| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
16,358.71 |
16,419.11 |
60.40 |
0.4% |
17,405.48 |
| High |
16,461.85 |
16,591.35 |
129.50 |
0.8% |
17,405.48 |
| Low |
16,232.03 |
16,322.07 |
90.04 |
0.6% |
16,314.57 |
| Close |
16,398.57 |
16,516.22 |
117.65 |
0.7% |
16,346.45 |
| Range |
229.82 |
269.28 |
39.46 |
17.2% |
1,090.91 |
| ATR |
249.52 |
250.94 |
1.41 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,284.39 |
17,169.58 |
16,664.32 |
|
| R3 |
17,015.11 |
16,900.30 |
16,590.27 |
|
| R2 |
16,745.83 |
16,745.83 |
16,565.59 |
|
| R1 |
16,631.02 |
16,631.02 |
16,540.90 |
16,688.43 |
| PP |
16,476.55 |
16,476.55 |
16,476.55 |
16,505.25 |
| S1 |
16,361.74 |
16,361.74 |
16,491.54 |
16,419.15 |
| S2 |
16,207.27 |
16,207.27 |
16,466.85 |
|
| S3 |
15,937.99 |
16,092.46 |
16,442.17 |
|
| S4 |
15,668.71 |
15,823.18 |
16,368.12 |
|
|
| 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 |
17,154.83 |
16,232.03 |
922.80 |
5.6% |
319.67 |
1.9% |
31% |
False |
False |
|
| 10 |
17,750.02 |
16,232.03 |
1,517.99 |
9.2% |
270.09 |
1.6% |
19% |
False |
False |
|
| 20 |
17,796.76 |
16,232.03 |
1,564.73 |
9.5% |
245.46 |
1.5% |
18% |
False |
False |
|
| 40 |
17,914.34 |
16,232.03 |
1,682.31 |
10.2% |
227.02 |
1.4% |
17% |
False |
False |
|
| 60 |
17,977.85 |
16,232.03 |
1,745.82 |
10.6% |
202.94 |
1.2% |
16% |
False |
False |
|
| 80 |
17,977.85 |
15,942.37 |
2,035.48 |
12.3% |
208.04 |
1.3% |
28% |
False |
False |
|
| 100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.8% |
241.27 |
1.5% |
44% |
False |
False |
|
| 120 |
17,977.85 |
15,370.33 |
2,607.52 |
15.8% |
230.33 |
1.4% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,735.79 |
|
2.618 |
17,296.33 |
|
1.618 |
17,027.05 |
|
1.000 |
16,860.63 |
|
0.618 |
16,757.77 |
|
HIGH |
16,591.35 |
|
0.618 |
16,488.49 |
|
0.500 |
16,456.71 |
|
0.382 |
16,424.93 |
|
LOW |
16,322.07 |
|
0.618 |
16,155.65 |
|
1.000 |
16,052.79 |
|
1.618 |
15,886.37 |
|
2.618 |
15,617.09 |
|
4.250 |
15,177.63 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,496.38 |
16,491.47 |
| PP |
16,476.55 |
16,466.71 |
| S1 |
16,456.71 |
16,441.96 |
|