| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,973.0 |
2,890.0 |
-83.0 |
-2.8% |
2,988.0 |
| High |
3,004.0 |
2,920.0 |
-84.0 |
-2.8% |
3,120.0 |
| Low |
2,929.0 |
2,832.0 |
-97.0 |
-3.3% |
2,900.0 |
| Close |
2,973.0 |
2,868.0 |
-105.0 |
-3.5% |
2,936.0 |
| Range |
75.0 |
88.0 |
13.0 |
17.3% |
220.0 |
| ATR |
89.4 |
93.1 |
3.7 |
4.1% |
0.0 |
| Volume |
2,254,628 |
2,313,863 |
59,235 |
2.6% |
8,375,051 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,137.3 |
3,090.7 |
2,916.4 |
|
| R3 |
3,049.3 |
3,002.7 |
2,892.2 |
|
| R2 |
2,961.3 |
2,961.3 |
2,884.1 |
|
| R1 |
2,914.7 |
2,914.7 |
2,876.1 |
2,894.0 |
| PP |
2,873.3 |
2,873.3 |
2,873.3 |
2,863.0 |
| S1 |
2,826.7 |
2,826.7 |
2,859.9 |
2,806.0 |
| S2 |
2,785.3 |
2,785.3 |
2,851.9 |
|
| S3 |
2,697.3 |
2,738.7 |
2,843.8 |
|
| S4 |
2,609.3 |
2,650.7 |
2,819.6 |
|
|
| 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 |
2,832.0 |
288.0 |
10.0% |
103.2 |
3.6% |
13% |
False |
True |
2,028,042 |
| 10 |
3,165.0 |
2,832.0 |
333.0 |
11.6% |
95.0 |
3.3% |
11% |
False |
True |
1,798,994 |
| 20 |
3,338.0 |
2,832.0 |
506.0 |
17.6% |
78.5 |
2.7% |
7% |
False |
True |
1,343,462 |
| 40 |
3,525.0 |
2,832.0 |
693.0 |
24.2% |
75.8 |
2.6% |
5% |
False |
True |
878,528 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
24.2% |
69.7 |
2.4% |
5% |
False |
True |
587,860 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
24.2% |
66.5 |
2.3% |
5% |
False |
True |
442,233 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
24.2% |
62.6 |
2.2% |
5% |
False |
True |
355,030 |
| 120 |
3,664.0 |
2,832.0 |
832.0 |
29.0% |
58.2 |
2.0% |
4% |
False |
True |
295,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,294.0 |
|
2.618 |
3,150.4 |
|
1.618 |
3,062.4 |
|
1.000 |
3,008.0 |
|
0.618 |
2,974.4 |
|
HIGH |
2,920.0 |
|
0.618 |
2,886.4 |
|
0.500 |
2,876.0 |
|
0.382 |
2,865.6 |
|
LOW |
2,832.0 |
|
0.618 |
2,777.6 |
|
1.000 |
2,744.0 |
|
1.618 |
2,689.6 |
|
2.618 |
2,601.6 |
|
4.250 |
2,458.0 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,876.0 |
2,928.0 |
| PP |
2,873.3 |
2,908.0 |
| S1 |
2,870.7 |
2,888.0 |
|