| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
4,201.23 |
4,123.87 |
-77.36 |
-1.8% |
4,300.96 |
| High |
4,308.25 |
4,184.69 |
-123.56 |
-2.9% |
4,357.28 |
| Low |
4,133.32 |
4,085.79 |
-47.53 |
-1.1% |
4,085.79 |
| Close |
4,272.97 |
4,141.08 |
-131.89 |
-3.1% |
4,141.08 |
| Range |
174.93 |
98.90 |
-76.03 |
-43.5% |
271.49 |
| ATR |
89.62 |
96.59 |
6.97 |
7.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,433.89 |
4,386.38 |
4,195.48 |
|
| R3 |
4,334.99 |
4,287.48 |
4,168.28 |
|
| R2 |
4,236.09 |
4,236.09 |
4,159.21 |
|
| R1 |
4,188.58 |
4,188.58 |
4,150.15 |
4,212.34 |
| PP |
4,137.19 |
4,137.19 |
4,137.19 |
4,149.06 |
| S1 |
4,089.68 |
4,089.68 |
4,132.01 |
4,113.44 |
| S2 |
4,038.29 |
4,038.29 |
4,122.95 |
|
| S3 |
3,939.39 |
3,990.78 |
4,113.88 |
|
| S4 |
3,840.49 |
3,891.88 |
4,086.69 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,009.19 |
4,846.62 |
4,290.40 |
|
| R3 |
4,737.70 |
4,575.13 |
4,215.74 |
|
| R2 |
4,466.21 |
4,466.21 |
4,190.85 |
|
| R1 |
4,303.64 |
4,303.64 |
4,165.97 |
4,249.18 |
| PP |
4,194.72 |
4,194.72 |
4,194.72 |
4,167.49 |
| S1 |
4,032.15 |
4,032.15 |
4,116.19 |
3,977.69 |
| S2 |
3,923.23 |
3,923.23 |
4,091.31 |
|
| S3 |
3,651.74 |
3,760.66 |
4,066.42 |
|
| S4 |
3,380.25 |
3,489.17 |
3,991.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,357.28 |
4,085.79 |
271.49 |
6.6% |
125.50 |
3.0% |
20% |
False |
True |
|
| 10 |
4,522.12 |
4,085.79 |
436.33 |
10.5% |
99.80 |
2.4% |
13% |
False |
True |
|
| 20 |
4,702.74 |
4,085.79 |
616.95 |
14.9% |
73.01 |
1.8% |
9% |
False |
True |
|
| 40 |
4,739.75 |
4,085.79 |
653.96 |
15.8% |
66.79 |
1.6% |
8% |
False |
True |
|
| 60 |
4,739.75 |
4,085.79 |
653.96 |
15.8% |
61.05 |
1.5% |
8% |
False |
True |
|
| 80 |
4,739.75 |
4,053.12 |
686.63 |
16.6% |
61.99 |
1.5% |
13% |
False |
False |
|
| 100 |
4,739.75 |
4,016.32 |
723.43 |
17.5% |
65.81 |
1.6% |
17% |
False |
False |
|
| 120 |
4,739.75 |
3,787.23 |
952.52 |
23.0% |
68.10 |
1.6% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,605.02 |
|
2.618 |
4,443.61 |
|
1.618 |
4,344.71 |
|
1.000 |
4,283.59 |
|
0.618 |
4,245.81 |
|
HIGH |
4,184.69 |
|
0.618 |
4,146.91 |
|
0.500 |
4,135.24 |
|
0.382 |
4,123.57 |
|
LOW |
4,085.79 |
|
0.618 |
4,024.67 |
|
1.000 |
3,986.89 |
|
1.618 |
3,925.77 |
|
2.618 |
3,826.87 |
|
4.250 |
3,665.47 |
|
|