| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,850.00 |
1,892.00 |
42.00 |
2.3% |
1,862.00 |
| High |
1,894.00 |
1,895.75 |
1.75 |
0.1% |
1,899.75 |
| Low |
1,848.00 |
1,848.25 |
0.25 |
0.0% |
1,796.00 |
| Close |
1,891.00 |
1,862.00 |
-29.00 |
-1.5% |
1,891.00 |
| Range |
46.00 |
47.50 |
1.50 |
3.3% |
103.75 |
| ATR |
44.55 |
44.76 |
0.21 |
0.5% |
0.00 |
| Volume |
2,509 |
3,193 |
684 |
27.3% |
19,157 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,011.25 |
1,984.00 |
1,888.00 |
|
| R3 |
1,963.75 |
1,936.50 |
1,875.00 |
|
| R2 |
1,916.25 |
1,916.25 |
1,870.75 |
|
| R1 |
1,889.00 |
1,889.00 |
1,866.25 |
1,879.00 |
| PP |
1,868.75 |
1,868.75 |
1,868.75 |
1,863.50 |
| S1 |
1,841.50 |
1,841.50 |
1,857.75 |
1,831.50 |
| S2 |
1,821.25 |
1,821.25 |
1,853.25 |
|
| S3 |
1,773.75 |
1,794.00 |
1,849.00 |
|
| S4 |
1,726.25 |
1,746.50 |
1,836.00 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.50 |
2,136.00 |
1,948.00 |
|
| R3 |
2,069.75 |
2,032.25 |
1,919.50 |
|
| R2 |
1,966.00 |
1,966.00 |
1,910.00 |
|
| R1 |
1,928.50 |
1,928.50 |
1,900.50 |
1,947.25 |
| PP |
1,862.25 |
1,862.25 |
1,862.25 |
1,871.50 |
| S1 |
1,824.75 |
1,824.75 |
1,881.50 |
1,843.50 |
| S2 |
1,758.50 |
1,758.50 |
1,872.00 |
|
| S3 |
1,654.75 |
1,721.00 |
1,862.50 |
|
| S4 |
1,551.00 |
1,617.25 |
1,834.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,899.75 |
1,796.00 |
103.75 |
5.6% |
53.00 |
2.8% |
64% |
False |
False |
4,470 |
| 10 |
1,939.00 |
1,796.00 |
143.00 |
7.7% |
53.50 |
2.9% |
46% |
False |
False |
4,581 |
| 20 |
2,068.00 |
1,796.00 |
272.00 |
14.6% |
44.25 |
2.4% |
24% |
False |
False |
3,787 |
| 40 |
2,090.50 |
1,796.00 |
294.50 |
15.8% |
38.00 |
2.0% |
22% |
False |
False |
2,207 |
| 60 |
2,095.75 |
1,796.00 |
299.75 |
16.1% |
33.50 |
1.8% |
22% |
False |
False |
1,613 |
| 80 |
2,095.75 |
1,796.00 |
299.75 |
16.1% |
31.50 |
1.7% |
22% |
False |
False |
1,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,097.50 |
|
2.618 |
2,020.00 |
|
1.618 |
1,972.50 |
|
1.000 |
1,943.25 |
|
0.618 |
1,925.00 |
|
HIGH |
1,895.75 |
|
0.618 |
1,877.50 |
|
0.500 |
1,872.00 |
|
0.382 |
1,866.50 |
|
LOW |
1,848.25 |
|
0.618 |
1,819.00 |
|
1.000 |
1,800.75 |
|
1.618 |
1,771.50 |
|
2.618 |
1,724.00 |
|
4.250 |
1,646.50 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,872.00 |
1,862.00 |
| PP |
1,868.75 |
1,862.00 |
| S1 |
1,865.25 |
1,862.00 |
|