| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,980.50 |
1,929.50 |
-51.00 |
-2.6% |
2,032.50 |
| High |
1,983.50 |
1,957.75 |
-25.75 |
-1.3% |
2,036.25 |
| Low |
1,921.50 |
1,903.00 |
-18.50 |
-1.0% |
1,903.00 |
| Close |
1,925.50 |
1,904.25 |
-21.25 |
-1.1% |
1,904.25 |
| Range |
62.00 |
54.75 |
-7.25 |
-11.7% |
133.25 |
| ATR |
33.41 |
34.93 |
1.52 |
4.6% |
0.00 |
| Volume |
6,883 |
3,423 |
-3,460 |
-50.3% |
22,707 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.00 |
2,049.75 |
1,934.25 |
|
| R3 |
2,031.25 |
1,995.00 |
1,919.25 |
|
| R2 |
1,976.50 |
1,976.50 |
1,914.25 |
|
| R1 |
1,940.25 |
1,940.25 |
1,909.25 |
1,931.00 |
| PP |
1,921.75 |
1,921.75 |
1,921.75 |
1,917.00 |
| S1 |
1,885.50 |
1,885.50 |
1,899.25 |
1,876.25 |
| S2 |
1,867.00 |
1,867.00 |
1,894.25 |
|
| S3 |
1,812.25 |
1,830.75 |
1,889.25 |
|
| S4 |
1,757.50 |
1,776.00 |
1,874.25 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,347.50 |
2,259.25 |
1,977.50 |
|
| R3 |
2,214.25 |
2,126.00 |
1,941.00 |
|
| R2 |
2,081.00 |
2,081.00 |
1,928.75 |
|
| R1 |
1,992.75 |
1,992.75 |
1,916.50 |
1,970.25 |
| PP |
1,947.75 |
1,947.75 |
1,947.75 |
1,936.50 |
| S1 |
1,859.50 |
1,859.50 |
1,892.00 |
1,837.00 |
| S2 |
1,814.50 |
1,814.50 |
1,879.75 |
|
| S3 |
1,681.25 |
1,726.25 |
1,867.50 |
|
| S4 |
1,548.00 |
1,593.00 |
1,831.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,036.25 |
1,903.00 |
133.25 |
7.0% |
49.00 |
2.6% |
1% |
False |
True |
4,541 |
| 10 |
2,068.00 |
1,903.00 |
165.00 |
8.7% |
35.00 |
1.8% |
1% |
False |
True |
2,992 |
| 20 |
2,068.00 |
1,903.00 |
165.00 |
8.7% |
34.75 |
1.8% |
1% |
False |
True |
1,990 |
| 40 |
2,090.50 |
1,903.00 |
187.50 |
9.8% |
31.25 |
1.6% |
1% |
False |
True |
1,137 |
| 60 |
2,095.75 |
1,903.00 |
192.75 |
10.1% |
27.75 |
1.5% |
1% |
False |
True |
880 |
| 80 |
2,095.75 |
1,846.25 |
249.50 |
13.1% |
29.25 |
1.5% |
23% |
False |
False |
701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,190.50 |
|
2.618 |
2,101.00 |
|
1.618 |
2,046.25 |
|
1.000 |
2,012.50 |
|
0.618 |
1,991.50 |
|
HIGH |
1,957.75 |
|
0.618 |
1,936.75 |
|
0.500 |
1,930.50 |
|
0.382 |
1,924.00 |
|
LOW |
1,903.00 |
|
0.618 |
1,869.25 |
|
1.000 |
1,848.25 |
|
1.618 |
1,814.50 |
|
2.618 |
1,759.75 |
|
4.250 |
1,670.25 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,930.50 |
1,954.50 |
| PP |
1,921.75 |
1,937.75 |
| S1 |
1,913.00 |
1,921.00 |
|