| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9,830.0 |
9,824.0 |
-6.0 |
-0.1% |
9,619.5 |
| High |
9,959.0 |
9,931.5 |
-27.5 |
-0.3% |
9,860.0 |
| Low |
9,767.0 |
9,634.0 |
-133.0 |
-1.4% |
9,299.0 |
| Close |
9,896.0 |
9,662.5 |
-233.5 |
-2.4% |
9,831.5 |
| Range |
192.0 |
297.5 |
105.5 |
54.9% |
561.0 |
| ATR |
265.7 |
268.0 |
2.3 |
0.9% |
0.0 |
| Volume |
580 |
1,249 |
669 |
115.3% |
4,998 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,635.2 |
10,446.3 |
9,826.1 |
|
| R3 |
10,337.7 |
10,148.8 |
9,744.3 |
|
| R2 |
10,040.2 |
10,040.2 |
9,717.0 |
|
| R1 |
9,851.3 |
9,851.3 |
9,689.8 |
9,797.0 |
| PP |
9,742.7 |
9,742.7 |
9,742.7 |
9,715.5 |
| S1 |
9,553.8 |
9,553.8 |
9,635.2 |
9,499.5 |
| S2 |
9,445.2 |
9,445.2 |
9,608.0 |
|
| S3 |
9,147.7 |
9,256.3 |
9,580.7 |
|
| S4 |
8,850.2 |
8,958.8 |
9,498.9 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,346.5 |
11,150.0 |
10,140.1 |
|
| R3 |
10,785.5 |
10,589.0 |
9,985.8 |
|
| R2 |
10,224.5 |
10,224.5 |
9,934.4 |
|
| R1 |
10,028.0 |
10,028.0 |
9,882.9 |
10,126.3 |
| PP |
9,663.5 |
9,663.5 |
9,663.5 |
9,712.6 |
| S1 |
9,467.0 |
9,467.0 |
9,780.1 |
9,565.3 |
| S2 |
9,102.5 |
9,102.5 |
9,728.7 |
|
| S3 |
8,541.5 |
8,906.0 |
9,677.2 |
|
| S4 |
7,980.5 |
8,345.0 |
9,523.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,959.0 |
9,615.0 |
344.0 |
3.6% |
203.1 |
2.1% |
14% |
False |
False |
809 |
| 10 |
9,959.0 |
9,299.0 |
660.0 |
6.8% |
239.0 |
2.5% |
55% |
False |
False |
943 |
| 20 |
10,915.5 |
9,299.0 |
1,616.5 |
16.7% |
251.8 |
2.6% |
22% |
False |
False |
1,025 |
| 40 |
11,454.0 |
9,299.0 |
2,155.0 |
22.3% |
224.7 |
2.3% |
17% |
False |
False |
687 |
| 60 |
11,454.0 |
9,299.0 |
2,155.0 |
22.3% |
185.4 |
1.9% |
17% |
False |
False |
471 |
| 80 |
11,454.0 |
9,299.0 |
2,155.0 |
22.3% |
164.7 |
1.7% |
17% |
False |
False |
371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,195.9 |
|
2.618 |
10,710.4 |
|
1.618 |
10,412.9 |
|
1.000 |
10,229.0 |
|
0.618 |
10,115.4 |
|
HIGH |
9,931.5 |
|
0.618 |
9,817.9 |
|
0.500 |
9,782.8 |
|
0.382 |
9,747.6 |
|
LOW |
9,634.0 |
|
0.618 |
9,450.1 |
|
1.000 |
9,336.5 |
|
1.618 |
9,152.6 |
|
2.618 |
8,855.1 |
|
4.250 |
8,369.6 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,782.8 |
9,787.0 |
| PP |
9,742.7 |
9,745.5 |
| S1 |
9,702.6 |
9,704.0 |
|