| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
16,858 |
16,446 |
-412 |
-2.4% |
17,347 |
| High |
16,881 |
16,666 |
-215 |
-1.3% |
17,399 |
| Low |
16,367 |
16,209 |
-158 |
-1.0% |
16,209 |
| Close |
16,419 |
16,235 |
-184 |
-1.1% |
16,235 |
| Range |
514 |
457 |
-57 |
-11.1% |
1,190 |
| ATR |
280 |
293 |
13 |
4.5% |
0 |
| Volume |
311,903 |
301,344 |
-10,559 |
-3.4% |
1,256,432 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,741 |
17,445 |
16,486 |
|
| R3 |
17,284 |
16,988 |
16,361 |
|
| R2 |
16,827 |
16,827 |
16,319 |
|
| R1 |
16,531 |
16,531 |
16,277 |
16,451 |
| PP |
16,370 |
16,370 |
16,370 |
16,330 |
| S1 |
16,074 |
16,074 |
16,193 |
15,994 |
| S2 |
15,913 |
15,913 |
16,151 |
|
| S3 |
15,456 |
15,617 |
16,109 |
|
| S4 |
14,999 |
15,160 |
15,984 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,184 |
19,400 |
16,890 |
|
| R3 |
18,994 |
18,210 |
16,562 |
|
| R2 |
17,804 |
17,804 |
16,453 |
|
| R1 |
17,020 |
17,020 |
16,344 |
16,817 |
| PP |
16,614 |
16,614 |
16,614 |
16,513 |
| S1 |
15,830 |
15,830 |
16,126 |
15,627 |
| S2 |
15,424 |
15,424 |
16,017 |
|
| S3 |
14,234 |
14,640 |
15,908 |
|
| S4 |
13,044 |
13,450 |
15,581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,399 |
16,209 |
1,190 |
7.3% |
419 |
2.6% |
2% |
False |
True |
251,286 |
| 10 |
17,660 |
16,209 |
1,451 |
8.9% |
294 |
1.8% |
2% |
False |
True |
158,358 |
| 20 |
17,735 |
16,209 |
1,526 |
9.4% |
294 |
1.8% |
2% |
False |
True |
159,092 |
| 40 |
17,825 |
16,209 |
1,616 |
10.0% |
261 |
1.6% |
2% |
False |
True |
80,428 |
| 60 |
17,828 |
16,209 |
1,619 |
10.0% |
229 |
1.4% |
2% |
False |
True |
53,669 |
| 80 |
17,828 |
15,745 |
2,083 |
12.8% |
234 |
1.4% |
24% |
False |
False |
40,267 |
| 100 |
17,828 |
15,495 |
2,333 |
14.4% |
235 |
1.4% |
32% |
False |
False |
32,215 |
| 120 |
17,848 |
15,495 |
2,353 |
14.5% |
213 |
1.3% |
31% |
False |
False |
26,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,608 |
|
2.618 |
17,863 |
|
1.618 |
17,406 |
|
1.000 |
17,123 |
|
0.618 |
16,949 |
|
HIGH |
16,666 |
|
0.618 |
16,492 |
|
0.500 |
16,438 |
|
0.382 |
16,384 |
|
LOW |
16,209 |
|
0.618 |
15,927 |
|
1.000 |
15,752 |
|
1.618 |
15,470 |
|
2.618 |
15,013 |
|
4.250 |
14,267 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,438 |
16,653 |
| PP |
16,370 |
16,513 |
| S1 |
16,303 |
16,374 |
|