| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,878.00 |
1,871.75 |
-6.25 |
-0.3% |
1,862.00 |
| High |
1,901.50 |
1,894.25 |
-7.25 |
-0.4% |
1,899.75 |
| Low |
1,856.00 |
1,858.00 |
2.00 |
0.1% |
1,796.00 |
| Close |
1,867.00 |
1,872.50 |
5.50 |
0.3% |
1,891.00 |
| Range |
45.50 |
36.25 |
-9.25 |
-20.3% |
103.75 |
| ATR |
45.03 |
44.40 |
-0.63 |
-1.4% |
0.00 |
| Volume |
4,665 |
13,152 |
8,487 |
181.9% |
19,157 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,983.75 |
1,964.25 |
1,892.50 |
|
| R3 |
1,947.50 |
1,928.00 |
1,882.50 |
|
| R2 |
1,911.25 |
1,911.25 |
1,879.25 |
|
| R1 |
1,891.75 |
1,891.75 |
1,875.75 |
1,901.50 |
| PP |
1,875.00 |
1,875.00 |
1,875.00 |
1,879.75 |
| S1 |
1,855.50 |
1,855.50 |
1,869.25 |
1,865.25 |
| S2 |
1,838.75 |
1,838.75 |
1,865.75 |
|
| S3 |
1,802.50 |
1,819.25 |
1,862.50 |
|
| S4 |
1,766.25 |
1,783.00 |
1,852.50 |
|
|
| 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 |
1,901.50 |
1,843.50 |
58.00 |
3.1% |
44.75 |
2.4% |
50% |
False |
False |
5,473 |
| 10 |
1,919.75 |
1,796.00 |
123.75 |
6.6% |
52.25 |
2.8% |
62% |
False |
False |
5,695 |
| 20 |
2,068.00 |
1,796.00 |
272.00 |
14.5% |
48.00 |
2.6% |
28% |
False |
False |
4,634 |
| 40 |
2,090.50 |
1,796.00 |
294.50 |
15.7% |
40.25 |
2.1% |
26% |
False |
False |
2,746 |
| 60 |
2,095.75 |
1,796.00 |
299.75 |
16.0% |
34.75 |
1.9% |
26% |
False |
False |
1,926 |
| 80 |
2,095.75 |
1,796.00 |
299.75 |
16.0% |
31.50 |
1.7% |
26% |
False |
False |
1,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,048.25 |
|
2.618 |
1,989.25 |
|
1.618 |
1,953.00 |
|
1.000 |
1,930.50 |
|
0.618 |
1,916.75 |
|
HIGH |
1,894.25 |
|
0.618 |
1,880.50 |
|
0.500 |
1,876.00 |
|
0.382 |
1,871.75 |
|
LOW |
1,858.00 |
|
0.618 |
1,835.50 |
|
1.000 |
1,821.75 |
|
1.618 |
1,799.25 |
|
2.618 |
1,763.00 |
|
4.250 |
1,704.00 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,876.00 |
1,872.50 |
| PP |
1,875.00 |
1,872.50 |
| S1 |
1,873.75 |
1,872.50 |
|