| 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 |
16,519.17 |
16,358.71 |
-160.46 |
-1.0% |
17,405.48 |
| High |
16,651.89 |
16,461.85 |
-190.04 |
-1.1% |
17,405.48 |
| Low |
16,314.57 |
16,232.03 |
-82.54 |
-0.5% |
16,314.57 |
| Close |
16,346.45 |
16,398.57 |
52.12 |
0.3% |
16,346.45 |
| Range |
337.32 |
229.82 |
-107.50 |
-31.9% |
1,090.91 |
| ATR |
251.04 |
249.52 |
-1.52 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,053.61 |
16,955.91 |
16,524.97 |
|
| R3 |
16,823.79 |
16,726.09 |
16,461.77 |
|
| R2 |
16,593.97 |
16,593.97 |
16,440.70 |
|
| R1 |
16,496.27 |
16,496.27 |
16,419.64 |
16,545.12 |
| PP |
16,364.15 |
16,364.15 |
16,364.15 |
16,388.58 |
| S1 |
16,266.45 |
16,266.45 |
16,377.50 |
16,315.30 |
| S2 |
16,134.33 |
16,134.33 |
16,356.44 |
|
| S3 |
15,904.51 |
16,036.63 |
16,335.37 |
|
| S4 |
15,674.69 |
15,806.81 |
16,272.17 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,961.56 |
19,244.92 |
16,946.45 |
|
| R3 |
18,870.65 |
18,154.01 |
16,646.45 |
|
| R2 |
17,779.74 |
17,779.74 |
16,546.45 |
|
| R1 |
17,063.10 |
17,063.10 |
16,446.45 |
16,875.97 |
| PP |
16,688.83 |
16,688.83 |
16,688.83 |
16,595.27 |
| S1 |
15,972.19 |
15,972.19 |
16,246.45 |
15,785.06 |
| S2 |
15,597.92 |
15,597.92 |
16,146.45 |
|
| S3 |
14,507.01 |
14,881.28 |
16,046.45 |
|
| S4 |
13,416.10 |
13,790.37 |
15,746.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,195.84 |
16,232.03 |
963.81 |
5.9% |
297.26 |
1.8% |
17% |
False |
True |
|
| 10 |
17,750.02 |
16,232.03 |
1,517.99 |
9.3% |
253.11 |
1.5% |
11% |
False |
True |
|
| 20 |
17,796.76 |
16,232.03 |
1,564.73 |
9.5% |
249.21 |
1.5% |
11% |
False |
True |
|
| 40 |
17,914.34 |
16,232.03 |
1,682.31 |
10.3% |
226.50 |
1.4% |
10% |
False |
True |
|
| 60 |
17,977.85 |
16,232.03 |
1,745.82 |
10.6% |
201.97 |
1.2% |
10% |
False |
True |
|
| 80 |
17,977.85 |
15,942.37 |
2,035.48 |
12.4% |
208.35 |
1.3% |
22% |
False |
False |
|
| 100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.9% |
240.93 |
1.5% |
39% |
False |
False |
|
| 120 |
17,977.85 |
15,370.33 |
2,607.52 |
15.9% |
229.02 |
1.4% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,438.59 |
|
2.618 |
17,063.52 |
|
1.618 |
16,833.70 |
|
1.000 |
16,691.67 |
|
0.618 |
16,603.88 |
|
HIGH |
16,461.85 |
|
0.618 |
16,374.06 |
|
0.500 |
16,346.94 |
|
0.382 |
16,319.82 |
|
LOW |
16,232.03 |
|
0.618 |
16,090.00 |
|
1.000 |
16,002.21 |
|
1.618 |
15,860.18 |
|
2.618 |
15,630.36 |
|
4.250 |
15,255.30 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,381.36 |
16,560.20 |
| PP |
16,364.15 |
16,506.32 |
| S1 |
16,346.94 |
16,452.45 |
|