| 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 |
9,442.0 |
9,413.5 |
-28.5 |
-0.3% |
9,731.0 |
| High |
9,551.5 |
9,701.0 |
149.5 |
1.6% |
10,201.5 |
| Low |
9,299.0 |
9,375.0 |
76.0 |
0.8% |
9,463.0 |
| Close |
9,398.0 |
9,608.5 |
210.5 |
2.2% |
9,553.0 |
| Range |
252.5 |
326.0 |
73.5 |
29.1% |
738.5 |
| ATR |
279.1 |
282.4 |
3.4 |
1.2% |
0.0 |
| Volume |
1,117 |
285 |
-832 |
-74.5% |
4,074 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,539.5 |
10,400.0 |
9,787.8 |
|
| R3 |
10,213.5 |
10,074.0 |
9,698.2 |
|
| R2 |
9,887.5 |
9,887.5 |
9,668.3 |
|
| R1 |
9,748.0 |
9,748.0 |
9,638.4 |
9,817.8 |
| PP |
9,561.5 |
9,561.5 |
9,561.5 |
9,596.4 |
| S1 |
9,422.0 |
9,422.0 |
9,578.6 |
9,491.8 |
| S2 |
9,235.5 |
9,235.5 |
9,548.7 |
|
| S3 |
8,909.5 |
9,096.0 |
9,518.9 |
|
| S4 |
8,583.5 |
8,770.0 |
9,429.2 |
|
|
| 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 |
9,866.0 |
9,299.0 |
567.0 |
5.9% |
274.8 |
2.9% |
55% |
False |
False |
1,078 |
| 10 |
10,201.5 |
9,299.0 |
902.5 |
9.4% |
303.3 |
3.2% |
34% |
False |
False |
923 |
| 20 |
10,920.5 |
9,299.0 |
1,621.5 |
16.9% |
250.2 |
2.6% |
19% |
False |
False |
932 |
| 40 |
11,454.0 |
9,299.0 |
2,155.0 |
22.4% |
214.0 |
2.2% |
14% |
False |
False |
590 |
| 60 |
11,454.0 |
9,299.0 |
2,155.0 |
22.4% |
174.5 |
1.8% |
14% |
False |
False |
406 |
| 80 |
11,454.0 |
9,299.0 |
2,155.0 |
22.4% |
158.8 |
1.7% |
14% |
False |
False |
330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,086.5 |
|
2.618 |
10,554.5 |
|
1.618 |
10,228.5 |
|
1.000 |
10,027.0 |
|
0.618 |
9,902.5 |
|
HIGH |
9,701.0 |
|
0.618 |
9,576.5 |
|
0.500 |
9,538.0 |
|
0.382 |
9,499.5 |
|
LOW |
9,375.0 |
|
0.618 |
9,173.5 |
|
1.000 |
9,049.0 |
|
1.618 |
8,847.5 |
|
2.618 |
8,521.5 |
|
4.250 |
7,989.5 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,585.0 |
9,588.8 |
| PP |
9,561.5 |
9,569.2 |
| S1 |
9,538.0 |
9,549.5 |
|