| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
3,072.0 |
2,988.0 |
-84.0 |
-2.7% |
3,210.0 |
| High |
3,108.0 |
3,068.0 |
-40.0 |
-1.3% |
3,214.0 |
| Low |
2,994.0 |
2,983.0 |
-11.0 |
-0.4% |
2,994.0 |
| Close |
3,029.0 |
3,031.0 |
2.0 |
0.1% |
3,029.0 |
| Range |
114.0 |
85.0 |
-29.0 |
-25.4% |
220.0 |
| ATR |
82.8 |
83.0 |
0.2 |
0.2% |
0.0 |
| Volume |
1,600,205 |
1,347,099 |
-253,106 |
-15.8% |
7,388,604 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,282.3 |
3,241.7 |
3,077.8 |
|
| R3 |
3,197.3 |
3,156.7 |
3,054.4 |
|
| R2 |
3,112.3 |
3,112.3 |
3,046.6 |
|
| R1 |
3,071.7 |
3,071.7 |
3,038.8 |
3,092.0 |
| PP |
3,027.3 |
3,027.3 |
3,027.3 |
3,037.5 |
| S1 |
2,986.7 |
2,986.7 |
3,023.2 |
3,007.0 |
| S2 |
2,942.3 |
2,942.3 |
3,015.4 |
|
| S3 |
2,857.3 |
2,901.7 |
3,007.6 |
|
| S4 |
2,772.3 |
2,816.7 |
2,984.3 |
|
|
| 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 |
3,195.0 |
2,983.0 |
212.0 |
7.0% |
82.8 |
2.7% |
23% |
False |
True |
1,527,281 |
| 10 |
3,310.0 |
2,983.0 |
327.0 |
10.8% |
68.0 |
2.2% |
15% |
False |
True |
1,147,916 |
| 20 |
3,338.0 |
2,983.0 |
355.0 |
11.7% |
73.7 |
2.4% |
14% |
False |
True |
1,111,952 |
| 40 |
3,525.0 |
2,983.0 |
542.0 |
17.9% |
70.8 |
2.3% |
9% |
False |
True |
589,559 |
| 60 |
3,525.0 |
2,983.0 |
542.0 |
17.9% |
63.4 |
2.1% |
9% |
False |
True |
396,213 |
| 80 |
3,525.0 |
2,969.0 |
556.0 |
18.3% |
64.1 |
2.1% |
11% |
False |
False |
298,778 |
| 100 |
3,525.0 |
2,969.0 |
556.0 |
18.3% |
62.2 |
2.1% |
11% |
False |
False |
239,067 |
| 120 |
3,664.0 |
2,969.0 |
695.0 |
22.9% |
53.2 |
1.8% |
9% |
False |
False |
199,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,429.3 |
|
2.618 |
3,290.5 |
|
1.618 |
3,205.5 |
|
1.000 |
3,153.0 |
|
0.618 |
3,120.5 |
|
HIGH |
3,068.0 |
|
0.618 |
3,035.5 |
|
0.500 |
3,025.5 |
|
0.382 |
3,015.5 |
|
LOW |
2,983.0 |
|
0.618 |
2,930.5 |
|
1.000 |
2,898.0 |
|
1.618 |
2,845.5 |
|
2.618 |
2,760.5 |
|
4.250 |
2,621.8 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,029.2 |
3,045.5 |
| PP |
3,027.3 |
3,040.7 |
| S1 |
3,025.5 |
3,035.8 |
|