| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,949.0 |
3,027.0 |
78.0 |
2.6% |
2,973.0 |
| High |
3,040.0 |
3,057.0 |
17.0 |
0.6% |
3,041.0 |
| Low |
2,938.0 |
2,986.0 |
48.0 |
1.6% |
2,832.0 |
| Close |
3,029.0 |
3,034.0 |
5.0 |
0.2% |
3,025.0 |
| Range |
102.0 |
71.0 |
-31.0 |
-30.4% |
209.0 |
| ATR |
93.9 |
92.3 |
-1.6 |
-1.7% |
0.0 |
| Volume |
1,244,451 |
1,683,069 |
438,618 |
35.2% |
7,528,121 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,238.7 |
3,207.3 |
3,073.1 |
|
| R3 |
3,167.7 |
3,136.3 |
3,053.5 |
|
| R2 |
3,096.7 |
3,096.7 |
3,047.0 |
|
| R1 |
3,065.3 |
3,065.3 |
3,040.5 |
3,081.0 |
| PP |
3,025.7 |
3,025.7 |
3,025.7 |
3,033.5 |
| S1 |
2,994.3 |
2,994.3 |
3,027.5 |
3,010.0 |
| S2 |
2,954.7 |
2,954.7 |
3,021.0 |
|
| S3 |
2,883.7 |
2,923.3 |
3,014.5 |
|
| S4 |
2,812.7 |
2,852.3 |
2,995.0 |
|
|
| 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 |
3,057.0 |
2,857.0 |
200.0 |
6.6% |
84.2 |
2.8% |
89% |
True |
False |
1,453,034 |
| 10 |
3,120.0 |
2,832.0 |
288.0 |
9.5% |
93.7 |
3.1% |
70% |
False |
False |
1,740,538 |
| 20 |
3,310.0 |
2,832.0 |
478.0 |
15.8% |
82.1 |
2.7% |
42% |
False |
False |
1,500,449 |
| 40 |
3,525.0 |
2,832.0 |
693.0 |
22.8% |
80.1 |
2.6% |
29% |
False |
False |
1,054,104 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
22.8% |
71.6 |
2.4% |
29% |
False |
False |
708,319 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
22.8% |
67.2 |
2.2% |
29% |
False |
False |
533,031 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
22.8% |
65.5 |
2.2% |
29% |
False |
False |
427,682 |
| 120 |
3,659.0 |
2,832.0 |
827.0 |
27.3% |
61.4 |
2.0% |
24% |
False |
False |
356,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,358.8 |
|
2.618 |
3,242.9 |
|
1.618 |
3,171.9 |
|
1.000 |
3,128.0 |
|
0.618 |
3,100.9 |
|
HIGH |
3,057.0 |
|
0.618 |
3,029.9 |
|
0.500 |
3,021.5 |
|
0.382 |
3,013.1 |
|
LOW |
2,986.0 |
|
0.618 |
2,942.1 |
|
1.000 |
2,915.0 |
|
1.618 |
2,871.1 |
|
2.618 |
2,800.1 |
|
4.250 |
2,684.3 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,029.8 |
3,021.8 |
| PP |
3,025.7 |
3,009.7 |
| S1 |
3,021.5 |
2,997.5 |
|