| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
17,280 |
17,395 |
115 |
0.7% |
18,820 |
| High |
17,585 |
17,575 |
-10 |
-0.1% |
18,985 |
| Low |
17,150 |
17,125 |
-25 |
-0.1% |
17,270 |
| Close |
17,410 |
17,425 |
15 |
0.1% |
17,315 |
| Range |
435 |
450 |
15 |
3.4% |
1,715 |
| ATR |
440 |
441 |
1 |
0.2% |
0 |
| Volume |
10,290 |
18,740 |
8,450 |
82.1% |
108,053 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,725 |
18,525 |
17,673 |
|
| R3 |
18,275 |
18,075 |
17,549 |
|
| R2 |
17,825 |
17,825 |
17,508 |
|
| R1 |
17,625 |
17,625 |
17,466 |
17,725 |
| PP |
17,375 |
17,375 |
17,375 |
17,425 |
| S1 |
17,175 |
17,175 |
17,384 |
17,275 |
| S2 |
16,925 |
16,925 |
17,343 |
|
| S3 |
16,475 |
16,725 |
17,301 |
|
| S4 |
16,025 |
16,275 |
17,178 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,002 |
21,873 |
18,258 |
|
| R3 |
21,287 |
20,158 |
17,787 |
|
| R2 |
19,572 |
19,572 |
17,630 |
|
| R1 |
18,443 |
18,443 |
17,472 |
18,150 |
| PP |
17,857 |
17,857 |
17,857 |
17,710 |
| S1 |
16,728 |
16,728 |
17,158 |
16,435 |
| S2 |
16,142 |
16,142 |
17,001 |
|
| S3 |
14,427 |
15,013 |
16,844 |
|
| S4 |
12,712 |
13,298 |
16,372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,495 |
17,125 |
1,370 |
7.9% |
577 |
3.3% |
22% |
False |
True |
20,610 |
| 10 |
19,190 |
17,125 |
2,065 |
11.9% |
498 |
2.9% |
15% |
False |
True |
14,678 |
| 20 |
19,930 |
17,125 |
2,805 |
16.1% |
463 |
2.7% |
11% |
False |
True |
12,993 |
| 40 |
20,095 |
17,125 |
2,970 |
17.0% |
374 |
2.1% |
10% |
False |
True |
9,346 |
| 60 |
20,095 |
17,125 |
2,970 |
17.0% |
306 |
1.8% |
10% |
False |
True |
6,233 |
| 80 |
20,095 |
17,125 |
2,970 |
17.0% |
284 |
1.6% |
10% |
False |
True |
4,675 |
| 100 |
20,095 |
17,125 |
2,970 |
17.0% |
241 |
1.4% |
10% |
False |
True |
3,740 |
| 120 |
20,945 |
17,125 |
3,820 |
21.9% |
201 |
1.2% |
8% |
False |
True |
3,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,488 |
|
2.618 |
18,753 |
|
1.618 |
18,303 |
|
1.000 |
18,025 |
|
0.618 |
17,853 |
|
HIGH |
17,575 |
|
0.618 |
17,403 |
|
0.500 |
17,350 |
|
0.382 |
17,297 |
|
LOW |
17,125 |
|
0.618 |
16,847 |
|
1.000 |
16,675 |
|
1.618 |
16,397 |
|
2.618 |
15,947 |
|
4.250 |
15,213 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,400 |
17,568 |
| PP |
17,375 |
17,520 |
| S1 |
17,350 |
17,473 |
|