| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
17,405.48 |
17,147.50 |
-257.98 |
-1.5% |
17,535.66 |
| High |
17,405.48 |
17,195.84 |
-209.64 |
-1.2% |
17,750.02 |
| Low |
16,957.63 |
17,038.61 |
80.98 |
0.5% |
17,421.16 |
| Close |
17,148.94 |
17,158.66 |
9.72 |
0.1% |
17,425.03 |
| Range |
447.85 |
157.23 |
-290.62 |
-64.9% |
328.86 |
| ATR |
225.40 |
220.53 |
-4.87 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,602.73 |
17,537.92 |
17,245.14 |
|
| R3 |
17,445.50 |
17,380.69 |
17,201.90 |
|
| R2 |
17,288.27 |
17,288.27 |
17,187.49 |
|
| R1 |
17,223.46 |
17,223.46 |
17,173.07 |
17,255.87 |
| PP |
17,131.04 |
17,131.04 |
17,131.04 |
17,147.24 |
| S1 |
17,066.23 |
17,066.23 |
17,144.25 |
17,098.64 |
| S2 |
16,973.81 |
16,973.81 |
17,129.83 |
|
| S3 |
16,816.58 |
16,909.00 |
17,115.42 |
|
| S4 |
16,659.35 |
16,751.77 |
17,072.18 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,518.65 |
18,300.70 |
17,605.90 |
|
| R3 |
18,189.79 |
17,971.84 |
17,515.47 |
|
| R2 |
17,860.93 |
17,860.93 |
17,485.32 |
|
| R1 |
17,642.98 |
17,642.98 |
17,455.18 |
17,587.53 |
| PP |
17,532.07 |
17,532.07 |
17,532.07 |
17,504.34 |
| S1 |
17,314.12 |
17,314.12 |
17,394.88 |
17,258.67 |
| S2 |
17,203.21 |
17,203.21 |
17,364.74 |
|
| S3 |
16,874.35 |
16,985.26 |
17,334.59 |
|
| S4 |
16,545.49 |
16,656.40 |
17,244.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,750.02 |
16,957.63 |
792.39 |
4.6% |
220.50 |
1.3% |
25% |
False |
False |
|
| 10 |
17,750.02 |
16,957.63 |
792.39 |
4.6% |
180.86 |
1.1% |
25% |
False |
False |
|
| 20 |
17,845.49 |
16,957.63 |
887.86 |
5.2% |
233.36 |
1.4% |
23% |
False |
False |
|
| 40 |
17,914.34 |
16,957.63 |
956.71 |
5.6% |
208.22 |
1.2% |
21% |
False |
False |
|
| 60 |
17,977.85 |
16,887.67 |
1,090.18 |
6.4% |
188.49 |
1.1% |
25% |
False |
False |
|
| 80 |
17,977.85 |
15,942.37 |
2,035.48 |
11.9% |
200.90 |
1.2% |
60% |
False |
False |
|
| 100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.2% |
232.95 |
1.4% |
69% |
False |
False |
|
| 120 |
18,137.12 |
15,370.33 |
2,766.79 |
16.1% |
221.74 |
1.3% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,864.07 |
|
2.618 |
17,607.47 |
|
1.618 |
17,450.24 |
|
1.000 |
17,353.07 |
|
0.618 |
17,293.01 |
|
HIGH |
17,195.84 |
|
0.618 |
17,135.78 |
|
0.500 |
17,117.23 |
|
0.382 |
17,098.67 |
|
LOW |
17,038.61 |
|
0.618 |
16,941.44 |
|
1.000 |
16,881.38 |
|
1.618 |
16,784.21 |
|
2.618 |
16,626.98 |
|
4.250 |
16,370.38 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,144.85 |
17,274.15 |
| PP |
17,131.04 |
17,235.65 |
| S1 |
17,117.23 |
17,197.16 |
|