| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,890.0 |
2,881.0 |
-9.0 |
-0.3% |
2,988.0 |
| High |
2,920.0 |
2,964.0 |
44.0 |
1.5% |
3,120.0 |
| Low |
2,832.0 |
2,857.0 |
25.0 |
0.9% |
2,900.0 |
| Close |
2,868.0 |
2,934.0 |
66.0 |
2.3% |
2,936.0 |
| Range |
88.0 |
107.0 |
19.0 |
21.6% |
220.0 |
| ATR |
93.1 |
94.1 |
1.0 |
1.1% |
0.0 |
| Volume |
2,313,863 |
1,771,160 |
-542,703 |
-23.5% |
8,375,051 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,239.3 |
3,193.7 |
2,992.9 |
|
| R3 |
3,132.3 |
3,086.7 |
2,963.4 |
|
| R2 |
3,025.3 |
3,025.3 |
2,953.6 |
|
| R1 |
2,979.7 |
2,979.7 |
2,943.8 |
3,002.5 |
| PP |
2,918.3 |
2,918.3 |
2,918.3 |
2,929.8 |
| S1 |
2,872.7 |
2,872.7 |
2,924.2 |
2,895.5 |
| S2 |
2,811.3 |
2,811.3 |
2,914.4 |
|
| S3 |
2,704.3 |
2,765.7 |
2,904.6 |
|
| S4 |
2,597.3 |
2,658.7 |
2,875.2 |
|
|
| 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 |
3,067.0 |
2,832.0 |
235.0 |
8.0% |
99.4 |
3.4% |
43% |
False |
False |
1,952,909 |
| 10 |
3,120.0 |
2,832.0 |
288.0 |
9.8% |
98.8 |
3.4% |
35% |
False |
False |
1,790,514 |
| 20 |
3,310.0 |
2,832.0 |
478.0 |
16.3% |
80.6 |
2.7% |
21% |
False |
False |
1,358,271 |
| 40 |
3,525.0 |
2,832.0 |
693.0 |
23.6% |
77.5 |
2.6% |
15% |
False |
False |
922,794 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
23.6% |
69.4 |
2.4% |
15% |
False |
False |
616,798 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
23.6% |
66.6 |
2.3% |
15% |
False |
False |
464,372 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
23.6% |
63.4 |
2.2% |
15% |
False |
False |
372,742 |
| 120 |
3,664.0 |
2,832.0 |
832.0 |
28.4% |
59.1 |
2.0% |
12% |
False |
False |
310,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,418.8 |
|
2.618 |
3,244.1 |
|
1.618 |
3,137.1 |
|
1.000 |
3,071.0 |
|
0.618 |
3,030.1 |
|
HIGH |
2,964.0 |
|
0.618 |
2,923.1 |
|
0.500 |
2,910.5 |
|
0.382 |
2,897.9 |
|
LOW |
2,857.0 |
|
0.618 |
2,790.9 |
|
1.000 |
2,750.0 |
|
1.618 |
2,683.9 |
|
2.618 |
2,576.9 |
|
4.250 |
2,402.3 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,926.2 |
2,928.7 |
| PP |
2,918.3 |
2,923.3 |
| S1 |
2,910.5 |
2,918.0 |
|