| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,902.50 |
1,905.50 |
3.00 |
0.2% |
2,032.50 |
| High |
1,921.50 |
1,932.50 |
11.00 |
0.6% |
2,036.25 |
| Low |
1,885.75 |
1,892.25 |
6.50 |
0.3% |
1,903.00 |
| Close |
1,907.00 |
1,917.50 |
10.50 |
0.6% |
1,904.25 |
| Range |
35.75 |
40.25 |
4.50 |
12.6% |
133.25 |
| ATR |
34.99 |
35.37 |
0.38 |
1.1% |
0.00 |
| Volume |
3,446 |
2,692 |
-754 |
-21.9% |
22,707 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,034.75 |
2,016.50 |
1,939.75 |
|
| R3 |
1,994.50 |
1,976.25 |
1,928.50 |
|
| R2 |
1,954.25 |
1,954.25 |
1,925.00 |
|
| R1 |
1,936.00 |
1,936.00 |
1,921.25 |
1,945.00 |
| PP |
1,914.00 |
1,914.00 |
1,914.00 |
1,918.75 |
| S1 |
1,895.75 |
1,895.75 |
1,913.75 |
1,905.00 |
| S2 |
1,873.75 |
1,873.75 |
1,910.00 |
|
| S3 |
1,833.50 |
1,855.50 |
1,906.50 |
|
| S4 |
1,793.25 |
1,815.25 |
1,895.25 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,347.50 |
2,259.25 |
1,977.50 |
|
| R3 |
2,214.25 |
2,126.00 |
1,941.00 |
|
| R2 |
2,081.00 |
2,081.00 |
1,928.75 |
|
| R1 |
1,992.75 |
1,992.75 |
1,916.50 |
1,970.25 |
| PP |
1,947.75 |
1,947.75 |
1,947.75 |
1,936.50 |
| S1 |
1,859.50 |
1,859.50 |
1,892.00 |
1,837.00 |
| S2 |
1,814.50 |
1,814.50 |
1,879.75 |
|
| S3 |
1,681.25 |
1,726.25 |
1,867.50 |
|
| S4 |
1,548.00 |
1,593.00 |
1,831.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,005.75 |
1,885.75 |
120.00 |
6.3% |
47.00 |
2.4% |
26% |
False |
False |
4,387 |
| 10 |
2,068.00 |
1,885.75 |
182.25 |
9.5% |
39.50 |
2.1% |
17% |
False |
False |
3,430 |
| 20 |
2,068.00 |
1,885.75 |
182.25 |
9.5% |
34.75 |
1.8% |
17% |
False |
False |
2,257 |
| 40 |
2,090.50 |
1,885.75 |
204.75 |
10.7% |
31.75 |
1.7% |
16% |
False |
False |
1,280 |
| 60 |
2,095.75 |
1,885.75 |
210.00 |
11.0% |
28.25 |
1.5% |
15% |
False |
False |
980 |
| 80 |
2,095.75 |
1,846.25 |
249.50 |
13.0% |
29.50 |
1.5% |
29% |
False |
False |
775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,103.50 |
|
2.618 |
2,037.75 |
|
1.618 |
1,997.50 |
|
1.000 |
1,972.75 |
|
0.618 |
1,957.25 |
|
HIGH |
1,932.50 |
|
0.618 |
1,917.00 |
|
0.500 |
1,912.50 |
|
0.382 |
1,907.75 |
|
LOW |
1,892.25 |
|
0.618 |
1,867.50 |
|
1.000 |
1,852.00 |
|
1.618 |
1,827.25 |
|
2.618 |
1,787.00 |
|
4.250 |
1,721.25 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,915.75 |
1,921.75 |
| PP |
1,914.00 |
1,920.25 |
| S1 |
1,912.50 |
1,919.00 |
|