| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
17,035 |
17,145 |
110 |
0.6% |
16,800 |
| High |
17,425 |
17,300 |
-125 |
-0.7% |
17,305 |
| Low |
16,970 |
16,960 |
-10 |
-0.1% |
15,820 |
| Close |
17,085 |
17,110 |
25 |
0.1% |
17,250 |
| Range |
455 |
340 |
-115 |
-25.3% |
1,485 |
| ATR |
585 |
568 |
-18 |
-3.0% |
0 |
| Volume |
23,953 |
19,821 |
-4,132 |
-17.3% |
156,941 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,143 |
17,967 |
17,297 |
|
| R3 |
17,803 |
17,627 |
17,204 |
|
| R2 |
17,463 |
17,463 |
17,172 |
|
| R1 |
17,287 |
17,287 |
17,141 |
17,205 |
| PP |
17,123 |
17,123 |
17,123 |
17,083 |
| S1 |
16,947 |
16,947 |
17,079 |
16,865 |
| S2 |
16,783 |
16,783 |
17,048 |
|
| S3 |
16,443 |
16,607 |
17,017 |
|
| S4 |
16,103 |
16,267 |
16,923 |
|
|
| 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 |
17,425 |
16,470 |
955 |
5.6% |
537 |
3.1% |
67% |
False |
False |
25,831 |
| 10 |
17,630 |
15,820 |
1,810 |
10.6% |
712 |
4.2% |
71% |
False |
False |
30,737 |
| 20 |
19,170 |
15,820 |
3,350 |
19.6% |
615 |
3.6% |
39% |
False |
False |
23,393 |
| 40 |
20,095 |
15,820 |
4,275 |
25.0% |
508 |
3.0% |
30% |
False |
False |
17,462 |
| 60 |
20,095 |
15,820 |
4,275 |
25.0% |
407 |
2.4% |
30% |
False |
False |
11,652 |
| 80 |
20,095 |
15,820 |
4,275 |
25.0% |
346 |
2.0% |
30% |
False |
False |
8,740 |
| 100 |
20,095 |
15,820 |
4,275 |
25.0% |
318 |
1.9% |
30% |
False |
False |
6,992 |
| 120 |
20,945 |
15,820 |
5,125 |
30.0% |
265 |
1.6% |
25% |
False |
False |
5,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,745 |
|
2.618 |
18,190 |
|
1.618 |
17,850 |
|
1.000 |
17,640 |
|
0.618 |
17,510 |
|
HIGH |
17,300 |
|
0.618 |
17,170 |
|
0.500 |
17,130 |
|
0.382 |
17,090 |
|
LOW |
16,960 |
|
0.618 |
16,750 |
|
1.000 |
16,620 |
|
1.618 |
16,410 |
|
2.618 |
16,070 |
|
4.250 |
15,515 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,130 |
17,073 |
| PP |
17,123 |
17,035 |
| S1 |
17,117 |
16,998 |
|