| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,988.0 |
3,013.0 |
25.0 |
0.8% |
3,210.0 |
| High |
3,068.0 |
3,094.0 |
26.0 |
0.8% |
3,214.0 |
| Low |
2,983.0 |
3,006.0 |
23.0 |
0.8% |
2,994.0 |
| Close |
3,031.0 |
3,061.0 |
30.0 |
1.0% |
3,029.0 |
| Range |
85.0 |
88.0 |
3.0 |
3.5% |
220.0 |
| ATR |
83.0 |
83.4 |
0.4 |
0.4% |
0.0 |
| Volume |
1,347,099 |
1,456,231 |
109,132 |
8.1% |
7,388,604 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,317.7 |
3,277.3 |
3,109.4 |
|
| R3 |
3,229.7 |
3,189.3 |
3,085.2 |
|
| R2 |
3,141.7 |
3,141.7 |
3,077.1 |
|
| R1 |
3,101.3 |
3,101.3 |
3,069.1 |
3,121.5 |
| PP |
3,053.7 |
3,053.7 |
3,053.7 |
3,063.8 |
| S1 |
3,013.3 |
3,013.3 |
3,052.9 |
3,033.5 |
| S2 |
2,965.7 |
2,965.7 |
3,044.9 |
|
| S3 |
2,877.7 |
2,925.3 |
3,036.8 |
|
| S4 |
2,789.7 |
2,837.3 |
3,012.6 |
|
|
| 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 |
3,165.0 |
2,983.0 |
182.0 |
5.9% |
86.8 |
2.8% |
43% |
False |
False |
1,569,946 |
| 10 |
3,310.0 |
2,983.0 |
327.0 |
10.7% |
70.5 |
2.3% |
24% |
False |
False |
1,260,361 |
| 20 |
3,338.0 |
2,983.0 |
355.0 |
11.6% |
73.7 |
2.4% |
22% |
False |
False |
1,163,654 |
| 40 |
3,525.0 |
2,983.0 |
542.0 |
17.7% |
72.2 |
2.4% |
14% |
False |
False |
625,654 |
| 60 |
3,525.0 |
2,983.0 |
542.0 |
17.7% |
64.2 |
2.1% |
14% |
False |
False |
420,483 |
| 80 |
3,525.0 |
2,969.0 |
556.0 |
18.2% |
65.0 |
2.1% |
17% |
False |
False |
316,064 |
| 100 |
3,525.0 |
2,969.0 |
556.0 |
18.2% |
62.7 |
2.0% |
17% |
False |
False |
253,629 |
| 120 |
3,664.0 |
2,969.0 |
695.0 |
22.7% |
53.9 |
1.8% |
13% |
False |
False |
211,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,468.0 |
|
2.618 |
3,324.4 |
|
1.618 |
3,236.4 |
|
1.000 |
3,182.0 |
|
0.618 |
3,148.4 |
|
HIGH |
3,094.0 |
|
0.618 |
3,060.4 |
|
0.500 |
3,050.0 |
|
0.382 |
3,039.6 |
|
LOW |
3,006.0 |
|
0.618 |
2,951.6 |
|
1.000 |
2,918.0 |
|
1.618 |
2,863.6 |
|
2.618 |
2,775.6 |
|
4.250 |
2,632.0 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,057.3 |
3,055.8 |
| PP |
3,053.7 |
3,050.7 |
| S1 |
3,050.0 |
3,045.5 |
|