| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,049.25 |
2,032.50 |
-16.75 |
-0.8% |
2,045.25 |
| High |
2,051.25 |
2,036.25 |
-15.00 |
-0.7% |
2,068.00 |
| Low |
2,023.75 |
1,973.50 |
-50.25 |
-2.5% |
2,023.75 |
| Close |
2,028.50 |
2,002.00 |
-26.50 |
-1.3% |
2,028.50 |
| Range |
27.50 |
62.75 |
35.25 |
128.2% |
44.25 |
| ATR |
28.44 |
30.89 |
2.45 |
8.6% |
0.00 |
| Volume |
1,795 |
5,339 |
3,544 |
197.4% |
6,527 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.25 |
2,159.75 |
2,036.50 |
|
| R3 |
2,129.50 |
2,097.00 |
2,019.25 |
|
| R2 |
2,066.75 |
2,066.75 |
2,013.50 |
|
| R1 |
2,034.25 |
2,034.25 |
2,007.75 |
2,019.00 |
| PP |
2,004.00 |
2,004.00 |
2,004.00 |
1,996.25 |
| S1 |
1,971.50 |
1,971.50 |
1,996.25 |
1,956.50 |
| S2 |
1,941.25 |
1,941.25 |
1,990.50 |
|
| S3 |
1,878.50 |
1,908.75 |
1,984.75 |
|
| S4 |
1,815.75 |
1,846.00 |
1,967.50 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.75 |
2,145.00 |
2,052.75 |
|
| R3 |
2,128.50 |
2,100.75 |
2,040.75 |
|
| R2 |
2,084.25 |
2,084.25 |
2,036.50 |
|
| R1 |
2,056.50 |
2,056.50 |
2,032.50 |
2,048.25 |
| PP |
2,040.00 |
2,040.00 |
2,040.00 |
2,036.00 |
| S1 |
2,012.25 |
2,012.25 |
2,024.50 |
2,004.00 |
| S2 |
1,995.75 |
1,995.75 |
2,020.50 |
|
| S3 |
1,951.50 |
1,968.00 |
2,016.25 |
|
| S4 |
1,907.25 |
1,923.75 |
2,004.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,068.00 |
1,973.50 |
94.50 |
4.7% |
31.25 |
1.6% |
30% |
False |
True |
2,373 |
| 10 |
2,068.00 |
1,973.50 |
94.50 |
4.7% |
28.50 |
1.4% |
30% |
False |
True |
1,865 |
| 20 |
2,081.25 |
1,973.50 |
107.75 |
5.4% |
33.00 |
1.7% |
26% |
False |
True |
1,223 |
| 40 |
2,090.50 |
1,973.50 |
117.00 |
5.8% |
29.00 |
1.4% |
24% |
False |
True |
724 |
| 60 |
2,095.75 |
1,956.25 |
139.50 |
7.0% |
26.25 |
1.3% |
33% |
False |
False |
595 |
| 80 |
2,095.75 |
1,846.25 |
249.50 |
12.5% |
28.50 |
1.4% |
62% |
False |
False |
488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,303.00 |
|
2.618 |
2,200.50 |
|
1.618 |
2,137.75 |
|
1.000 |
2,099.00 |
|
0.618 |
2,075.00 |
|
HIGH |
2,036.25 |
|
0.618 |
2,012.25 |
|
0.500 |
2,005.00 |
|
0.382 |
1,997.50 |
|
LOW |
1,973.50 |
|
0.618 |
1,934.75 |
|
1.000 |
1,910.75 |
|
1.618 |
1,872.00 |
|
2.618 |
1,809.25 |
|
4.250 |
1,706.75 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.00 |
2,020.75 |
| PP |
2,004.00 |
2,014.50 |
| S1 |
2,003.00 |
2,008.25 |
|