| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,847.50 |
1,850.00 |
2.50 |
0.1% |
1,862.00 |
| High |
1,874.75 |
1,894.00 |
19.25 |
1.0% |
1,899.75 |
| Low |
1,828.50 |
1,848.00 |
19.50 |
1.1% |
1,796.00 |
| Close |
1,853.00 |
1,891.00 |
38.00 |
2.1% |
1,891.00 |
| Range |
46.25 |
46.00 |
-0.25 |
-0.5% |
103.75 |
| ATR |
44.44 |
44.55 |
0.11 |
0.3% |
0.00 |
| Volume |
4,982 |
2,509 |
-2,473 |
-49.6% |
19,157 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,015.75 |
1,999.25 |
1,916.25 |
|
| R3 |
1,969.75 |
1,953.25 |
1,903.75 |
|
| R2 |
1,923.75 |
1,923.75 |
1,899.50 |
|
| R1 |
1,907.25 |
1,907.25 |
1,895.25 |
1,915.50 |
| PP |
1,877.75 |
1,877.75 |
1,877.75 |
1,881.75 |
| S1 |
1,861.25 |
1,861.25 |
1,886.75 |
1,869.50 |
| S2 |
1,831.75 |
1,831.75 |
1,882.50 |
|
| S3 |
1,785.75 |
1,815.25 |
1,878.25 |
|
| S4 |
1,739.75 |
1,769.25 |
1,865.75 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.50 |
2,136.00 |
1,948.00 |
|
| R3 |
2,069.75 |
2,032.25 |
1,919.50 |
|
| R2 |
1,966.00 |
1,966.00 |
1,910.00 |
|
| R1 |
1,928.50 |
1,928.50 |
1,900.50 |
1,947.25 |
| PP |
1,862.25 |
1,862.25 |
1,862.25 |
1,871.50 |
| S1 |
1,824.75 |
1,824.75 |
1,881.50 |
1,843.50 |
| S2 |
1,758.50 |
1,758.50 |
1,872.00 |
|
| S3 |
1,654.75 |
1,721.00 |
1,862.50 |
|
| S4 |
1,551.00 |
1,617.25 |
1,834.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,913.25 |
1,796.00 |
117.25 |
6.2% |
57.75 |
3.1% |
81% |
False |
False |
4,964 |
| 10 |
1,957.75 |
1,796.00 |
161.75 |
8.6% |
54.25 |
2.9% |
59% |
False |
False |
4,604 |
| 20 |
2,068.00 |
1,796.00 |
272.00 |
14.4% |
43.25 |
2.3% |
35% |
False |
False |
3,707 |
| 40 |
2,090.50 |
1,796.00 |
294.50 |
15.6% |
37.50 |
2.0% |
32% |
False |
False |
2,130 |
| 60 |
2,095.75 |
1,796.00 |
299.75 |
15.9% |
33.00 |
1.7% |
32% |
False |
False |
1,564 |
| 80 |
2,095.75 |
1,796.00 |
299.75 |
15.9% |
31.25 |
1.7% |
32% |
False |
False |
1,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,089.50 |
|
2.618 |
2,014.50 |
|
1.618 |
1,968.50 |
|
1.000 |
1,940.00 |
|
0.618 |
1,922.50 |
|
HIGH |
1,894.00 |
|
0.618 |
1,876.50 |
|
0.500 |
1,871.00 |
|
0.382 |
1,865.50 |
|
LOW |
1,848.00 |
|
0.618 |
1,819.50 |
|
1.000 |
1,802.00 |
|
1.618 |
1,773.50 |
|
2.618 |
1,727.50 |
|
4.250 |
1,652.50 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,884.25 |
1,875.75 |
| PP |
1,877.75 |
1,860.25 |
| S1 |
1,871.00 |
1,845.00 |
|