| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
16,430 |
16,520 |
90 |
0.5% |
16,800 |
| High |
16,805 |
17,305 |
500 |
3.0% |
17,305 |
| Low |
15,820 |
16,470 |
650 |
4.1% |
15,820 |
| Close |
16,480 |
17,250 |
770 |
4.7% |
17,250 |
| Range |
985 |
835 |
-150 |
-15.2% |
1,485 |
| ATR |
589 |
606 |
18 |
3.0% |
0 |
| Volume |
43,352 |
34,916 |
-8,436 |
-19.5% |
156,941 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,513 |
19,217 |
17,709 |
|
| R3 |
18,678 |
18,382 |
17,480 |
|
| R2 |
17,843 |
17,843 |
17,403 |
|
| R1 |
17,547 |
17,547 |
17,327 |
17,695 |
| PP |
17,008 |
17,008 |
17,008 |
17,083 |
| S1 |
16,712 |
16,712 |
17,174 |
16,860 |
| S2 |
16,173 |
16,173 |
17,097 |
|
| S3 |
15,338 |
15,877 |
17,021 |
|
| S4 |
14,503 |
15,042 |
16,791 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,247 |
20,733 |
18,067 |
|
| R3 |
19,762 |
19,248 |
17,659 |
|
| R2 |
18,277 |
18,277 |
17,522 |
|
| R1 |
17,763 |
17,763 |
17,386 |
18,020 |
| PP |
16,792 |
16,792 |
16,792 |
16,920 |
| S1 |
16,278 |
16,278 |
17,114 |
16,535 |
| S2 |
15,307 |
15,307 |
16,978 |
|
| S3 |
13,822 |
14,793 |
16,842 |
|
| S4 |
12,337 |
13,308 |
16,433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,630 |
15,820 |
1,810 |
10.5% |
923 |
5.4% |
79% |
False |
False |
37,272 |
| 10 |
18,010 |
15,820 |
2,190 |
12.7% |
747 |
4.3% |
65% |
False |
False |
28,940 |
| 20 |
19,190 |
15,820 |
3,370 |
19.5% |
582 |
3.4% |
42% |
False |
False |
19,456 |
| 40 |
20,095 |
15,820 |
4,275 |
24.8% |
477 |
2.8% |
33% |
False |
False |
15,115 |
| 60 |
20,095 |
15,820 |
4,275 |
24.8% |
388 |
2.2% |
33% |
False |
False |
10,081 |
| 80 |
20,095 |
15,820 |
4,275 |
24.8% |
338 |
2.0% |
33% |
False |
False |
7,562 |
| 100 |
20,095 |
15,820 |
4,275 |
24.8% |
300 |
1.7% |
33% |
False |
False |
6,049 |
| 120 |
20,945 |
15,820 |
5,125 |
29.7% |
250 |
1.4% |
28% |
False |
False |
5,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,854 |
|
2.618 |
19,491 |
|
1.618 |
18,656 |
|
1.000 |
18,140 |
|
0.618 |
17,821 |
|
HIGH |
17,305 |
|
0.618 |
16,986 |
|
0.500 |
16,888 |
|
0.382 |
16,789 |
|
LOW |
16,470 |
|
0.618 |
15,954 |
|
1.000 |
15,635 |
|
1.618 |
15,119 |
|
2.618 |
14,284 |
|
4.250 |
12,921 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,129 |
17,021 |
| PP |
17,008 |
16,792 |
| S1 |
16,888 |
16,563 |
|