| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
16,520 |
17,285 |
765 |
4.6% |
16,800 |
| High |
17,305 |
17,320 |
15 |
0.1% |
17,305 |
| Low |
16,470 |
16,820 |
350 |
2.1% |
15,820 |
| Close |
17,250 |
16,870 |
-380 |
-2.2% |
17,250 |
| Range |
835 |
500 |
-335 |
-40.1% |
1,485 |
| ATR |
606 |
599 |
-8 |
-1.3% |
0 |
| Volume |
34,916 |
26,804 |
-8,112 |
-23.2% |
156,941 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,503 |
18,187 |
17,145 |
|
| R3 |
18,003 |
17,687 |
17,008 |
|
| R2 |
17,503 |
17,503 |
16,962 |
|
| R1 |
17,187 |
17,187 |
16,916 |
17,095 |
| PP |
17,003 |
17,003 |
17,003 |
16,958 |
| S1 |
16,687 |
16,687 |
16,824 |
16,595 |
| S2 |
16,503 |
16,503 |
16,778 |
|
| S3 |
16,003 |
16,187 |
16,733 |
|
| S4 |
15,503 |
15,687 |
16,595 |
|
|
| 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 |
17,320 |
15,820 |
1,500 |
8.9% |
816 |
4.8% |
70% |
True |
False |
36,749 |
| 10 |
17,765 |
15,820 |
1,945 |
11.5% |
723 |
4.3% |
54% |
False |
False |
28,677 |
| 20 |
19,190 |
15,820 |
3,370 |
20.0% |
593 |
3.5% |
31% |
False |
False |
20,618 |
| 40 |
20,095 |
15,820 |
4,275 |
25.3% |
486 |
2.9% |
25% |
False |
False |
15,781 |
| 60 |
20,095 |
15,820 |
4,275 |
25.3% |
396 |
2.3% |
25% |
False |
False |
10,528 |
| 80 |
20,095 |
15,820 |
4,275 |
25.3% |
342 |
2.0% |
25% |
False |
False |
7,897 |
| 100 |
20,095 |
15,820 |
4,275 |
25.3% |
305 |
1.8% |
25% |
False |
False |
6,317 |
| 120 |
20,945 |
15,820 |
5,125 |
30.4% |
254 |
1.5% |
20% |
False |
False |
5,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,445 |
|
2.618 |
18,629 |
|
1.618 |
18,129 |
|
1.000 |
17,820 |
|
0.618 |
17,629 |
|
HIGH |
17,320 |
|
0.618 |
17,129 |
|
0.500 |
17,070 |
|
0.382 |
17,011 |
|
LOW |
16,820 |
|
0.618 |
16,511 |
|
1.000 |
16,320 |
|
1.618 |
16,011 |
|
2.618 |
15,511 |
|
4.250 |
14,695 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,070 |
16,770 |
| PP |
17,003 |
16,670 |
| S1 |
16,937 |
16,570 |
|