| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
3,025.0 |
3,016.0 |
-9.0 |
-0.3% |
2,988.0 |
| High |
3,067.0 |
3,024.0 |
-43.0 |
-1.4% |
3,120.0 |
| Low |
2,964.0 |
2,900.0 |
-64.0 |
-2.2% |
2,900.0 |
| Close |
3,028.0 |
2,936.0 |
-92.0 |
-3.0% |
2,936.0 |
| Range |
103.0 |
124.0 |
21.0 |
20.4% |
220.0 |
| ATR |
87.6 |
90.5 |
2.9 |
3.3% |
0.0 |
| Volume |
2,291,166 |
1,133,728 |
-1,157,438 |
-50.5% |
8,375,051 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,325.3 |
3,254.7 |
3,004.2 |
|
| R3 |
3,201.3 |
3,130.7 |
2,970.1 |
|
| R2 |
3,077.3 |
3,077.3 |
2,958.7 |
|
| R1 |
3,006.7 |
3,006.7 |
2,947.4 |
2,980.0 |
| PP |
2,953.3 |
2,953.3 |
2,953.3 |
2,940.0 |
| S1 |
2,882.7 |
2,882.7 |
2,924.6 |
2,856.0 |
| S2 |
2,829.3 |
2,829.3 |
2,913.3 |
|
| S3 |
2,705.3 |
2,758.7 |
2,901.9 |
|
| S4 |
2,581.3 |
2,634.7 |
2,867.8 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,645.3 |
3,510.7 |
3,057.0 |
|
| R3 |
3,425.3 |
3,290.7 |
2,996.5 |
|
| R2 |
3,205.3 |
3,205.3 |
2,976.3 |
|
| R1 |
3,070.7 |
3,070.7 |
2,956.2 |
3,028.0 |
| PP |
2,985.3 |
2,985.3 |
2,985.3 |
2,964.0 |
| S1 |
2,850.7 |
2,850.7 |
2,915.8 |
2,808.0 |
| S2 |
2,765.3 |
2,765.3 |
2,895.7 |
|
| S3 |
2,545.3 |
2,630.7 |
2,875.5 |
|
| S4 |
2,325.3 |
2,410.7 |
2,815.0 |
|
|
| 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 |
2,900.0 |
220.0 |
7.5% |
105.2 |
3.6% |
16% |
False |
True |
1,675,010 |
| 10 |
3,214.0 |
2,900.0 |
314.0 |
10.7% |
93.1 |
3.2% |
11% |
False |
True |
1,576,365 |
| 20 |
3,338.0 |
2,900.0 |
438.0 |
14.9% |
79.0 |
2.7% |
8% |
False |
True |
1,244,138 |
| 40 |
3,525.0 |
2,900.0 |
625.0 |
21.3% |
74.4 |
2.5% |
6% |
False |
True |
764,947 |
| 60 |
3,525.0 |
2,900.0 |
625.0 |
21.3% |
68.3 |
2.3% |
6% |
False |
True |
512,255 |
| 80 |
3,525.0 |
2,900.0 |
625.0 |
21.3% |
66.9 |
2.3% |
6% |
False |
True |
385,195 |
| 100 |
3,525.0 |
2,900.0 |
625.0 |
21.3% |
62.8 |
2.1% |
6% |
False |
True |
309,346 |
| 120 |
3,664.0 |
2,900.0 |
764.0 |
26.0% |
56.8 |
1.9% |
5% |
False |
True |
257,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,551.0 |
|
2.618 |
3,348.6 |
|
1.618 |
3,224.6 |
|
1.000 |
3,148.0 |
|
0.618 |
3,100.6 |
|
HIGH |
3,024.0 |
|
0.618 |
2,976.6 |
|
0.500 |
2,962.0 |
|
0.382 |
2,947.4 |
|
LOW |
2,900.0 |
|
0.618 |
2,823.4 |
|
1.000 |
2,776.0 |
|
1.618 |
2,699.4 |
|
2.618 |
2,575.4 |
|
4.250 |
2,373.0 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,962.0 |
3,010.0 |
| PP |
2,953.3 |
2,985.3 |
| S1 |
2,944.7 |
2,960.7 |
|