| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,916.75 |
1,877.75 |
-39.00 |
-2.0% |
2,032.50 |
| High |
1,939.00 |
1,919.75 |
-19.25 |
-1.0% |
2,036.25 |
| Low |
1,870.75 |
1,864.00 |
-6.75 |
-0.4% |
1,903.00 |
| Close |
1,874.00 |
1,907.25 |
33.25 |
1.8% |
1,904.25 |
| Range |
68.25 |
55.75 |
-12.50 |
-18.3% |
133.25 |
| ATR |
37.71 |
39.00 |
1.29 |
3.4% |
0.00 |
| Volume |
4,386 |
7,282 |
2,896 |
66.0% |
22,707 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.25 |
2,041.50 |
1,938.00 |
|
| R3 |
2,008.50 |
1,985.75 |
1,922.50 |
|
| R2 |
1,952.75 |
1,952.75 |
1,917.50 |
|
| R1 |
1,930.00 |
1,930.00 |
1,912.25 |
1,941.50 |
| PP |
1,897.00 |
1,897.00 |
1,897.00 |
1,902.75 |
| S1 |
1,874.25 |
1,874.25 |
1,902.25 |
1,885.50 |
| S2 |
1,841.25 |
1,841.25 |
1,897.00 |
|
| S3 |
1,785.50 |
1,818.50 |
1,892.00 |
|
| S4 |
1,729.75 |
1,762.75 |
1,876.50 |
|
|
| 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 |
1,957.75 |
1,864.00 |
93.75 |
4.9% |
51.00 |
2.7% |
46% |
False |
True |
4,245 |
| 10 |
2,051.25 |
1,864.00 |
187.25 |
9.8% |
47.25 |
2.5% |
23% |
False |
True |
4,230 |
| 20 |
2,068.00 |
1,864.00 |
204.00 |
10.7% |
37.50 |
2.0% |
21% |
False |
True |
2,782 |
| 40 |
2,090.50 |
1,864.00 |
226.50 |
11.9% |
32.75 |
1.7% |
19% |
False |
True |
1,557 |
| 60 |
2,095.75 |
1,864.00 |
231.75 |
12.2% |
30.00 |
1.6% |
19% |
False |
True |
1,173 |
| 80 |
2,095.75 |
1,846.25 |
249.50 |
13.1% |
30.00 |
1.6% |
24% |
False |
False |
919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,156.75 |
|
2.618 |
2,065.75 |
|
1.618 |
2,010.00 |
|
1.000 |
1,975.50 |
|
0.618 |
1,954.25 |
|
HIGH |
1,919.75 |
|
0.618 |
1,898.50 |
|
0.500 |
1,892.00 |
|
0.382 |
1,885.25 |
|
LOW |
1,864.00 |
|
0.618 |
1,829.50 |
|
1.000 |
1,808.25 |
|
1.618 |
1,773.75 |
|
2.618 |
1,718.00 |
|
4.250 |
1,627.00 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,902.00 |
1,905.25 |
| PP |
1,897.00 |
1,903.50 |
| S1 |
1,892.00 |
1,901.50 |
|