| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9,619.5 |
9,723.5 |
104.0 |
1.1% |
9,731.0 |
| High |
9,688.0 |
9,800.0 |
112.0 |
1.2% |
10,201.5 |
| Low |
9,520.5 |
9,575.0 |
54.5 |
0.6% |
9,463.0 |
| Close |
9,567.5 |
9,696.5 |
129.0 |
1.3% |
9,553.0 |
| Range |
167.5 |
225.0 |
57.5 |
34.3% |
738.5 |
| ATR |
272.8 |
270.0 |
-2.9 |
-1.1% |
0.0 |
| Volume |
1,824 |
1,415 |
-409 |
-22.4% |
4,074 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,365.5 |
10,256.0 |
9,820.3 |
|
| R3 |
10,140.5 |
10,031.0 |
9,758.4 |
|
| R2 |
9,915.5 |
9,915.5 |
9,737.8 |
|
| R1 |
9,806.0 |
9,806.0 |
9,717.1 |
9,748.3 |
| PP |
9,690.5 |
9,690.5 |
9,690.5 |
9,661.6 |
| S1 |
9,581.0 |
9,581.0 |
9,675.9 |
9,523.3 |
| S2 |
9,465.5 |
9,465.5 |
9,655.3 |
|
| S3 |
9,240.5 |
9,356.0 |
9,634.6 |
|
| S4 |
9,015.5 |
9,131.0 |
9,572.8 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,954.7 |
11,492.3 |
9,959.2 |
|
| R3 |
11,216.2 |
10,753.8 |
9,756.1 |
|
| R2 |
10,477.7 |
10,477.7 |
9,688.4 |
|
| R1 |
10,015.3 |
10,015.3 |
9,620.7 |
9,877.3 |
| PP |
9,739.2 |
9,739.2 |
9,739.2 |
9,670.1 |
| S1 |
9,276.8 |
9,276.8 |
9,485.3 |
9,138.8 |
| S2 |
9,000.7 |
9,000.7 |
9,417.6 |
|
| S3 |
8,262.2 |
8,538.3 |
9,349.9 |
|
| S4 |
7,523.7 |
7,799.8 |
9,146.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,201.5 |
9,463.0 |
738.5 |
7.6% |
303.0 |
3.1% |
32% |
False |
False |
1,170 |
| 10 |
10,315.0 |
9,463.0 |
852.0 |
8.8% |
285.2 |
2.9% |
27% |
False |
False |
1,006 |
| 20 |
10,920.5 |
9,463.0 |
1,457.5 |
15.0% |
242.2 |
2.5% |
16% |
False |
False |
950 |
| 40 |
11,454.0 |
9,463.0 |
1,991.0 |
20.5% |
204.0 |
2.1% |
12% |
False |
False |
556 |
| 60 |
11,454.0 |
9,463.0 |
1,991.0 |
20.5% |
173.1 |
1.8% |
12% |
False |
False |
383 |
| 80 |
11,454.0 |
9,402.5 |
2,051.5 |
21.2% |
155.0 |
1.6% |
14% |
False |
False |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,756.3 |
|
2.618 |
10,389.1 |
|
1.618 |
10,164.1 |
|
1.000 |
10,025.0 |
|
0.618 |
9,939.1 |
|
HIGH |
9,800.0 |
|
0.618 |
9,714.1 |
|
0.500 |
9,687.5 |
|
0.382 |
9,661.0 |
|
LOW |
9,575.0 |
|
0.618 |
9,436.0 |
|
1.000 |
9,350.0 |
|
1.618 |
9,211.0 |
|
2.618 |
8,986.0 |
|
4.250 |
8,618.8 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,693.5 |
9,685.8 |
| PP |
9,690.5 |
9,675.2 |
| S1 |
9,687.5 |
9,664.5 |
|