| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
3,016.0 |
2,973.0 |
-43.0 |
-1.4% |
2,988.0 |
| High |
3,024.0 |
3,004.0 |
-20.0 |
-0.7% |
3,120.0 |
| Low |
2,900.0 |
2,929.0 |
29.0 |
1.0% |
2,900.0 |
| Close |
2,936.0 |
2,973.0 |
37.0 |
1.3% |
2,936.0 |
| Range |
124.0 |
75.0 |
-49.0 |
-39.5% |
220.0 |
| ATR |
90.5 |
89.4 |
-1.1 |
-1.2% |
0.0 |
| Volume |
1,133,728 |
2,254,628 |
1,120,900 |
98.9% |
8,375,051 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,193.7 |
3,158.3 |
3,014.3 |
|
| R3 |
3,118.7 |
3,083.3 |
2,993.6 |
|
| R2 |
3,043.7 |
3,043.7 |
2,986.8 |
|
| R1 |
3,008.3 |
3,008.3 |
2,979.9 |
3,010.5 |
| PP |
2,968.7 |
2,968.7 |
2,968.7 |
2,969.8 |
| S1 |
2,933.3 |
2,933.3 |
2,966.1 |
2,935.5 |
| S2 |
2,893.7 |
2,893.7 |
2,959.3 |
|
| S3 |
2,818.7 |
2,858.3 |
2,952.4 |
|
| S4 |
2,743.7 |
2,783.3 |
2,931.8 |
|
|
| 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 |
7.4% |
103.2 |
3.5% |
33% |
False |
False |
1,856,516 |
| 10 |
3,195.0 |
2,900.0 |
295.0 |
9.9% |
93.0 |
3.1% |
25% |
False |
False |
1,691,898 |
| 20 |
3,338.0 |
2,900.0 |
438.0 |
14.7% |
78.3 |
2.6% |
17% |
False |
False |
1,278,877 |
| 40 |
3,525.0 |
2,900.0 |
625.0 |
21.0% |
74.7 |
2.5% |
12% |
False |
False |
820,682 |
| 60 |
3,525.0 |
2,900.0 |
625.0 |
21.0% |
68.9 |
2.3% |
12% |
False |
False |
549,832 |
| 80 |
3,525.0 |
2,900.0 |
625.0 |
21.0% |
66.3 |
2.2% |
12% |
False |
False |
413,377 |
| 100 |
3,525.0 |
2,900.0 |
625.0 |
21.0% |
62.4 |
2.1% |
12% |
False |
False |
331,892 |
| 120 |
3,664.0 |
2,900.0 |
764.0 |
25.7% |
57.4 |
1.9% |
10% |
False |
False |
276,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,322.8 |
|
2.618 |
3,200.4 |
|
1.618 |
3,125.4 |
|
1.000 |
3,079.0 |
|
0.618 |
3,050.4 |
|
HIGH |
3,004.0 |
|
0.618 |
2,975.4 |
|
0.500 |
2,966.5 |
|
0.382 |
2,957.7 |
|
LOW |
2,929.0 |
|
0.618 |
2,882.7 |
|
1.000 |
2,854.0 |
|
1.618 |
2,807.7 |
|
2.618 |
2,732.7 |
|
4.250 |
2,610.3 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,970.8 |
2,983.5 |
| PP |
2,968.7 |
2,980.0 |
| S1 |
2,966.5 |
2,976.5 |
|