618 |
204.89 |
1.000 |
203.75 |
0.618 |
203.04 |
HIGH |
201.90 |
0.618 |
201.19 |
0.500 |
200.98 |
0.382 |
200.76 |
LOW |
200.05 |
0.618 |
198.91 |
1.000 |
198.20 |
1.618 |
197.06 |
2.618 |
195.21 |
4.250 |
192.19 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
201.23 |
202.24 |
PP |
201.10 |
201.95 |
S1 |
200.98 |
201.65 |
|