| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
16,419.11 |
16,526.63 |
107.52 |
0.7% |
17,405.48 |
| High |
16,591.35 |
16,593.51 |
2.16 |
0.0% |
17,405.48 |
| Low |
16,322.07 |
16,123.20 |
-198.87 |
-1.2% |
16,314.57 |
| Close |
16,516.22 |
16,151.41 |
-364.81 |
-2.2% |
16,346.45 |
| Range |
269.28 |
470.31 |
201.03 |
74.7% |
1,090.91 |
| ATR |
250.94 |
266.61 |
15.67 |
6.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,700.30 |
17,396.17 |
16,410.08 |
|
| R3 |
17,229.99 |
16,925.86 |
16,280.75 |
|
| R2 |
16,759.68 |
16,759.68 |
16,237.63 |
|
| R1 |
16,455.55 |
16,455.55 |
16,194.52 |
16,372.46 |
| PP |
16,289.37 |
16,289.37 |
16,289.37 |
16,247.83 |
| S1 |
15,985.24 |
15,985.24 |
16,108.30 |
15,902.15 |
| S2 |
15,819.06 |
15,819.06 |
16,065.19 |
|
| S3 |
15,348.75 |
15,514.93 |
16,022.07 |
|
| S4 |
14,878.44 |
15,044.62 |
15,892.74 |
|
|
| 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 |
16,888.36 |
16,123.20 |
765.16 |
4.7% |
346.29 |
2.1% |
4% |
False |
True |
|
| 10 |
17,714.13 |
16,123.20 |
1,590.93 |
9.9% |
296.85 |
1.8% |
2% |
False |
True |
|
| 20 |
17,796.76 |
16,123.20 |
1,673.56 |
10.4% |
257.00 |
1.6% |
2% |
False |
True |
|
| 40 |
17,914.34 |
16,123.20 |
1,791.14 |
11.1% |
233.77 |
1.4% |
2% |
False |
True |
|
| 60 |
17,977.85 |
16,123.20 |
1,854.65 |
11.5% |
208.90 |
1.3% |
2% |
False |
True |
|
| 80 |
17,977.85 |
15,942.37 |
2,035.48 |
12.6% |
209.79 |
1.3% |
10% |
False |
False |
|
| 100 |
17,977.85 |
15,370.33 |
2,607.52 |
16.1% |
242.43 |
1.5% |
30% |
False |
False |
|
| 120 |
17,977.85 |
15,370.33 |
2,607.52 |
16.1% |
232.95 |
1.4% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,592.33 |
|
2.618 |
17,824.78 |
|
1.618 |
17,354.47 |
|
1.000 |
17,063.82 |
|
0.618 |
16,884.16 |
|
HIGH |
16,593.51 |
|
0.618 |
16,413.85 |
|
0.500 |
16,358.36 |
|
0.382 |
16,302.86 |
|
LOW |
16,123.20 |
|
0.618 |
15,832.55 |
|
1.000 |
15,652.89 |
|
1.618 |
15,362.24 |
|
2.618 |
14,891.93 |
|
4.250 |
14,124.38 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,358.36 |
16,358.36 |
| PP |
16,289.37 |
16,289.37 |
| S1 |
16,220.39 |
16,220.39 |
|