| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,978.0 |
3,042.0 |
64.0 |
2.1% |
2,973.0 |
| High |
3,041.0 |
3,042.0 |
1.0 |
0.0% |
3,041.0 |
| Low |
2,971.0 |
2,971.0 |
0.0 |
0.0% |
2,832.0 |
| Close |
3,025.0 |
2,997.0 |
-28.0 |
-0.9% |
3,025.0 |
| Range |
70.0 |
71.0 |
1.0 |
1.4% |
209.0 |
| ATR |
95.0 |
93.3 |
-1.7 |
-1.8% |
0.0 |
| Volume |
1,188,470 |
1,378,022 |
189,552 |
15.9% |
7,528,121 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,216.3 |
3,177.7 |
3,036.1 |
|
| R3 |
3,145.3 |
3,106.7 |
3,016.5 |
|
| R2 |
3,074.3 |
3,074.3 |
3,010.0 |
|
| R1 |
3,035.7 |
3,035.7 |
3,003.5 |
3,019.5 |
| PP |
3,003.3 |
3,003.3 |
3,003.3 |
2,995.3 |
| S1 |
2,964.7 |
2,964.7 |
2,990.5 |
2,948.5 |
| S2 |
2,932.3 |
2,932.3 |
2,984.0 |
|
| S3 |
2,861.3 |
2,893.7 |
2,977.5 |
|
| S4 |
2,790.3 |
2,822.7 |
2,958.0 |
|
|
| 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 |
3,042.0 |
2,832.0 |
210.0 |
7.0% |
82.2 |
2.7% |
79% |
True |
False |
1,781,228 |
| 10 |
3,120.0 |
2,832.0 |
288.0 |
9.6% |
93.7 |
3.1% |
57% |
False |
False |
1,728,119 |
| 20 |
3,310.0 |
2,832.0 |
478.0 |
15.9% |
79.9 |
2.7% |
35% |
False |
False |
1,402,800 |
| 40 |
3,525.0 |
2,832.0 |
693.0 |
23.1% |
79.1 |
2.6% |
24% |
False |
False |
983,045 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
23.1% |
70.2 |
2.3% |
24% |
False |
False |
659,536 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
23.1% |
66.4 |
2.2% |
24% |
False |
False |
496,440 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
23.1% |
64.6 |
2.2% |
24% |
False |
False |
398,407 |
| 120 |
3,664.0 |
2,832.0 |
832.0 |
27.8% |
60.2 |
2.0% |
20% |
False |
False |
332,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,343.8 |
|
2.618 |
3,227.9 |
|
1.618 |
3,156.9 |
|
1.000 |
3,113.0 |
|
0.618 |
3,085.9 |
|
HIGH |
3,042.0 |
|
0.618 |
3,014.9 |
|
0.500 |
3,006.5 |
|
0.382 |
2,998.1 |
|
LOW |
2,971.0 |
|
0.618 |
2,927.1 |
|
1.000 |
2,900.0 |
|
1.618 |
2,856.1 |
|
2.618 |
2,785.1 |
|
4.250 |
2,669.3 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,006.5 |
2,981.2 |
| PP |
3,003.3 |
2,965.3 |
| S1 |
3,000.2 |
2,949.5 |
|