| 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 |
2,032.50 |
2,003.75 |
-28.75 |
-1.4% |
2,045.25 |
| High |
2,036.25 |
2,009.50 |
-26.75 |
-1.3% |
2,068.00 |
| Low |
1,973.50 |
1,985.50 |
12.00 |
0.6% |
2,023.75 |
| Close |
2,002.00 |
2,004.75 |
2.75 |
0.1% |
2,028.50 |
| Range |
62.75 |
24.00 |
-38.75 |
-61.8% |
44.25 |
| ATR |
30.89 |
30.40 |
-0.49 |
-1.6% |
0.00 |
| Volume |
5,339 |
1,568 |
-3,771 |
-70.6% |
6,527 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.00 |
2,062.25 |
2,018.00 |
|
| R3 |
2,048.00 |
2,038.25 |
2,011.25 |
|
| R2 |
2,024.00 |
2,024.00 |
2,009.25 |
|
| R1 |
2,014.25 |
2,014.25 |
2,007.00 |
2,019.00 |
| PP |
2,000.00 |
2,000.00 |
2,000.00 |
2,002.25 |
| S1 |
1,990.25 |
1,990.25 |
2,002.50 |
1,995.00 |
| S2 |
1,976.00 |
1,976.00 |
2,000.25 |
|
| S3 |
1,952.00 |
1,966.25 |
1,998.25 |
|
| S4 |
1,928.00 |
1,942.25 |
1,991.50 |
|
|
| 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% |
32.25 |
1.6% |
33% |
False |
False |
2,472 |
| 10 |
2,068.00 |
1,973.50 |
94.50 |
4.7% |
27.00 |
1.3% |
33% |
False |
False |
1,761 |
| 20 |
2,081.25 |
1,973.50 |
107.75 |
5.4% |
32.00 |
1.6% |
29% |
False |
False |
1,278 |
| 40 |
2,090.50 |
1,973.50 |
117.00 |
5.8% |
29.00 |
1.4% |
27% |
False |
False |
758 |
| 60 |
2,095.75 |
1,967.25 |
128.50 |
6.4% |
26.00 |
1.3% |
29% |
False |
False |
619 |
| 80 |
2,095.75 |
1,846.25 |
249.50 |
12.4% |
28.25 |
1.4% |
64% |
False |
False |
508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.50 |
|
2.618 |
2,072.25 |
|
1.618 |
2,048.25 |
|
1.000 |
2,033.50 |
|
0.618 |
2,024.25 |
|
HIGH |
2,009.50 |
|
0.618 |
2,000.25 |
|
0.500 |
1,997.50 |
|
0.382 |
1,994.75 |
|
LOW |
1,985.50 |
|
0.618 |
1,970.75 |
|
1.000 |
1,961.50 |
|
1.618 |
1,946.75 |
|
2.618 |
1,922.75 |
|
4.250 |
1,883.50 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.25 |
2,012.50 |
| PP |
2,000.00 |
2,009.75 |
| S1 |
1,997.50 |
2,007.25 |
|