| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
3,013.0 |
3,093.0 |
80.0 |
2.7% |
3,210.0 |
| High |
3,094.0 |
3,120.0 |
26.0 |
0.8% |
3,214.0 |
| Low |
3,006.0 |
2,994.0 |
-12.0 |
-0.4% |
2,994.0 |
| Close |
3,061.0 |
3,063.0 |
2.0 |
0.1% |
3,029.0 |
| Range |
88.0 |
126.0 |
38.0 |
43.2% |
220.0 |
| ATR |
83.4 |
86.4 |
3.0 |
3.7% |
0.0 |
| Volume |
1,456,231 |
2,146,827 |
690,596 |
47.4% |
7,388,604 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,437.0 |
3,376.0 |
3,132.3 |
|
| R3 |
3,311.0 |
3,250.0 |
3,097.7 |
|
| R2 |
3,185.0 |
3,185.0 |
3,086.1 |
|
| R1 |
3,124.0 |
3,124.0 |
3,074.6 |
3,091.5 |
| PP |
3,059.0 |
3,059.0 |
3,059.0 |
3,042.8 |
| S1 |
2,998.0 |
2,998.0 |
3,051.5 |
2,965.5 |
| S2 |
2,933.0 |
2,933.0 |
3,039.9 |
|
| S3 |
2,807.0 |
2,872.0 |
3,028.4 |
|
| S4 |
2,681.0 |
2,746.0 |
2,993.7 |
|
|
| 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 |
3,120.0 |
2,983.0 |
137.0 |
4.5% |
98.2 |
3.2% |
58% |
True |
False |
1,628,120 |
| 10 |
3,310.0 |
2,983.0 |
327.0 |
10.7% |
78.6 |
2.6% |
24% |
False |
False |
1,429,977 |
| 20 |
3,338.0 |
2,983.0 |
355.0 |
11.6% |
77.8 |
2.5% |
23% |
False |
False |
1,238,312 |
| 40 |
3,525.0 |
2,983.0 |
542.0 |
17.7% |
73.1 |
2.4% |
15% |
False |
False |
679,325 |
| 60 |
3,525.0 |
2,983.0 |
542.0 |
17.7% |
65.4 |
2.1% |
15% |
False |
False |
455,825 |
| 80 |
3,525.0 |
2,969.0 |
556.0 |
18.2% |
66.0 |
2.2% |
17% |
False |
False |
342,893 |
| 100 |
3,525.0 |
2,969.0 |
556.0 |
18.2% |
63.3 |
2.1% |
17% |
False |
False |
275,097 |
| 120 |
3,664.0 |
2,969.0 |
695.0 |
22.7% |
54.9 |
1.8% |
14% |
False |
False |
229,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,655.5 |
|
2.618 |
3,449.9 |
|
1.618 |
3,323.9 |
|
1.000 |
3,246.0 |
|
0.618 |
3,197.9 |
|
HIGH |
3,120.0 |
|
0.618 |
3,071.9 |
|
0.500 |
3,057.0 |
|
0.382 |
3,042.1 |
|
LOW |
2,994.0 |
|
0.618 |
2,916.1 |
|
1.000 |
2,868.0 |
|
1.618 |
2,790.1 |
|
2.618 |
2,664.1 |
|
4.250 |
2,458.5 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,061.0 |
3,059.2 |
| PP |
3,059.0 |
3,055.3 |
| S1 |
3,057.0 |
3,051.5 |
|