| 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 |
1,119.9 |
1,125.4 |
5.5 |
0.5% |
1,089.3 |
| High |
1,128.0 |
1,125.7 |
-2.3 |
-0.2% |
1,109.9 |
| Low |
1,114.9 |
1,109.8 |
-5.1 |
-0.5% |
1,082.1 |
| Close |
1,115.8 |
1,115.6 |
-0.2 |
0.0% |
1,096.3 |
| Range |
13.1 |
15.9 |
2.8 |
21.4% |
27.8 |
| ATR |
15.8 |
15.8 |
0.0 |
0.0% |
0.0 |
| Volume |
168,706 |
52,861 |
-115,845 |
-68.7% |
674,867 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,164.7 |
1,156.1 |
1,124.3 |
|
| R3 |
1,148.8 |
1,140.2 |
1,120.0 |
|
| R2 |
1,132.9 |
1,132.9 |
1,118.5 |
|
| R1 |
1,124.3 |
1,124.3 |
1,117.1 |
1,120.7 |
| PP |
1,117.0 |
1,117.0 |
1,117.0 |
1,115.2 |
| S1 |
1,108.4 |
1,108.4 |
1,114.1 |
1,104.8 |
| S2 |
1,101.1 |
1,101.1 |
1,112.7 |
|
| S3 |
1,085.2 |
1,092.5 |
1,111.2 |
|
| S4 |
1,069.3 |
1,076.6 |
1,106.9 |
|
|
| 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 |
1,094.4 |
33.6 |
3.0% |
13.1 |
1.2% |
63% |
False |
False |
147,671 |
| 10 |
1,128.0 |
1,071.1 |
56.9 |
5.1% |
15.9 |
1.4% |
78% |
False |
False |
161,817 |
| 20 |
1,128.0 |
1,056.5 |
71.5 |
6.4% |
15.9 |
1.4% |
83% |
False |
False |
157,825 |
| 40 |
1,128.0 |
1,045.4 |
82.6 |
7.4% |
15.7 |
1.4% |
85% |
False |
False |
139,176 |
| 60 |
1,143.1 |
1,045.4 |
97.7 |
8.8% |
15.3 |
1.4% |
72% |
False |
False |
107,850 |
| 80 |
1,192.1 |
1,045.4 |
146.7 |
13.1% |
15.1 |
1.3% |
48% |
False |
False |
81,726 |
| 100 |
1,192.1 |
1,045.4 |
146.7 |
13.1% |
14.9 |
1.3% |
48% |
False |
False |
65,969 |
| 120 |
1,192.1 |
1,045.4 |
146.7 |
13.1% |
14.9 |
1.3% |
48% |
False |
False |
55,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,193.3 |
|
2.618 |
1,167.3 |
|
1.618 |
1,151.4 |
|
1.000 |
1,141.6 |
|
0.618 |
1,135.5 |
|
HIGH |
1,125.7 |
|
0.618 |
1,119.6 |
|
0.500 |
1,117.8 |
|
0.382 |
1,115.9 |
|
LOW |
1,109.8 |
|
0.618 |
1,100.0 |
|
1.000 |
1,093.9 |
|
1.618 |
1,084.1 |
|
2.618 |
1,068.2 |
|
4.250 |
1,042.2 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,117.8 |
1,117.6 |
| PP |
1,117.0 |
1,116.9 |
| S1 |
1,116.3 |
1,116.3 |
|