| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
16,350 |
16,068 |
-282 |
-1.7% |
17,347 |
| High |
16,533 |
16,391 |
-142 |
-0.9% |
17,399 |
| Low |
16,025 |
15,980 |
-45 |
-0.3% |
16,209 |
| Close |
16,056 |
16,281 |
225 |
1.4% |
16,235 |
| Range |
508 |
411 |
-97 |
-19.1% |
1,190 |
| ATR |
310 |
318 |
7 |
2.3% |
0 |
| Volume |
305,051 |
304,868 |
-183 |
-0.1% |
1,256,432 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,450 |
17,277 |
16,507 |
|
| R3 |
17,039 |
16,866 |
16,394 |
|
| R2 |
16,628 |
16,628 |
16,356 |
|
| R1 |
16,455 |
16,455 |
16,319 |
16,542 |
| PP |
16,217 |
16,217 |
16,217 |
16,261 |
| S1 |
16,044 |
16,044 |
16,243 |
16,131 |
| S2 |
15,806 |
15,806 |
16,206 |
|
| S3 |
15,395 |
15,633 |
16,168 |
|
| S4 |
14,984 |
15,222 |
16,055 |
|
|
| 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 |
16,666 |
15,980 |
686 |
4.2% |
400 |
2.5% |
44% |
False |
True |
289,832 |
| 10 |
17,536 |
15,980 |
1,556 |
9.6% |
388 |
2.4% |
19% |
False |
True |
248,480 |
| 20 |
17,735 |
15,980 |
1,755 |
10.8% |
311 |
1.9% |
17% |
False |
True |
184,035 |
| 40 |
17,825 |
15,980 |
1,845 |
11.3% |
271 |
1.7% |
16% |
False |
True |
109,101 |
| 60 |
17,828 |
15,980 |
1,848 |
11.4% |
244 |
1.5% |
16% |
False |
True |
72,796 |
| 80 |
17,828 |
15,745 |
2,083 |
12.8% |
241 |
1.5% |
26% |
False |
False |
54,612 |
| 100 |
17,828 |
15,495 |
2,333 |
14.3% |
242 |
1.5% |
34% |
False |
False |
43,693 |
| 120 |
17,828 |
15,495 |
2,333 |
14.3% |
222 |
1.4% |
34% |
False |
False |
36,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,138 |
|
2.618 |
17,467 |
|
1.618 |
17,056 |
|
1.000 |
16,802 |
|
0.618 |
16,645 |
|
HIGH |
16,391 |
|
0.618 |
16,234 |
|
0.500 |
16,186 |
|
0.382 |
16,137 |
|
LOW |
15,980 |
|
0.618 |
15,726 |
|
1.000 |
15,569 |
|
1.618 |
15,315 |
|
2.618 |
14,904 |
|
4.250 |
14,233 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,249 |
16,273 |
| PP |
16,217 |
16,265 |
| S1 |
16,186 |
16,257 |
|