| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,929.50 |
1,902.50 |
-27.00 |
-1.4% |
2,032.50 |
| High |
1,957.75 |
1,921.50 |
-36.25 |
-1.9% |
2,036.25 |
| Low |
1,903.00 |
1,885.75 |
-17.25 |
-0.9% |
1,903.00 |
| Close |
1,904.25 |
1,907.00 |
2.75 |
0.1% |
1,904.25 |
| Range |
54.75 |
35.75 |
-19.00 |
-34.7% |
133.25 |
| ATR |
34.93 |
34.99 |
0.06 |
0.2% |
0.00 |
| Volume |
3,423 |
3,446 |
23 |
0.7% |
22,707 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,012.00 |
1,995.25 |
1,926.75 |
|
| R3 |
1,976.25 |
1,959.50 |
1,916.75 |
|
| R2 |
1,940.50 |
1,940.50 |
1,913.50 |
|
| R1 |
1,923.75 |
1,923.75 |
1,910.25 |
1,932.00 |
| PP |
1,904.75 |
1,904.75 |
1,904.75 |
1,909.00 |
| S1 |
1,888.00 |
1,888.00 |
1,903.75 |
1,896.50 |
| S2 |
1,869.00 |
1,869.00 |
1,900.50 |
|
| S3 |
1,833.25 |
1,852.25 |
1,897.25 |
|
| S4 |
1,797.50 |
1,816.50 |
1,887.25 |
|
|
| 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 |
2,009.50 |
1,885.75 |
123.75 |
6.5% |
43.75 |
2.3% |
17% |
False |
True |
4,162 |
| 10 |
2,068.00 |
1,885.75 |
182.25 |
9.6% |
37.50 |
2.0% |
12% |
False |
True |
3,268 |
| 20 |
2,068.00 |
1,885.75 |
182.25 |
9.6% |
35.50 |
1.9% |
12% |
False |
True |
2,150 |
| 40 |
2,090.50 |
1,885.75 |
204.75 |
10.7% |
31.75 |
1.7% |
10% |
False |
True |
1,220 |
| 60 |
2,095.75 |
1,885.75 |
210.00 |
11.0% |
28.25 |
1.5% |
10% |
False |
True |
937 |
| 80 |
2,095.75 |
1,846.25 |
249.50 |
13.1% |
29.50 |
1.5% |
24% |
False |
False |
744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,073.50 |
|
2.618 |
2,015.00 |
|
1.618 |
1,979.25 |
|
1.000 |
1,957.25 |
|
0.618 |
1,943.50 |
|
HIGH |
1,921.50 |
|
0.618 |
1,907.75 |
|
0.500 |
1,903.50 |
|
0.382 |
1,899.50 |
|
LOW |
1,885.75 |
|
0.618 |
1,863.75 |
|
1.000 |
1,850.00 |
|
1.618 |
1,828.00 |
|
2.618 |
1,792.25 |
|
4.250 |
1,733.75 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.00 |
1,934.50 |
| PP |
1,904.75 |
1,925.50 |
| S1 |
1,903.50 |
1,916.25 |
|