| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9,723.5 |
9,442.0 |
-281.5 |
-2.9% |
9,731.0 |
| High |
9,800.0 |
9,551.5 |
-248.5 |
-2.5% |
10,201.5 |
| Low |
9,575.0 |
9,299.0 |
-276.0 |
-2.9% |
9,463.0 |
| Close |
9,696.5 |
9,398.0 |
-298.5 |
-3.1% |
9,553.0 |
| Range |
225.0 |
252.5 |
27.5 |
12.2% |
738.5 |
| ATR |
270.0 |
279.1 |
9.1 |
3.4% |
0.0 |
| Volume |
1,415 |
1,117 |
-298 |
-21.1% |
4,074 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,173.7 |
10,038.3 |
9,536.9 |
|
| R3 |
9,921.2 |
9,785.8 |
9,467.4 |
|
| R2 |
9,668.7 |
9,668.7 |
9,444.3 |
|
| R1 |
9,533.3 |
9,533.3 |
9,421.1 |
9,474.8 |
| PP |
9,416.2 |
9,416.2 |
9,416.2 |
9,386.9 |
| S1 |
9,280.8 |
9,280.8 |
9,374.9 |
9,222.3 |
| S2 |
9,163.7 |
9,163.7 |
9,351.7 |
|
| S3 |
8,911.2 |
9,028.3 |
9,328.6 |
|
| S4 |
8,658.7 |
8,775.8 |
9,259.1 |
|
|
| 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 |
9,965.0 |
9,299.0 |
666.0 |
7.1% |
269.2 |
2.9% |
15% |
False |
True |
1,207 |
| 10 |
10,201.5 |
9,299.0 |
902.5 |
9.6% |
292.5 |
3.1% |
11% |
False |
True |
995 |
| 20 |
10,920.5 |
9,299.0 |
1,621.5 |
17.3% |
244.1 |
2.6% |
6% |
False |
True |
986 |
| 40 |
11,454.0 |
9,299.0 |
2,155.0 |
22.9% |
208.1 |
2.2% |
5% |
False |
True |
583 |
| 60 |
11,454.0 |
9,299.0 |
2,155.0 |
22.9% |
172.0 |
1.8% |
5% |
False |
True |
401 |
| 80 |
11,454.0 |
9,299.0 |
2,155.0 |
22.9% |
154.9 |
1.6% |
5% |
False |
True |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,624.6 |
|
2.618 |
10,212.5 |
|
1.618 |
9,960.0 |
|
1.000 |
9,804.0 |
|
0.618 |
9,707.5 |
|
HIGH |
9,551.5 |
|
0.618 |
9,455.0 |
|
0.500 |
9,425.3 |
|
0.382 |
9,395.5 |
|
LOW |
9,299.0 |
|
0.618 |
9,143.0 |
|
1.000 |
9,046.5 |
|
1.618 |
8,890.5 |
|
2.618 |
8,638.0 |
|
4.250 |
8,225.9 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,425.3 |
9,549.5 |
| PP |
9,416.2 |
9,499.0 |
| S1 |
9,407.1 |
9,448.5 |
|