| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
3,309.0 |
3,210.0 |
-99.0 |
-3.0% |
3,280.0 |
| High |
3,309.0 |
3,214.0 |
-95.0 |
-2.9% |
3,310.0 |
| Low |
3,267.0 |
3,138.0 |
-129.0 |
-3.9% |
3,243.0 |
| Close |
3,282.0 |
3,151.0 |
-131.0 |
-4.0% |
3,282.0 |
| Range |
42.0 |
76.0 |
34.0 |
81.0% |
67.0 |
| ATR |
74.3 |
79.3 |
5.0 |
6.7% |
0.0 |
| Volume |
1,455,667 |
1,099,294 |
-356,373 |
-24.5% |
2,411,679 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,395.7 |
3,349.3 |
3,192.8 |
|
| R3 |
3,319.7 |
3,273.3 |
3,171.9 |
|
| R2 |
3,243.7 |
3,243.7 |
3,164.9 |
|
| R1 |
3,197.3 |
3,197.3 |
3,158.0 |
3,182.5 |
| PP |
3,167.7 |
3,167.7 |
3,167.7 |
3,160.3 |
| S1 |
3,121.3 |
3,121.3 |
3,144.0 |
3,106.5 |
| S2 |
3,091.7 |
3,091.7 |
3,137.1 |
|
| S3 |
3,015.7 |
3,045.3 |
3,130.1 |
|
| S4 |
2,939.7 |
2,969.3 |
3,109.2 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,479.3 |
3,447.7 |
3,318.9 |
|
| R3 |
3,412.3 |
3,380.7 |
3,300.4 |
|
| R2 |
3,345.3 |
3,345.3 |
3,294.3 |
|
| R1 |
3,313.7 |
3,313.7 |
3,288.1 |
3,329.5 |
| PP |
3,278.3 |
3,278.3 |
3,278.3 |
3,286.3 |
| S1 |
3,246.7 |
3,246.7 |
3,275.9 |
3,262.5 |
| S2 |
3,211.3 |
3,211.3 |
3,269.7 |
|
| S3 |
3,144.3 |
3,179.7 |
3,263.6 |
|
| S4 |
3,077.3 |
3,112.7 |
3,245.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,310.0 |
3,138.0 |
172.0 |
5.5% |
53.2 |
1.7% |
8% |
False |
True |
768,551 |
| 10 |
3,338.0 |
3,138.0 |
200.0 |
6.3% |
63.6 |
2.0% |
7% |
False |
True |
865,856 |
| 20 |
3,525.0 |
3,123.0 |
402.0 |
12.8% |
78.5 |
2.5% |
7% |
False |
False |
774,972 |
| 40 |
3,525.0 |
3,123.0 |
402.0 |
12.8% |
66.9 |
2.1% |
7% |
False |
False |
399,793 |
| 60 |
3,525.0 |
3,123.0 |
402.0 |
12.8% |
59.9 |
1.9% |
7% |
False |
False |
269,000 |
| 80 |
3,525.0 |
2,969.0 |
556.0 |
17.6% |
61.1 |
1.9% |
33% |
False |
False |
203,347 |
| 100 |
3,580.0 |
2,969.0 |
611.0 |
19.4% |
59.2 |
1.9% |
30% |
False |
False |
162,703 |
| 120 |
3,679.0 |
2,969.0 |
710.0 |
22.5% |
50.3 |
1.6% |
26% |
False |
False |
135,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,537.0 |
|
2.618 |
3,413.0 |
|
1.618 |
3,337.0 |
|
1.000 |
3,290.0 |
|
0.618 |
3,261.0 |
|
HIGH |
3,214.0 |
|
0.618 |
3,185.0 |
|
0.500 |
3,176.0 |
|
0.382 |
3,167.0 |
|
LOW |
3,138.0 |
|
0.618 |
3,091.0 |
|
1.000 |
3,062.0 |
|
1.618 |
3,015.0 |
|
2.618 |
2,939.0 |
|
4.250 |
2,815.0 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,176.0 |
3,224.0 |
| PP |
3,167.7 |
3,199.7 |
| S1 |
3,159.3 |
3,175.3 |
|