| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
18,360 |
18,460 |
100 |
0.5% |
18,855 |
| High |
18,585 |
18,495 |
-90 |
-0.5% |
19,190 |
| Low |
18,175 |
17,930 |
-245 |
-1.3% |
18,760 |
| Close |
18,435 |
18,075 |
-360 |
-2.0% |
18,805 |
| Range |
410 |
565 |
155 |
37.8% |
430 |
| ATR |
383 |
396 |
13 |
3.4% |
0 |
| Volume |
15,076 |
18,040 |
2,964 |
19.7% |
13,849 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,862 |
19,533 |
18,386 |
|
| R3 |
19,297 |
18,968 |
18,231 |
|
| R2 |
18,732 |
18,732 |
18,179 |
|
| R1 |
18,403 |
18,403 |
18,127 |
18,285 |
| PP |
18,167 |
18,167 |
18,167 |
18,108 |
| S1 |
17,838 |
17,838 |
18,023 |
17,720 |
| S2 |
17,602 |
17,602 |
17,972 |
|
| S3 |
17,037 |
17,273 |
17,920 |
|
| S4 |
16,472 |
16,708 |
17,764 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,208 |
19,937 |
19,042 |
|
| R3 |
19,778 |
19,507 |
18,923 |
|
| R2 |
19,348 |
19,348 |
18,884 |
|
| R1 |
19,077 |
19,077 |
18,845 |
18,998 |
| PP |
18,918 |
18,918 |
18,918 |
18,879 |
| S1 |
18,647 |
18,647 |
18,766 |
18,568 |
| S2 |
18,488 |
18,488 |
18,726 |
|
| S3 |
18,058 |
18,217 |
18,687 |
|
| S4 |
17,628 |
17,787 |
18,569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,170 |
17,930 |
1,240 |
6.9% |
458 |
2.5% |
12% |
False |
True |
11,535 |
| 10 |
19,190 |
17,930 |
1,260 |
7.0% |
372 |
2.1% |
12% |
False |
True |
7,939 |
| 20 |
19,930 |
17,930 |
2,000 |
11.1% |
446 |
2.5% |
7% |
False |
True |
12,284 |
| 40 |
20,095 |
17,930 |
2,165 |
12.0% |
338 |
1.9% |
7% |
False |
True |
7,222 |
| 60 |
20,095 |
17,845 |
2,250 |
12.4% |
273 |
1.5% |
10% |
False |
False |
4,816 |
| 80 |
20,095 |
17,160 |
2,935 |
16.2% |
271 |
1.5% |
31% |
False |
False |
3,612 |
| 100 |
20,705 |
17,160 |
3,545 |
19.6% |
218 |
1.2% |
26% |
False |
False |
2,890 |
| 120 |
20,945 |
17,160 |
3,785 |
20.9% |
182 |
1.0% |
24% |
False |
False |
2,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,896 |
|
2.618 |
19,974 |
|
1.618 |
19,409 |
|
1.000 |
19,060 |
|
0.618 |
18,844 |
|
HIGH |
18,495 |
|
0.618 |
18,279 |
|
0.500 |
18,213 |
|
0.382 |
18,146 |
|
LOW |
17,930 |
|
0.618 |
17,581 |
|
1.000 |
17,365 |
|
1.618 |
17,016 |
|
2.618 |
16,451 |
|
4.250 |
15,529 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,213 |
18,458 |
| PP |
18,167 |
18,330 |
| S1 |
18,121 |
18,203 |
|