| 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 |
17,445 |
17,255 |
-190 |
-1.1% |
18,820 |
| High |
17,765 |
17,605 |
-160 |
-0.9% |
18,985 |
| Low |
17,195 |
16,950 |
-245 |
-1.4% |
17,270 |
| Close |
17,235 |
17,525 |
290 |
1.7% |
17,315 |
| Range |
570 |
655 |
85 |
14.9% |
1,715 |
| ATR |
450 |
464 |
15 |
3.3% |
0 |
| Volume |
17,808 |
26,775 |
8,967 |
50.4% |
108,053 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,325 |
19,080 |
17,885 |
|
| R3 |
18,670 |
18,425 |
17,705 |
|
| R2 |
18,015 |
18,015 |
17,645 |
|
| R1 |
17,770 |
17,770 |
17,585 |
17,893 |
| PP |
17,360 |
17,360 |
17,360 |
17,421 |
| S1 |
17,115 |
17,115 |
17,465 |
17,238 |
| S2 |
16,705 |
16,705 |
17,405 |
|
| S3 |
16,050 |
16,460 |
17,345 |
|
| S4 |
15,395 |
15,805 |
17,165 |
|
|
| 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 |
18,010 |
16,950 |
1,060 |
6.0% |
570 |
3.3% |
54% |
False |
True |
20,609 |
| 10 |
18,985 |
16,950 |
2,035 |
11.6% |
558 |
3.2% |
28% |
False |
True |
18,392 |
| 20 |
19,930 |
16,950 |
2,980 |
17.0% |
480 |
2.7% |
19% |
False |
True |
13,420 |
| 40 |
20,095 |
16,950 |
3,145 |
17.9% |
389 |
2.2% |
18% |
False |
True |
10,459 |
| 60 |
20,095 |
16,950 |
3,145 |
17.9% |
325 |
1.9% |
18% |
False |
True |
6,976 |
| 80 |
20,095 |
16,950 |
3,145 |
17.9% |
294 |
1.7% |
18% |
False |
True |
5,232 |
| 100 |
20,095 |
16,950 |
3,145 |
17.9% |
254 |
1.4% |
18% |
False |
True |
4,186 |
| 120 |
20,945 |
16,950 |
3,995 |
22.8% |
211 |
1.2% |
14% |
False |
True |
3,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,389 |
|
2.618 |
19,320 |
|
1.618 |
18,665 |
|
1.000 |
18,260 |
|
0.618 |
18,010 |
|
HIGH |
17,605 |
|
0.618 |
17,355 |
|
0.500 |
17,278 |
|
0.382 |
17,200 |
|
LOW |
16,950 |
|
0.618 |
16,545 |
|
1.000 |
16,295 |
|
1.618 |
15,890 |
|
2.618 |
15,235 |
|
4.250 |
14,166 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,443 |
17,469 |
| PP |
17,360 |
17,413 |
| S1 |
17,278 |
17,358 |
|