CSCB CREDIT SUISSE COMMODITY BENCHMARK ETNS (PCQ)
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9.10 |
9.09 |
-0.01 |
-0.1% |
11.10 |
| High |
9.10 |
9.09 |
-0.01 |
-0.1% |
11.10 |
| Low |
9.10 |
9.04 |
-0.06 |
-0.7% |
8.95 |
| Close |
9.10 |
9.05 |
-0.05 |
-0.5% |
8.95 |
| Range |
0.00 |
0.05 |
0.05 |
|
2.15 |
| ATR |
0.13 |
0.12 |
0.00 |
-3.8% |
0.00 |
| Volume |
0 |
600 |
600 |
|
200 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.21 |
9.18 |
9.08 |
|
| R3 |
9.16 |
9.13 |
9.06 |
|
| R2 |
9.11 |
9.11 |
9.06 |
|
| R1 |
9.08 |
9.08 |
9.05 |
9.07 |
| PP |
9.06 |
9.06 |
9.06 |
9.06 |
| S1 |
9.03 |
9.03 |
9.05 |
9.02 |
| S2 |
9.01 |
9.01 |
9.04 |
|
| S3 |
8.96 |
8.98 |
9.04 |
|
| S4 |
8.91 |
8.93 |
9.02 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16.12 |
14.68 |
10.13 |
|
| R3 |
13.97 |
12.53 |
9.54 |
|
| R2 |
11.82 |
11.82 |
9.34 |
|
| R1 |
10.38 |
10.38 |
9.15 |
10.03 |
| PP |
9.67 |
9.67 |
9.67 |
9.49 |
| S1 |
8.23 |
8.23 |
8.75 |
7.88 |
| S2 |
7.52 |
7.52 |
8.56 |
|
| S3 |
5.37 |
6.08 |
8.36 |
|
| S4 |
3.22 |
3.93 |
7.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.10 |
8.95 |
0.15 |
1.7% |
0.01 |
0.1% |
67% |
False |
False |
140 |
| 10 |
11.10 |
8.95 |
2.15 |
23.8% |
0.01 |
0.1% |
5% |
False |
False |
90 |
| 20 |
11.10 |
8.95 |
2.15 |
23.8% |
0.00 |
0.0% |
5% |
False |
False |
45 |
| 40 |
11.17 |
8.95 |
2.22 |
24.5% |
0.00 |
0.0% |
5% |
False |
False |
37 |
| 60 |
12.18 |
8.95 |
3.23 |
35.7% |
0.01 |
0.1% |
3% |
False |
False |
326 |
| 80 |
12.54 |
8.95 |
3.59 |
39.7% |
0.02 |
0.2% |
3% |
False |
False |
338 |
| 100 |
12.89 |
8.95 |
3.94 |
43.5% |
0.02 |
0.2% |
3% |
False |
False |
326 |
| 120 |
13.06 |
8.95 |
4.11 |
45.4% |
0.01 |
0.1% |
2% |
False |
False |
276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.30 |
|
2.618 |
9.22 |
|
1.618 |
9.17 |
|
1.000 |
9.14 |
|
0.618 |
9.12 |
|
HIGH |
9.09 |
|
0.618 |
9.07 |
|
0.500 |
9.07 |
|
0.382 |
9.06 |
|
LOW |
9.04 |
|
0.618 |
9.01 |
|
1.000 |
8.99 |
|
1.618 |
8.96 |
|
2.618 |
8.91 |
|
4.250 |
8.83 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9.07 |
9.07 |
| PP |
9.06 |
9.06 |
| S1 |
9.06 |
9.06 |
|