| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,881.0 |
2,978.0 |
97.0 |
3.4% |
2,973.0 |
| High |
2,964.0 |
3,041.0 |
77.0 |
2.6% |
3,041.0 |
| Low |
2,857.0 |
2,971.0 |
114.0 |
4.0% |
2,832.0 |
| Close |
2,934.0 |
3,025.0 |
91.0 |
3.1% |
3,025.0 |
| Range |
107.0 |
70.0 |
-37.0 |
-34.6% |
209.0 |
| ATR |
94.1 |
95.0 |
0.9 |
1.0% |
0.0 |
| Volume |
1,771,160 |
1,188,470 |
-582,690 |
-32.9% |
7,528,121 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,222.3 |
3,193.7 |
3,063.5 |
|
| R3 |
3,152.3 |
3,123.7 |
3,044.3 |
|
| R2 |
3,082.3 |
3,082.3 |
3,037.8 |
|
| R1 |
3,053.7 |
3,053.7 |
3,031.4 |
3,068.0 |
| PP |
3,012.3 |
3,012.3 |
3,012.3 |
3,019.5 |
| S1 |
2,983.7 |
2,983.7 |
3,018.6 |
2,998.0 |
| S2 |
2,942.3 |
2,942.3 |
3,012.2 |
|
| S3 |
2,872.3 |
2,913.7 |
3,005.8 |
|
| S4 |
2,802.3 |
2,843.7 |
2,986.5 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,593.0 |
3,518.0 |
3,140.0 |
|
| R3 |
3,384.0 |
3,309.0 |
3,082.5 |
|
| R2 |
3,175.0 |
3,175.0 |
3,063.3 |
|
| R1 |
3,100.0 |
3,100.0 |
3,044.2 |
3,137.5 |
| PP |
2,966.0 |
2,966.0 |
2,966.0 |
2,984.8 |
| S1 |
2,891.0 |
2,891.0 |
3,005.8 |
2,928.5 |
| S2 |
2,757.0 |
2,757.0 |
2,986.7 |
|
| S3 |
2,548.0 |
2,682.0 |
2,967.5 |
|
| S4 |
2,339.0 |
2,473.0 |
2,910.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,041.0 |
2,832.0 |
209.0 |
6.9% |
92.8 |
3.1% |
92% |
True |
False |
1,732,369 |
| 10 |
3,120.0 |
2,832.0 |
288.0 |
9.5% |
98.0 |
3.2% |
67% |
False |
False |
1,750,337 |
| 20 |
3,310.0 |
2,832.0 |
478.0 |
15.8% |
80.6 |
2.7% |
40% |
False |
False |
1,375,923 |
| 40 |
3,525.0 |
2,832.0 |
693.0 |
22.9% |
78.2 |
2.6% |
28% |
False |
False |
950,967 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
22.9% |
69.4 |
2.3% |
28% |
False |
False |
636,569 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
22.9% |
66.7 |
2.2% |
28% |
False |
False |
479,215 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
22.9% |
64.1 |
2.1% |
28% |
False |
False |
384,627 |
| 120 |
3,664.0 |
2,832.0 |
832.0 |
27.5% |
59.6 |
2.0% |
23% |
False |
False |
320,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,338.5 |
|
2.618 |
3,224.3 |
|
1.618 |
3,154.3 |
|
1.000 |
3,111.0 |
|
0.618 |
3,084.3 |
|
HIGH |
3,041.0 |
|
0.618 |
3,014.3 |
|
0.500 |
3,006.0 |
|
0.382 |
2,997.7 |
|
LOW |
2,971.0 |
|
0.618 |
2,927.7 |
|
1.000 |
2,901.0 |
|
1.618 |
2,857.7 |
|
2.618 |
2,787.7 |
|
4.250 |
2,673.5 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,018.7 |
2,995.5 |
| PP |
3,012.3 |
2,966.0 |
| S1 |
3,006.0 |
2,936.5 |
|