| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,108.2 |
1,119.9 |
11.7 |
1.1% |
1,089.3 |
| High |
1,123.2 |
1,128.0 |
4.8 |
0.4% |
1,109.9 |
| Low |
1,107.2 |
1,114.9 |
7.7 |
0.7% |
1,082.1 |
| Close |
1,120.2 |
1,115.8 |
-4.4 |
-0.4% |
1,096.3 |
| Range |
16.0 |
13.1 |
-2.9 |
-18.1% |
27.8 |
| ATR |
16.0 |
15.8 |
-0.2 |
-1.3% |
0.0 |
| Volume |
197,690 |
168,706 |
-28,984 |
-14.7% |
674,867 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,158.9 |
1,150.4 |
1,123.0 |
|
| R3 |
1,145.8 |
1,137.3 |
1,119.4 |
|
| R2 |
1,132.7 |
1,132.7 |
1,118.2 |
|
| R1 |
1,124.2 |
1,124.2 |
1,117.0 |
1,121.9 |
| PP |
1,119.6 |
1,119.6 |
1,119.6 |
1,118.4 |
| S1 |
1,111.1 |
1,111.1 |
1,114.6 |
1,108.8 |
| S2 |
1,106.5 |
1,106.5 |
1,113.4 |
|
| S3 |
1,093.4 |
1,098.0 |
1,112.2 |
|
| S4 |
1,080.3 |
1,084.9 |
1,108.6 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,179.5 |
1,165.7 |
1,111.6 |
|
| R3 |
1,151.7 |
1,137.9 |
1,103.9 |
|
| R2 |
1,123.9 |
1,123.9 |
1,101.4 |
|
| R1 |
1,110.1 |
1,110.1 |
1,098.8 |
1,117.0 |
| PP |
1,096.1 |
1,096.1 |
1,096.1 |
1,099.6 |
| S1 |
1,082.3 |
1,082.3 |
1,093.8 |
1,089.2 |
| S2 |
1,068.3 |
1,068.3 |
1,091.2 |
|
| S3 |
1,040.5 |
1,054.5 |
1,088.7 |
|
| S4 |
1,012.7 |
1,026.7 |
1,081.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,128.0 |
1,092.5 |
35.5 |
3.2% |
12.4 |
1.1% |
66% |
True |
False |
172,846 |
| 10 |
1,128.0 |
1,071.1 |
56.9 |
5.1% |
15.9 |
1.4% |
79% |
True |
False |
172,142 |
| 20 |
1,128.0 |
1,056.5 |
71.5 |
6.4% |
15.5 |
1.4% |
83% |
True |
False |
159,564 |
| 40 |
1,128.0 |
1,045.4 |
82.6 |
7.4% |
15.8 |
1.4% |
85% |
True |
False |
140,684 |
| 60 |
1,150.4 |
1,045.4 |
105.0 |
9.4% |
15.2 |
1.4% |
67% |
False |
False |
107,058 |
| 80 |
1,192.1 |
1,045.4 |
146.7 |
13.1% |
15.3 |
1.4% |
48% |
False |
False |
81,098 |
| 100 |
1,192.1 |
1,045.4 |
146.7 |
13.1% |
14.9 |
1.3% |
48% |
False |
False |
65,448 |
| 120 |
1,192.1 |
1,045.4 |
146.7 |
13.1% |
14.9 |
1.3% |
48% |
False |
False |
54,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,183.7 |
|
2.618 |
1,162.3 |
|
1.618 |
1,149.2 |
|
1.000 |
1,141.1 |
|
0.618 |
1,136.1 |
|
HIGH |
1,128.0 |
|
0.618 |
1,123.0 |
|
0.500 |
1,121.5 |
|
0.382 |
1,119.9 |
|
LOW |
1,114.9 |
|
0.618 |
1,106.8 |
|
1.000 |
1,101.8 |
|
1.618 |
1,093.7 |
|
2.618 |
1,080.6 |
|
4.250 |
1,059.2 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,121.5 |
1,114.8 |
| PP |
1,119.6 |
1,113.8 |
| S1 |
1,117.7 |
1,112.8 |
|