| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
3,042.0 |
2,949.0 |
-93.0 |
-3.1% |
2,973.0 |
| High |
3,042.0 |
3,040.0 |
-2.0 |
-0.1% |
3,041.0 |
| Low |
2,971.0 |
2,938.0 |
-33.0 |
-1.1% |
2,832.0 |
| Close |
2,997.0 |
3,029.0 |
32.0 |
1.1% |
3,025.0 |
| Range |
71.0 |
102.0 |
31.0 |
43.7% |
209.0 |
| ATR |
93.3 |
93.9 |
0.6 |
0.7% |
0.0 |
| Volume |
1,378,022 |
1,244,451 |
-133,571 |
-9.7% |
7,528,121 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,308.3 |
3,270.7 |
3,085.1 |
|
| R3 |
3,206.3 |
3,168.7 |
3,057.1 |
|
| R2 |
3,104.3 |
3,104.3 |
3,047.7 |
|
| R1 |
3,066.7 |
3,066.7 |
3,038.4 |
3,085.5 |
| PP |
3,002.3 |
3,002.3 |
3,002.3 |
3,011.8 |
| S1 |
2,964.7 |
2,964.7 |
3,019.7 |
2,983.5 |
| S2 |
2,900.3 |
2,900.3 |
3,010.3 |
|
| S3 |
2,798.3 |
2,862.7 |
3,001.0 |
|
| S4 |
2,696.3 |
2,760.7 |
2,972.9 |
|
|
| 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 |
6.9% |
87.6 |
2.9% |
94% |
False |
False |
1,579,193 |
| 10 |
3,120.0 |
2,832.0 |
288.0 |
9.5% |
95.4 |
3.1% |
68% |
False |
False |
1,717,854 |
| 20 |
3,310.0 |
2,832.0 |
478.0 |
15.8% |
81.7 |
2.7% |
41% |
False |
False |
1,432,885 |
| 40 |
3,525.0 |
2,832.0 |
693.0 |
22.9% |
80.1 |
2.6% |
28% |
False |
False |
1,014,150 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
22.9% |
71.3 |
2.4% |
28% |
False |
False |
680,277 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
22.9% |
66.9 |
2.2% |
28% |
False |
False |
511,996 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
22.9% |
65.2 |
2.2% |
28% |
False |
False |
410,851 |
| 120 |
3,664.0 |
2,832.0 |
832.0 |
27.5% |
61.1 |
2.0% |
24% |
False |
False |
342,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,473.5 |
|
2.618 |
3,307.0 |
|
1.618 |
3,205.0 |
|
1.000 |
3,142.0 |
|
0.618 |
3,103.0 |
|
HIGH |
3,040.0 |
|
0.618 |
3,001.0 |
|
0.500 |
2,989.0 |
|
0.382 |
2,977.0 |
|
LOW |
2,938.0 |
|
0.618 |
2,875.0 |
|
1.000 |
2,836.0 |
|
1.618 |
2,773.0 |
|
2.618 |
2,671.0 |
|
4.250 |
2,504.5 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,015.7 |
3,016.0 |
| PP |
3,002.3 |
3,003.0 |
| S1 |
2,989.0 |
2,990.0 |
|