| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
16,280 |
16,350 |
70 |
0.4% |
17,347 |
| High |
16,502 |
16,533 |
31 |
0.2% |
17,399 |
| Low |
16,168 |
16,025 |
-143 |
-0.9% |
16,209 |
| Close |
16,363 |
16,056 |
-307 |
-1.9% |
16,235 |
| Range |
334 |
508 |
174 |
52.1% |
1,190 |
| ATR |
295 |
310 |
15 |
5.2% |
0 |
| Volume |
260,381 |
305,051 |
44,670 |
17.2% |
1,256,432 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,729 |
17,400 |
16,336 |
|
| R3 |
17,221 |
16,892 |
16,196 |
|
| R2 |
16,713 |
16,713 |
16,149 |
|
| R1 |
16,384 |
16,384 |
16,103 |
16,295 |
| PP |
16,205 |
16,205 |
16,205 |
16,160 |
| S1 |
15,876 |
15,876 |
16,010 |
15,787 |
| S2 |
15,697 |
15,697 |
15,963 |
|
| S3 |
15,189 |
15,368 |
15,916 |
|
| S4 |
14,681 |
14,860 |
15,777 |
|
|
| 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 |
16,881 |
16,025 |
856 |
5.3% |
420 |
2.6% |
4% |
False |
True |
291,239 |
| 10 |
17,656 |
16,025 |
1,631 |
10.2% |
363 |
2.3% |
2% |
False |
True |
224,596 |
| 20 |
17,735 |
16,025 |
1,710 |
10.7% |
305 |
1.9% |
2% |
False |
True |
176,915 |
| 40 |
17,825 |
16,025 |
1,800 |
11.2% |
270 |
1.7% |
2% |
False |
True |
101,483 |
| 60 |
17,828 |
16,025 |
1,803 |
11.2% |
239 |
1.5% |
2% |
False |
True |
67,716 |
| 80 |
17,828 |
15,745 |
2,083 |
13.0% |
239 |
1.5% |
15% |
False |
False |
50,802 |
| 100 |
17,828 |
15,495 |
2,333 |
14.5% |
240 |
1.5% |
24% |
False |
False |
40,644 |
| 120 |
17,828 |
15,495 |
2,333 |
14.5% |
220 |
1.4% |
24% |
False |
False |
33,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,692 |
|
2.618 |
17,863 |
|
1.618 |
17,355 |
|
1.000 |
17,041 |
|
0.618 |
16,847 |
|
HIGH |
16,533 |
|
0.618 |
16,339 |
|
0.500 |
16,279 |
|
0.382 |
16,219 |
|
LOW |
16,025 |
|
0.618 |
15,711 |
|
1.000 |
15,517 |
|
1.618 |
15,203 |
|
2.618 |
14,695 |
|
4.250 |
13,866 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,279 |
16,279 |
| PP |
16,205 |
16,205 |
| S1 |
16,130 |
16,130 |
|