| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
17,285 |
16,860 |
-425 |
-2.5% |
16,800 |
| High |
17,320 |
17,125 |
-195 |
-1.1% |
17,305 |
| Low |
16,820 |
16,570 |
-250 |
-1.5% |
15,820 |
| Close |
16,870 |
17,090 |
220 |
1.3% |
17,250 |
| Range |
500 |
555 |
55 |
11.0% |
1,485 |
| ATR |
599 |
596 |
-3 |
-0.5% |
0 |
| Volume |
26,804 |
23,662 |
-3,142 |
-11.7% |
156,941 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,593 |
18,397 |
17,395 |
|
| R3 |
18,038 |
17,842 |
17,243 |
|
| R2 |
17,483 |
17,483 |
17,192 |
|
| R1 |
17,287 |
17,287 |
17,141 |
17,385 |
| PP |
16,928 |
16,928 |
16,928 |
16,978 |
| S1 |
16,732 |
16,732 |
17,039 |
16,830 |
| S2 |
16,373 |
16,373 |
16,988 |
|
| S3 |
15,818 |
16,177 |
16,938 |
|
| S4 |
15,263 |
15,622 |
16,785 |
|
|
| 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 |
8.8% |
800 |
4.7% |
85% |
False |
False |
33,321 |
| 10 |
17,765 |
15,820 |
1,945 |
11.4% |
735 |
4.3% |
65% |
False |
False |
30,014 |
| 20 |
19,190 |
15,820 |
3,370 |
19.7% |
603 |
3.5% |
38% |
False |
False |
21,617 |
| 40 |
20,095 |
15,820 |
4,275 |
25.0% |
497 |
2.9% |
30% |
False |
False |
16,370 |
| 60 |
20,095 |
15,820 |
4,275 |
25.0% |
400 |
2.3% |
30% |
False |
False |
10,922 |
| 80 |
20,095 |
15,820 |
4,275 |
25.0% |
346 |
2.0% |
30% |
False |
False |
8,192 |
| 100 |
20,095 |
15,820 |
4,275 |
25.0% |
310 |
1.8% |
30% |
False |
False |
6,554 |
| 120 |
20,945 |
15,820 |
5,125 |
30.0% |
259 |
1.5% |
25% |
False |
False |
5,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,484 |
|
2.618 |
18,578 |
|
1.618 |
18,023 |
|
1.000 |
17,680 |
|
0.618 |
17,468 |
|
HIGH |
17,125 |
|
0.618 |
16,913 |
|
0.500 |
16,848 |
|
0.382 |
16,782 |
|
LOW |
16,570 |
|
0.618 |
16,227 |
|
1.000 |
16,015 |
|
1.618 |
15,672 |
|
2.618 |
15,117 |
|
4.250 |
14,211 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,009 |
17,025 |
| PP |
16,928 |
16,960 |
| S1 |
16,848 |
16,895 |
|