| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
3,027.0 |
3,010.0 |
-17.0 |
-0.6% |
2,973.0 |
| High |
3,057.0 |
3,053.0 |
-4.0 |
-0.1% |
3,041.0 |
| Low |
2,986.0 |
2,951.0 |
-35.0 |
-1.2% |
2,832.0 |
| Close |
3,034.0 |
2,974.0 |
-60.0 |
-2.0% |
3,025.0 |
| Range |
71.0 |
102.0 |
31.0 |
43.7% |
209.0 |
| ATR |
92.3 |
93.0 |
0.7 |
0.8% |
0.0 |
| Volume |
1,683,069 |
1,461,903 |
-221,166 |
-13.1% |
7,528,121 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,298.7 |
3,238.3 |
3,030.1 |
|
| R3 |
3,196.7 |
3,136.3 |
3,002.1 |
|
| R2 |
3,094.7 |
3,094.7 |
2,992.7 |
|
| R1 |
3,034.3 |
3,034.3 |
2,983.4 |
3,013.5 |
| PP |
2,992.7 |
2,992.7 |
2,992.7 |
2,982.3 |
| S1 |
2,932.3 |
2,932.3 |
2,964.7 |
2,911.5 |
| S2 |
2,890.7 |
2,890.7 |
2,955.3 |
|
| S3 |
2,788.7 |
2,830.3 |
2,946.0 |
|
| S4 |
2,686.7 |
2,728.3 |
2,917.9 |
|
|
| 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 |
3,057.0 |
2,938.0 |
119.0 |
4.0% |
83.2 |
2.8% |
30% |
False |
False |
1,391,183 |
| 10 |
3,067.0 |
2,832.0 |
235.0 |
7.9% |
91.3 |
3.1% |
60% |
False |
False |
1,672,046 |
| 20 |
3,310.0 |
2,832.0 |
478.0 |
16.1% |
85.0 |
2.9% |
30% |
False |
False |
1,551,011 |
| 40 |
3,525.0 |
2,832.0 |
693.0 |
23.3% |
81.5 |
2.7% |
20% |
False |
False |
1,089,665 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
23.3% |
72.6 |
2.4% |
20% |
False |
False |
732,684 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
23.3% |
67.3 |
2.3% |
20% |
False |
False |
551,305 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
23.3% |
65.9 |
2.2% |
20% |
False |
False |
442,301 |
| 120 |
3,659.0 |
2,832.0 |
827.0 |
27.8% |
62.3 |
2.1% |
17% |
False |
False |
368,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,486.5 |
|
2.618 |
3,320.0 |
|
1.618 |
3,218.0 |
|
1.000 |
3,155.0 |
|
0.618 |
3,116.0 |
|
HIGH |
3,053.0 |
|
0.618 |
3,014.0 |
|
0.500 |
3,002.0 |
|
0.382 |
2,990.0 |
|
LOW |
2,951.0 |
|
0.618 |
2,888.0 |
|
1.000 |
2,849.0 |
|
1.618 |
2,786.0 |
|
2.618 |
2,684.0 |
|
4.250 |
2,517.5 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,002.0 |
2,997.5 |
| PP |
2,992.7 |
2,989.7 |
| S1 |
2,983.3 |
2,981.8 |
|