| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
15,755 |
16,008 |
253 |
1.6% |
15,875 |
| High |
16,052 |
16,039 |
-13 |
-0.1% |
16,188 |
| Low |
15,727 |
15,790 |
63 |
0.4% |
15,365 |
| Close |
16,004 |
15,811 |
-193 |
-1.2% |
16,004 |
| Range |
325 |
249 |
-76 |
-23.4% |
823 |
| ATR |
357 |
350 |
-8 |
-2.2% |
0 |
| Volume |
205,208 |
179,722 |
-25,486 |
-12.4% |
1,283,826 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,627 |
16,468 |
15,948 |
|
| R3 |
16,378 |
16,219 |
15,880 |
|
| R2 |
16,129 |
16,129 |
15,857 |
|
| R1 |
15,970 |
15,970 |
15,834 |
15,925 |
| PP |
15,880 |
15,880 |
15,880 |
15,858 |
| S1 |
15,721 |
15,721 |
15,788 |
15,676 |
| S2 |
15,631 |
15,631 |
15,765 |
|
| S3 |
15,382 |
15,472 |
15,743 |
|
| S4 |
15,133 |
15,223 |
15,674 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,321 |
17,986 |
16,457 |
|
| R3 |
17,498 |
17,163 |
16,230 |
|
| R2 |
16,675 |
16,675 |
16,155 |
|
| R1 |
16,340 |
16,340 |
16,080 |
16,508 |
| PP |
15,852 |
15,852 |
15,852 |
15,936 |
| S1 |
15,517 |
15,517 |
15,929 |
15,685 |
| S2 |
15,029 |
15,029 |
15,853 |
|
| S3 |
14,206 |
14,694 |
15,778 |
|
| S4 |
13,383 |
13,871 |
15,551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,188 |
15,365 |
823 |
5.2% |
388 |
2.5% |
54% |
False |
False |
292,709 |
| 10 |
16,533 |
15,365 |
1,168 |
7.4% |
406 |
2.6% |
38% |
False |
False |
296,896 |
| 20 |
17,660 |
15,365 |
2,295 |
14.5% |
350 |
2.2% |
19% |
False |
False |
227,627 |
| 40 |
17,825 |
15,365 |
2,460 |
15.6% |
309 |
2.0% |
18% |
False |
False |
154,588 |
| 60 |
17,828 |
15,365 |
2,463 |
15.6% |
270 |
1.7% |
18% |
False |
False |
103,129 |
| 80 |
17,828 |
15,365 |
2,463 |
15.6% |
252 |
1.6% |
18% |
False |
False |
77,374 |
| 100 |
17,828 |
15,365 |
2,463 |
15.6% |
249 |
1.6% |
18% |
False |
False |
61,904 |
| 120 |
17,828 |
15,365 |
2,463 |
15.6% |
237 |
1.5% |
18% |
False |
False |
51,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,097 |
|
2.618 |
16,691 |
|
1.618 |
16,442 |
|
1.000 |
16,288 |
|
0.618 |
16,193 |
|
HIGH |
16,039 |
|
0.618 |
15,944 |
|
0.500 |
15,915 |
|
0.382 |
15,885 |
|
LOW |
15,790 |
|
0.618 |
15,636 |
|
1.000 |
15,541 |
|
1.618 |
15,387 |
|
2.618 |
15,138 |
|
4.250 |
14,732 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,915 |
15,810 |
| PP |
15,880 |
15,808 |
| S1 |
15,846 |
15,807 |
|