| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
17,518 |
17,347 |
-171 |
-1.0% |
17,453 |
| High |
17,536 |
17,399 |
-137 |
-0.8% |
17,660 |
| Low |
17,298 |
16,860 |
-438 |
-2.5% |
17,298 |
| Close |
17,341 |
17,085 |
-256 |
-1.5% |
17,341 |
| Range |
238 |
539 |
301 |
126.5% |
362 |
| ATR |
235 |
256 |
22 |
9.3% |
0 |
| Volume |
80,554 |
220,242 |
139,688 |
173.4% |
295,070 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,732 |
18,447 |
17,382 |
|
| R3 |
18,193 |
17,908 |
17,233 |
|
| R2 |
17,654 |
17,654 |
17,184 |
|
| R1 |
17,369 |
17,369 |
17,135 |
17,242 |
| PP |
17,115 |
17,115 |
17,115 |
17,051 |
| S1 |
16,830 |
16,830 |
17,036 |
16,703 |
| S2 |
16,576 |
16,576 |
16,986 |
|
| S3 |
16,037 |
16,291 |
16,937 |
|
| S4 |
15,498 |
15,752 |
16,789 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,519 |
18,292 |
17,540 |
|
| R3 |
18,157 |
17,930 |
17,441 |
|
| R2 |
17,795 |
17,795 |
17,407 |
|
| R1 |
17,568 |
17,568 |
17,374 |
17,501 |
| PP |
17,433 |
17,433 |
17,433 |
17,399 |
| S1 |
17,206 |
17,206 |
17,308 |
17,139 |
| S2 |
17,071 |
17,071 |
17,275 |
|
| S3 |
16,709 |
16,844 |
17,242 |
|
| S4 |
16,347 |
16,482 |
17,142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,660 |
16,860 |
800 |
4.7% |
261 |
1.5% |
28% |
False |
True |
103,062 |
| 10 |
17,660 |
16,860 |
800 |
4.7% |
243 |
1.4% |
28% |
False |
True |
110,818 |
| 20 |
17,790 |
16,860 |
930 |
5.4% |
281 |
1.6% |
24% |
False |
True |
108,736 |
| 40 |
17,825 |
16,860 |
965 |
5.6% |
238 |
1.4% |
23% |
False |
True |
54,532 |
| 60 |
17,828 |
16,610 |
1,218 |
7.1% |
213 |
1.2% |
39% |
False |
False |
36,404 |
| 80 |
17,828 |
15,745 |
2,083 |
12.2% |
226 |
1.3% |
64% |
False |
False |
27,315 |
| 100 |
17,828 |
15,495 |
2,333 |
13.7% |
225 |
1.3% |
68% |
False |
False |
21,853 |
| 120 |
17,886 |
15,495 |
2,391 |
14.0% |
201 |
1.2% |
66% |
False |
False |
18,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,690 |
|
2.618 |
18,810 |
|
1.618 |
18,271 |
|
1.000 |
17,938 |
|
0.618 |
17,732 |
|
HIGH |
17,399 |
|
0.618 |
17,193 |
|
0.500 |
17,130 |
|
0.382 |
17,066 |
|
LOW |
16,860 |
|
0.618 |
16,527 |
|
1.000 |
16,321 |
|
1.618 |
15,988 |
|
2.618 |
15,449 |
|
4.250 |
14,569 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,130 |
17,258 |
| PP |
17,115 |
17,200 |
| S1 |
17,100 |
17,143 |
|