| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,003.75 |
2,004.00 |
0.25 |
0.0% |
2,045.25 |
| High |
2,009.50 |
2,005.75 |
-3.75 |
-0.2% |
2,068.00 |
| Low |
1,985.50 |
1,964.00 |
-21.50 |
-1.1% |
2,023.75 |
| Close |
2,004.75 |
1,978.75 |
-26.00 |
-1.3% |
2,028.50 |
| Range |
24.00 |
41.75 |
17.75 |
74.0% |
44.25 |
| ATR |
30.40 |
31.21 |
0.81 |
2.7% |
0.00 |
| Volume |
1,568 |
5,494 |
3,926 |
250.4% |
6,527 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.00 |
2,085.25 |
2,001.75 |
|
| R3 |
2,066.25 |
2,043.50 |
1,990.25 |
|
| R2 |
2,024.50 |
2,024.50 |
1,986.50 |
|
| R1 |
2,001.75 |
2,001.75 |
1,982.50 |
1,992.25 |
| PP |
1,982.75 |
1,982.75 |
1,982.75 |
1,978.00 |
| S1 |
1,960.00 |
1,960.00 |
1,975.00 |
1,950.50 |
| S2 |
1,941.00 |
1,941.00 |
1,971.00 |
|
| S3 |
1,899.25 |
1,918.25 |
1,967.25 |
|
| S4 |
1,857.50 |
1,876.50 |
1,955.75 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.75 |
2,145.00 |
2,052.75 |
|
| R3 |
2,128.50 |
2,100.75 |
2,040.75 |
|
| R2 |
2,084.25 |
2,084.25 |
2,036.50 |
|
| R1 |
2,056.50 |
2,056.50 |
2,032.50 |
2,048.25 |
| PP |
2,040.00 |
2,040.00 |
2,040.00 |
2,036.00 |
| S1 |
2,012.25 |
2,012.25 |
2,024.50 |
2,004.00 |
| S2 |
1,995.75 |
1,995.75 |
2,020.50 |
|
| S3 |
1,951.50 |
1,968.00 |
2,016.25 |
|
| S4 |
1,907.25 |
1,923.75 |
2,004.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,068.00 |
1,964.00 |
104.00 |
5.3% |
35.25 |
1.8% |
14% |
False |
True |
2,980 |
| 10 |
2,068.00 |
1,964.00 |
104.00 |
5.3% |
28.75 |
1.5% |
14% |
False |
True |
2,214 |
| 20 |
2,068.00 |
1,964.00 |
104.00 |
5.3% |
32.50 |
1.6% |
14% |
False |
True |
1,542 |
| 40 |
2,090.50 |
1,964.00 |
126.50 |
6.4% |
29.50 |
1.5% |
12% |
False |
True |
884 |
| 60 |
2,095.75 |
1,964.00 |
131.75 |
6.7% |
26.50 |
1.3% |
11% |
False |
True |
710 |
| 80 |
2,095.75 |
1,846.25 |
249.50 |
12.6% |
28.50 |
1.4% |
53% |
False |
False |
573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,183.25 |
|
2.618 |
2,115.00 |
|
1.618 |
2,073.25 |
|
1.000 |
2,047.50 |
|
0.618 |
2,031.50 |
|
HIGH |
2,005.75 |
|
0.618 |
1,989.75 |
|
0.500 |
1,985.00 |
|
0.382 |
1,980.00 |
|
LOW |
1,964.00 |
|
0.618 |
1,938.25 |
|
1.000 |
1,922.25 |
|
1.618 |
1,896.50 |
|
2.618 |
1,854.75 |
|
4.250 |
1,786.50 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,985.00 |
2,000.00 |
| PP |
1,982.75 |
1,993.00 |
| S1 |
1,980.75 |
1,986.00 |
|