| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,089.2 |
1,098.6 |
9.4 |
0.9% |
1,104.6 |
| High |
1,109.8 |
1,104.7 |
-5.1 |
-0.5% |
1,109.0 |
| Low |
1,089.2 |
1,093.1 |
3.9 |
0.4% |
1,071.8 |
| Close |
1,106.4 |
1,098.2 |
-8.2 |
-0.7% |
1,091.1 |
| Range |
20.6 |
11.6 |
-9.0 |
-43.7% |
37.2 |
| ATR |
15.6 |
15.4 |
-0.2 |
-1.1% |
0.0 |
| Volume |
5,046 |
5,788 |
742 |
14.7% |
22,755 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,133.5 |
1,127.4 |
1,104.6 |
|
| R3 |
1,121.9 |
1,115.8 |
1,101.4 |
|
| R2 |
1,110.3 |
1,110.3 |
1,100.3 |
|
| R1 |
1,104.2 |
1,104.2 |
1,099.3 |
1,101.5 |
| PP |
1,098.7 |
1,098.7 |
1,098.7 |
1,097.3 |
| S1 |
1,092.6 |
1,092.6 |
1,097.1 |
1,089.9 |
| S2 |
1,087.1 |
1,087.1 |
1,096.1 |
|
| S3 |
1,075.5 |
1,081.0 |
1,095.0 |
|
| S4 |
1,063.9 |
1,069.4 |
1,091.8 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.2 |
1,183.9 |
1,111.6 |
|
| R3 |
1,165.0 |
1,146.7 |
1,101.3 |
|
| R2 |
1,127.8 |
1,127.8 |
1,097.9 |
|
| R1 |
1,109.5 |
1,109.5 |
1,094.5 |
1,100.1 |
| PP |
1,090.6 |
1,090.6 |
1,090.6 |
1,085.9 |
| S1 |
1,072.3 |
1,072.3 |
1,087.7 |
1,062.9 |
| S2 |
1,053.4 |
1,053.4 |
1,084.3 |
|
| S3 |
1,016.2 |
1,035.1 |
1,080.9 |
|
| S4 |
979.0 |
997.9 |
1,070.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,109.8 |
1,071.8 |
38.0 |
3.5% |
17.6 |
1.6% |
69% |
False |
False |
4,754 |
| 10 |
1,112.3 |
1,071.8 |
40.5 |
3.7% |
17.0 |
1.5% |
65% |
False |
False |
4,269 |
| 20 |
1,112.3 |
1,059.0 |
53.3 |
4.9% |
13.5 |
1.2% |
74% |
False |
False |
2,921 |
| 40 |
1,112.3 |
1,047.2 |
65.1 |
5.9% |
14.4 |
1.3% |
78% |
False |
False |
2,541 |
| 60 |
1,184.3 |
1,047.2 |
137.1 |
12.5% |
14.0 |
1.3% |
37% |
False |
False |
2,518 |
| 80 |
1,192.4 |
1,047.2 |
145.2 |
13.2% |
13.9 |
1.3% |
35% |
False |
False |
2,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,154.0 |
|
2.618 |
1,135.1 |
|
1.618 |
1,123.5 |
|
1.000 |
1,116.3 |
|
0.618 |
1,111.9 |
|
HIGH |
1,104.7 |
|
0.618 |
1,100.3 |
|
0.500 |
1,098.9 |
|
0.382 |
1,097.5 |
|
LOW |
1,093.1 |
|
0.618 |
1,085.9 |
|
1.000 |
1,081.5 |
|
1.618 |
1,074.3 |
|
2.618 |
1,062.7 |
|
4.250 |
1,043.8 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,098.9 |
1,097.6 |
| PP |
1,098.7 |
1,097.0 |
| S1 |
1,098.4 |
1,096.4 |
|