| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,004.00 |
1,980.50 |
-23.50 |
-1.2% |
2,045.25 |
| High |
2,005.75 |
1,983.50 |
-22.25 |
-1.1% |
2,068.00 |
| Low |
1,964.00 |
1,921.50 |
-42.50 |
-2.2% |
2,023.75 |
| Close |
1,978.75 |
1,925.50 |
-53.25 |
-2.7% |
2,028.50 |
| Range |
41.75 |
62.00 |
20.25 |
48.5% |
44.25 |
| ATR |
31.21 |
33.41 |
2.20 |
7.0% |
0.00 |
| Volume |
5,494 |
6,883 |
1,389 |
25.3% |
6,527 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.50 |
2,089.50 |
1,959.50 |
|
| R3 |
2,067.50 |
2,027.50 |
1,942.50 |
|
| R2 |
2,005.50 |
2,005.50 |
1,936.75 |
|
| R1 |
1,965.50 |
1,965.50 |
1,931.25 |
1,954.50 |
| PP |
1,943.50 |
1,943.50 |
1,943.50 |
1,938.00 |
| S1 |
1,903.50 |
1,903.50 |
1,919.75 |
1,892.50 |
| S2 |
1,881.50 |
1,881.50 |
1,914.25 |
|
| S3 |
1,819.50 |
1,841.50 |
1,908.50 |
|
| S4 |
1,757.50 |
1,779.50 |
1,891.50 |
|
|
| 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 |
2,051.25 |
1,921.50 |
129.75 |
6.7% |
43.50 |
2.3% |
3% |
False |
True |
4,215 |
| 10 |
2,068.00 |
1,921.50 |
146.50 |
7.6% |
32.25 |
1.7% |
3% |
False |
True |
2,809 |
| 20 |
2,068.00 |
1,921.50 |
146.50 |
7.6% |
34.25 |
1.8% |
3% |
False |
True |
1,862 |
| 40 |
2,090.50 |
1,921.50 |
169.00 |
8.8% |
30.25 |
1.6% |
2% |
False |
True |
1,053 |
| 60 |
2,095.75 |
1,921.50 |
174.25 |
9.0% |
27.25 |
1.4% |
2% |
False |
True |
824 |
| 80 |
2,095.75 |
1,846.25 |
249.50 |
13.0% |
29.00 |
1.5% |
32% |
False |
False |
659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,247.00 |
|
2.618 |
2,145.75 |
|
1.618 |
2,083.75 |
|
1.000 |
2,045.50 |
|
0.618 |
2,021.75 |
|
HIGH |
1,983.50 |
|
0.618 |
1,959.75 |
|
0.500 |
1,952.50 |
|
0.382 |
1,945.25 |
|
LOW |
1,921.50 |
|
0.618 |
1,883.25 |
|
1.000 |
1,859.50 |
|
1.618 |
1,821.25 |
|
2.618 |
1,759.25 |
|
4.250 |
1,658.00 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,952.50 |
1,965.50 |
| PP |
1,943.50 |
1,952.25 |
| S1 |
1,934.50 |
1,938.75 |
|