| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
3,150.0 |
3,060.0 |
-90.0 |
-2.9% |
3,280.0 |
| High |
3,165.0 |
3,094.0 |
-71.0 |
-2.2% |
3,310.0 |
| Low |
3,096.0 |
3,016.0 |
-80.0 |
-2.6% |
3,243.0 |
| Close |
3,131.0 |
3,075.0 |
-56.0 |
-1.8% |
3,282.0 |
| Range |
69.0 |
78.0 |
9.0 |
13.0% |
67.0 |
| ATR |
77.8 |
80.4 |
2.7 |
3.4% |
0.0 |
| Volume |
1,855,957 |
1,590,240 |
-265,717 |
-14.3% |
2,411,679 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,295.7 |
3,263.3 |
3,117.9 |
|
| R3 |
3,217.7 |
3,185.3 |
3,096.5 |
|
| R2 |
3,139.7 |
3,139.7 |
3,089.3 |
|
| R1 |
3,107.3 |
3,107.3 |
3,082.2 |
3,123.5 |
| PP |
3,061.7 |
3,061.7 |
3,061.7 |
3,069.8 |
| S1 |
3,029.3 |
3,029.3 |
3,067.9 |
3,045.5 |
| S2 |
2,983.7 |
2,983.7 |
3,060.7 |
|
| S3 |
2,905.7 |
2,951.3 |
3,053.6 |
|
| S4 |
2,827.7 |
2,873.3 |
3,032.1 |
|
|
| 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 |
3,309.0 |
3,016.0 |
293.0 |
9.5% |
66.6 |
2.2% |
20% |
False |
True |
1,448,813 |
| 10 |
3,310.0 |
3,016.0 |
294.0 |
9.6% |
63.1 |
2.1% |
20% |
False |
True |
1,001,508 |
| 20 |
3,387.0 |
3,016.0 |
371.0 |
12.1% |
70.0 |
2.3% |
16% |
False |
True |
998,073 |
| 40 |
3,525.0 |
3,016.0 |
509.0 |
16.6% |
68.5 |
2.2% |
12% |
False |
True |
515,879 |
| 60 |
3,525.0 |
3,016.0 |
509.0 |
16.6% |
61.2 |
2.0% |
12% |
False |
True |
347,097 |
| 80 |
3,525.0 |
2,969.0 |
556.0 |
18.1% |
62.6 |
2.0% |
19% |
False |
False |
261,939 |
| 100 |
3,525.0 |
2,969.0 |
556.0 |
18.1% |
60.2 |
2.0% |
19% |
False |
False |
209,594 |
| 120 |
3,679.0 |
2,969.0 |
710.0 |
23.1% |
51.9 |
1.7% |
15% |
False |
False |
174,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,425.5 |
|
2.618 |
3,298.2 |
|
1.618 |
3,220.2 |
|
1.000 |
3,172.0 |
|
0.618 |
3,142.2 |
|
HIGH |
3,094.0 |
|
0.618 |
3,064.2 |
|
0.500 |
3,055.0 |
|
0.382 |
3,045.8 |
|
LOW |
3,016.0 |
|
0.618 |
2,967.8 |
|
1.000 |
2,938.0 |
|
1.618 |
2,889.8 |
|
2.618 |
2,811.8 |
|
4.250 |
2,684.5 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,068.3 |
3,105.5 |
| PP |
3,061.7 |
3,095.3 |
| S1 |
3,055.0 |
3,085.2 |
|