| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
17,255 |
17,520 |
265 |
1.5% |
17,280 |
| High |
17,605 |
17,630 |
25 |
0.1% |
17,765 |
| Low |
16,950 |
16,595 |
-355 |
-2.1% |
16,595 |
| Close |
17,525 |
16,820 |
-705 |
-4.0% |
16,820 |
| Range |
655 |
1,035 |
380 |
58.0% |
1,170 |
| ATR |
464 |
505 |
41 |
8.8% |
0 |
| Volume |
26,775 |
29,419 |
2,644 |
9.9% |
103,032 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,120 |
19,505 |
17,389 |
|
| R3 |
19,085 |
18,470 |
17,105 |
|
| R2 |
18,050 |
18,050 |
17,010 |
|
| R1 |
17,435 |
17,435 |
16,915 |
17,225 |
| PP |
17,015 |
17,015 |
17,015 |
16,910 |
| S1 |
16,400 |
16,400 |
16,725 |
16,190 |
| S2 |
15,980 |
15,980 |
16,630 |
|
| S3 |
14,945 |
15,365 |
16,536 |
|
| S4 |
13,910 |
14,330 |
16,251 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,570 |
19,865 |
17,464 |
|
| R3 |
19,400 |
18,695 |
17,142 |
|
| R2 |
18,230 |
18,230 |
17,035 |
|
| R1 |
17,525 |
17,525 |
16,927 |
17,293 |
| PP |
17,060 |
17,060 |
17,060 |
16,944 |
| S1 |
16,355 |
16,355 |
16,713 |
16,123 |
| S2 |
15,890 |
15,890 |
16,606 |
|
| S3 |
14,720 |
15,185 |
16,498 |
|
| S4 |
13,550 |
14,015 |
16,177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,765 |
16,595 |
1,170 |
7.0% |
629 |
3.7% |
19% |
False |
True |
20,606 |
| 10 |
18,985 |
16,595 |
2,390 |
14.2% |
641 |
3.8% |
9% |
False |
True |
21,108 |
| 20 |
19,930 |
16,595 |
3,335 |
19.8% |
504 |
3.0% |
7% |
False |
True |
14,168 |
| 40 |
20,095 |
16,595 |
3,500 |
20.8% |
409 |
2.4% |
6% |
False |
True |
11,194 |
| 60 |
20,095 |
16,595 |
3,500 |
20.8% |
342 |
2.0% |
6% |
False |
True |
7,466 |
| 80 |
20,095 |
16,595 |
3,500 |
20.8% |
306 |
1.8% |
6% |
False |
True |
5,600 |
| 100 |
20,095 |
16,595 |
3,500 |
20.8% |
264 |
1.6% |
6% |
False |
True |
4,480 |
| 120 |
20,945 |
16,595 |
4,350 |
25.9% |
220 |
1.3% |
5% |
False |
True |
3,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,029 |
|
2.618 |
20,340 |
|
1.618 |
19,305 |
|
1.000 |
18,665 |
|
0.618 |
18,270 |
|
HIGH |
17,630 |
|
0.618 |
17,235 |
|
0.500 |
17,113 |
|
0.382 |
16,990 |
|
LOW |
16,595 |
|
0.618 |
15,955 |
|
1.000 |
15,560 |
|
1.618 |
14,920 |
|
2.618 |
13,885 |
|
4.250 |
12,196 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,113 |
17,180 |
| PP |
17,015 |
17,060 |
| S1 |
16,918 |
16,940 |
|