| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9,824.0 |
9,821.5 |
-2.5 |
0.0% |
9,862.0 |
| High |
9,931.5 |
9,867.5 |
-64.0 |
-0.6% |
9,959.0 |
| Low |
9,634.0 |
9,700.5 |
66.5 |
0.7% |
9,615.0 |
| Close |
9,662.5 |
9,795.5 |
133.0 |
1.4% |
9,795.5 |
| Range |
297.5 |
167.0 |
-130.5 |
-43.9% |
344.0 |
| ATR |
268.0 |
263.5 |
-4.5 |
-1.7% |
0.0 |
| Volume |
1,249 |
387 |
-862 |
-69.0% |
4,077 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,288.8 |
10,209.2 |
9,887.4 |
|
| R3 |
10,121.8 |
10,042.2 |
9,841.4 |
|
| R2 |
9,954.8 |
9,954.8 |
9,826.1 |
|
| R1 |
9,875.2 |
9,875.2 |
9,810.8 |
9,831.5 |
| PP |
9,787.8 |
9,787.8 |
9,787.8 |
9,766.0 |
| S1 |
9,708.2 |
9,708.2 |
9,780.2 |
9,664.5 |
| S2 |
9,620.8 |
9,620.8 |
9,764.9 |
|
| S3 |
9,453.8 |
9,541.2 |
9,749.6 |
|
| S4 |
9,286.8 |
9,374.2 |
9,703.7 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,821.8 |
10,652.7 |
9,984.7 |
|
| R3 |
10,477.8 |
10,308.7 |
9,890.1 |
|
| R2 |
10,133.8 |
10,133.8 |
9,858.6 |
|
| R1 |
9,964.7 |
9,964.7 |
9,827.0 |
9,877.3 |
| PP |
9,789.8 |
9,789.8 |
9,789.8 |
9,746.1 |
| S1 |
9,620.7 |
9,620.7 |
9,764.0 |
9,533.3 |
| S2 |
9,445.8 |
9,445.8 |
9,732.4 |
|
| S3 |
9,101.8 |
9,276.7 |
9,700.9 |
|
| S4 |
8,757.8 |
8,932.7 |
9,606.3 |
|
|
| 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 |
3.5% |
216.7 |
2.2% |
52% |
False |
False |
815 |
| 10 |
9,959.0 |
9,299.0 |
660.0 |
6.7% |
215.4 |
2.2% |
75% |
False |
False |
907 |
| 20 |
10,550.0 |
9,299.0 |
1,251.0 |
12.8% |
251.8 |
2.6% |
40% |
False |
False |
1,031 |
| 40 |
11,435.5 |
9,299.0 |
2,136.5 |
21.8% |
226.0 |
2.3% |
23% |
False |
False |
695 |
| 60 |
11,454.0 |
9,299.0 |
2,155.0 |
22.0% |
185.8 |
1.9% |
23% |
False |
False |
477 |
| 80 |
11,454.0 |
9,299.0 |
2,155.0 |
22.0% |
164.6 |
1.7% |
23% |
False |
False |
376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,577.3 |
|
2.618 |
10,304.7 |
|
1.618 |
10,137.7 |
|
1.000 |
10,034.5 |
|
0.618 |
9,970.7 |
|
HIGH |
9,867.5 |
|
0.618 |
9,803.7 |
|
0.500 |
9,784.0 |
|
0.382 |
9,764.3 |
|
LOW |
9,700.5 |
|
0.618 |
9,597.3 |
|
1.000 |
9,533.5 |
|
1.618 |
9,430.3 |
|
2.618 |
9,263.3 |
|
4.250 |
8,990.8 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,791.7 |
9,796.5 |
| PP |
9,787.8 |
9,796.2 |
| S1 |
9,784.0 |
9,795.8 |
|