| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
3,060.0 |
3,072.0 |
12.0 |
0.4% |
3,210.0 |
| High |
3,094.0 |
3,108.0 |
14.0 |
0.5% |
3,214.0 |
| Low |
3,016.0 |
2,994.0 |
-22.0 |
-0.7% |
2,994.0 |
| Close |
3,075.0 |
3,029.0 |
-46.0 |
-1.5% |
3,029.0 |
| Range |
78.0 |
114.0 |
36.0 |
46.2% |
220.0 |
| ATR |
80.4 |
82.8 |
2.4 |
3.0% |
0.0 |
| Volume |
1,590,240 |
1,600,205 |
9,965 |
0.6% |
7,388,604 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,385.7 |
3,321.3 |
3,091.7 |
|
| R3 |
3,271.7 |
3,207.3 |
3,060.4 |
|
| R2 |
3,157.7 |
3,157.7 |
3,049.9 |
|
| R1 |
3,093.3 |
3,093.3 |
3,039.5 |
3,068.5 |
| PP |
3,043.7 |
3,043.7 |
3,043.7 |
3,031.3 |
| S1 |
2,979.3 |
2,979.3 |
3,018.6 |
2,954.5 |
| S2 |
2,929.7 |
2,929.7 |
3,008.1 |
|
| S3 |
2,815.7 |
2,865.3 |
2,997.7 |
|
| S4 |
2,701.7 |
2,751.3 |
2,966.3 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,739.0 |
3,604.0 |
3,150.0 |
|
| R3 |
3,519.0 |
3,384.0 |
3,089.5 |
|
| R2 |
3,299.0 |
3,299.0 |
3,069.3 |
|
| R1 |
3,164.0 |
3,164.0 |
3,049.2 |
3,121.5 |
| PP |
3,079.0 |
3,079.0 |
3,079.0 |
3,057.8 |
| S1 |
2,944.0 |
2,944.0 |
3,008.8 |
2,901.5 |
| S2 |
2,859.0 |
2,859.0 |
2,988.7 |
|
| S3 |
2,639.0 |
2,724.0 |
2,968.5 |
|
| S4 |
2,419.0 |
2,504.0 |
2,908.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,214.0 |
2,994.0 |
220.0 |
7.3% |
81.0 |
2.7% |
16% |
False |
True |
1,477,720 |
| 10 |
3,310.0 |
2,994.0 |
316.0 |
10.4% |
66.0 |
2.2% |
11% |
False |
True |
1,077,482 |
| 20 |
3,350.0 |
2,994.0 |
356.0 |
11.8% |
73.2 |
2.4% |
10% |
False |
True |
1,061,345 |
| 40 |
3,525.0 |
2,994.0 |
531.0 |
17.5% |
69.8 |
2.3% |
7% |
False |
True |
555,884 |
| 60 |
3,525.0 |
2,994.0 |
531.0 |
17.5% |
62.6 |
2.1% |
7% |
False |
True |
373,761 |
| 80 |
3,525.0 |
2,969.0 |
556.0 |
18.4% |
63.9 |
2.1% |
11% |
False |
False |
281,941 |
| 100 |
3,525.0 |
2,969.0 |
556.0 |
18.4% |
61.4 |
2.0% |
11% |
False |
False |
225,596 |
| 120 |
3,664.0 |
2,969.0 |
695.0 |
22.9% |
52.8 |
1.7% |
9% |
False |
False |
188,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,592.5 |
|
2.618 |
3,406.5 |
|
1.618 |
3,292.5 |
|
1.000 |
3,222.0 |
|
0.618 |
3,178.5 |
|
HIGH |
3,108.0 |
|
0.618 |
3,064.5 |
|
0.500 |
3,051.0 |
|
0.382 |
3,037.5 |
|
LOW |
2,994.0 |
|
0.618 |
2,923.5 |
|
1.000 |
2,880.0 |
|
1.618 |
2,809.5 |
|
2.618 |
2,695.5 |
|
4.250 |
2,509.5 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,051.0 |
3,079.5 |
| PP |
3,043.7 |
3,062.7 |
| S1 |
3,036.3 |
3,045.8 |
|