| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
3,093.0 |
3,025.0 |
-68.0 |
-2.2% |
3,210.0 |
| High |
3,120.0 |
3,067.0 |
-53.0 |
-1.7% |
3,214.0 |
| Low |
2,994.0 |
2,964.0 |
-30.0 |
-1.0% |
2,994.0 |
| Close |
3,063.0 |
3,028.0 |
-35.0 |
-1.1% |
3,029.0 |
| Range |
126.0 |
103.0 |
-23.0 |
-18.3% |
220.0 |
| ATR |
86.4 |
87.6 |
1.2 |
1.4% |
0.0 |
| Volume |
2,146,827 |
2,291,166 |
144,339 |
6.7% |
7,388,604 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,328.7 |
3,281.3 |
3,084.7 |
|
| R3 |
3,225.7 |
3,178.3 |
3,056.3 |
|
| R2 |
3,122.7 |
3,122.7 |
3,046.9 |
|
| R1 |
3,075.3 |
3,075.3 |
3,037.4 |
3,099.0 |
| PP |
3,019.7 |
3,019.7 |
3,019.7 |
3,031.5 |
| S1 |
2,972.3 |
2,972.3 |
3,018.6 |
2,996.0 |
| S2 |
2,916.7 |
2,916.7 |
3,009.1 |
|
| S3 |
2,813.7 |
2,869.3 |
2,999.7 |
|
| S4 |
2,710.7 |
2,766.3 |
2,971.4 |
|
|
| 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 |
2,964.0 |
156.0 |
5.2% |
103.2 |
3.4% |
41% |
False |
True |
1,768,305 |
| 10 |
3,309.0 |
2,964.0 |
345.0 |
11.4% |
84.9 |
2.8% |
19% |
False |
True |
1,608,559 |
| 20 |
3,338.0 |
2,964.0 |
374.0 |
12.4% |
78.4 |
2.6% |
17% |
False |
True |
1,273,800 |
| 40 |
3,525.0 |
2,964.0 |
561.0 |
18.5% |
74.1 |
2.4% |
11% |
False |
True |
736,604 |
| 60 |
3,525.0 |
2,964.0 |
561.0 |
18.5% |
66.8 |
2.2% |
11% |
False |
True |
494,009 |
| 80 |
3,525.0 |
2,964.0 |
561.0 |
18.5% |
66.0 |
2.2% |
11% |
False |
True |
371,532 |
| 100 |
3,525.0 |
2,964.0 |
561.0 |
18.5% |
63.0 |
2.1% |
11% |
False |
True |
298,009 |
| 120 |
3,664.0 |
2,964.0 |
700.0 |
23.1% |
55.8 |
1.8% |
9% |
False |
True |
248,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,504.8 |
|
2.618 |
3,336.7 |
|
1.618 |
3,233.7 |
|
1.000 |
3,170.0 |
|
0.618 |
3,130.7 |
|
HIGH |
3,067.0 |
|
0.618 |
3,027.7 |
|
0.500 |
3,015.5 |
|
0.382 |
3,003.3 |
|
LOW |
2,964.0 |
|
0.618 |
2,900.3 |
|
1.000 |
2,861.0 |
|
1.618 |
2,797.3 |
|
2.618 |
2,694.3 |
|
4.250 |
2,526.3 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,023.8 |
3,042.0 |
| PP |
3,019.7 |
3,037.3 |
| S1 |
3,015.5 |
3,032.7 |
|