| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,871.75 |
1,873.50 |
1.75 |
0.1% |
1,892.00 |
| High |
1,894.25 |
1,924.00 |
29.75 |
1.6% |
1,924.00 |
| Low |
1,858.00 |
1,868.50 |
10.50 |
0.6% |
1,843.50 |
| Close |
1,872.50 |
1,922.00 |
49.50 |
2.6% |
1,922.00 |
| Range |
36.25 |
55.50 |
19.25 |
53.1% |
80.50 |
| ATR |
44.40 |
45.20 |
0.79 |
1.8% |
0.00 |
| Volume |
13,152 |
6,963 |
-6,189 |
-47.1% |
31,820 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,071.25 |
2,052.25 |
1,952.50 |
|
| R3 |
2,015.75 |
1,996.75 |
1,937.25 |
|
| R2 |
1,960.25 |
1,960.25 |
1,932.25 |
|
| R1 |
1,941.25 |
1,941.25 |
1,927.00 |
1,950.75 |
| PP |
1,904.75 |
1,904.75 |
1,904.75 |
1,909.50 |
| S1 |
1,885.75 |
1,885.75 |
1,917.00 |
1,895.25 |
| S2 |
1,849.25 |
1,849.25 |
1,911.75 |
|
| S3 |
1,793.75 |
1,830.25 |
1,906.75 |
|
| S4 |
1,738.25 |
1,774.75 |
1,891.50 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.00 |
2,110.50 |
1,966.25 |
|
| R3 |
2,057.50 |
2,030.00 |
1,944.25 |
|
| R2 |
1,977.00 |
1,977.00 |
1,936.75 |
|
| R1 |
1,949.50 |
1,949.50 |
1,929.50 |
1,963.25 |
| PP |
1,896.50 |
1,896.50 |
1,896.50 |
1,903.50 |
| S1 |
1,869.00 |
1,869.00 |
1,914.50 |
1,882.75 |
| S2 |
1,816.00 |
1,816.00 |
1,907.25 |
|
| S3 |
1,735.50 |
1,788.50 |
1,899.75 |
|
| S4 |
1,655.00 |
1,708.00 |
1,877.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,924.00 |
1,843.50 |
80.50 |
4.2% |
46.50 |
2.4% |
98% |
True |
False |
6,364 |
| 10 |
1,924.00 |
1,796.00 |
128.00 |
6.7% |
52.25 |
2.7% |
98% |
True |
False |
5,664 |
| 20 |
2,051.25 |
1,796.00 |
255.25 |
13.3% |
49.75 |
2.6% |
49% |
False |
False |
4,947 |
| 40 |
2,090.50 |
1,796.00 |
294.50 |
15.3% |
41.25 |
2.1% |
43% |
False |
False |
2,917 |
| 60 |
2,095.75 |
1,796.00 |
299.75 |
15.6% |
35.00 |
1.8% |
42% |
False |
False |
2,022 |
| 80 |
2,095.75 |
1,796.00 |
299.75 |
15.6% |
31.50 |
1.6% |
42% |
False |
False |
1,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.00 |
|
2.618 |
2,069.25 |
|
1.618 |
2,013.75 |
|
1.000 |
1,979.50 |
|
0.618 |
1,958.25 |
|
HIGH |
1,924.00 |
|
0.618 |
1,902.75 |
|
0.500 |
1,896.25 |
|
0.382 |
1,889.75 |
|
LOW |
1,868.50 |
|
0.618 |
1,834.25 |
|
1.000 |
1,813.00 |
|
1.618 |
1,778.75 |
|
2.618 |
1,723.25 |
|
4.250 |
1,632.50 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,913.50 |
1,911.25 |
| PP |
1,904.75 |
1,900.75 |
| S1 |
1,896.25 |
1,890.00 |
|