| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,075.0 |
1,076.9 |
1.9 |
0.2% |
1,077.1 |
| High |
1,082.3 |
1,095.4 |
13.1 |
1.2% |
1,077.7 |
| Low |
1,075.0 |
1,075.9 |
0.9 |
0.1% |
1,059.0 |
| Close |
1,079.7 |
1,093.2 |
13.5 |
1.3% |
1,061.5 |
| Range |
7.3 |
19.5 |
12.2 |
167.1% |
18.7 |
| ATR |
12.9 |
13.4 |
0.5 |
3.7% |
0.0 |
| Volume |
898 |
2,096 |
1,198 |
133.4% |
5,779 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,146.7 |
1,139.4 |
1,103.9 |
|
| R3 |
1,127.2 |
1,119.9 |
1,098.6 |
|
| R2 |
1,107.7 |
1,107.7 |
1,096.8 |
|
| R1 |
1,100.4 |
1,100.4 |
1,095.0 |
1,104.1 |
| PP |
1,088.2 |
1,088.2 |
1,088.2 |
1,090.0 |
| S1 |
1,080.9 |
1,080.9 |
1,091.4 |
1,084.6 |
| S2 |
1,068.7 |
1,068.7 |
1,089.6 |
|
| S3 |
1,049.2 |
1,061.4 |
1,087.8 |
|
| S4 |
1,029.7 |
1,041.9 |
1,082.5 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,122.2 |
1,110.5 |
1,071.8 |
|
| R3 |
1,103.5 |
1,091.8 |
1,066.6 |
|
| R2 |
1,084.8 |
1,084.8 |
1,064.9 |
|
| R1 |
1,073.1 |
1,073.1 |
1,063.2 |
1,069.6 |
| PP |
1,066.1 |
1,066.1 |
1,066.1 |
1,064.3 |
| S1 |
1,054.4 |
1,054.4 |
1,059.8 |
1,050.9 |
| S2 |
1,047.4 |
1,047.4 |
1,058.1 |
|
| S3 |
1,028.7 |
1,035.7 |
1,056.4 |
|
| S4 |
1,010.0 |
1,017.0 |
1,051.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,095.4 |
1,059.0 |
36.4 |
3.3% |
12.8 |
1.2% |
94% |
True |
False |
2,205 |
| 10 |
1,095.4 |
1,059.0 |
36.4 |
3.3% |
10.0 |
0.9% |
94% |
True |
False |
1,573 |
| 20 |
1,095.4 |
1,048.3 |
47.1 |
4.3% |
12.3 |
1.1% |
95% |
True |
False |
1,751 |
| 40 |
1,099.2 |
1,047.2 |
52.0 |
4.8% |
13.1 |
1.2% |
88% |
False |
False |
2,249 |
| 60 |
1,192.4 |
1,047.2 |
145.2 |
13.3% |
13.3 |
1.2% |
32% |
False |
False |
1,947 |
| 80 |
1,192.4 |
1,047.2 |
145.2 |
13.3% |
13.3 |
1.2% |
32% |
False |
False |
1,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,178.3 |
|
2.618 |
1,146.5 |
|
1.618 |
1,127.0 |
|
1.000 |
1,114.9 |
|
0.618 |
1,107.5 |
|
HIGH |
1,095.4 |
|
0.618 |
1,088.0 |
|
0.500 |
1,085.7 |
|
0.382 |
1,083.3 |
|
LOW |
1,075.9 |
|
0.618 |
1,063.8 |
|
1.000 |
1,056.4 |
|
1.618 |
1,044.3 |
|
2.618 |
1,024.8 |
|
4.250 |
993.0 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,090.7 |
1,088.5 |
| PP |
1,088.2 |
1,083.9 |
| S1 |
1,085.7 |
1,079.2 |
|