| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,892.00 |
1,863.75 |
-28.25 |
-1.5% |
1,862.00 |
| High |
1,895.75 |
1,891.50 |
-4.25 |
-0.2% |
1,899.75 |
| Low |
1,848.25 |
1,843.50 |
-4.75 |
-0.3% |
1,796.00 |
| Close |
1,862.00 |
1,887.75 |
25.75 |
1.4% |
1,891.00 |
| Range |
47.50 |
48.00 |
0.50 |
1.1% |
103.75 |
| ATR |
44.76 |
45.00 |
0.23 |
0.5% |
0.00 |
| Volume |
3,193 |
3,847 |
654 |
20.5% |
19,157 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,018.25 |
2,001.00 |
1,914.25 |
|
| R3 |
1,970.25 |
1,953.00 |
1,901.00 |
|
| R2 |
1,922.25 |
1,922.25 |
1,896.50 |
|
| R1 |
1,905.00 |
1,905.00 |
1,892.25 |
1,913.50 |
| PP |
1,874.25 |
1,874.25 |
1,874.25 |
1,878.50 |
| S1 |
1,857.00 |
1,857.00 |
1,883.25 |
1,865.50 |
| S2 |
1,826.25 |
1,826.25 |
1,879.00 |
|
| S3 |
1,778.25 |
1,809.00 |
1,874.50 |
|
| S4 |
1,730.25 |
1,761.00 |
1,861.25 |
|
|
| 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 |
1,895.75 |
1,796.00 |
99.75 |
5.3% |
52.50 |
2.8% |
92% |
False |
False |
4,316 |
| 10 |
1,939.00 |
1,796.00 |
143.00 |
7.6% |
54.75 |
2.9% |
64% |
False |
False |
4,622 |
| 20 |
2,068.00 |
1,796.00 |
272.00 |
14.4% |
46.25 |
2.4% |
34% |
False |
False |
3,945 |
| 40 |
2,090.50 |
1,796.00 |
294.50 |
15.6% |
39.00 |
2.1% |
31% |
False |
False |
2,302 |
| 60 |
2,095.75 |
1,796.00 |
299.75 |
15.9% |
34.00 |
1.8% |
31% |
False |
False |
1,647 |
| 80 |
2,095.75 |
1,796.00 |
299.75 |
15.9% |
31.50 |
1.7% |
31% |
False |
False |
1,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.50 |
|
2.618 |
2,017.25 |
|
1.618 |
1,969.25 |
|
1.000 |
1,939.50 |
|
0.618 |
1,921.25 |
|
HIGH |
1,891.50 |
|
0.618 |
1,873.25 |
|
0.500 |
1,867.50 |
|
0.382 |
1,861.75 |
|
LOW |
1,843.50 |
|
0.618 |
1,813.75 |
|
1.000 |
1,795.50 |
|
1.618 |
1,765.75 |
|
2.618 |
1,717.75 |
|
4.250 |
1,639.50 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,881.00 |
1,881.75 |
| PP |
1,874.25 |
1,875.75 |
| S1 |
1,867.50 |
1,869.50 |
|