| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
16,526.63 |
16,159.01 |
-367.62 |
-2.2% |
17,405.48 |
| High |
16,593.51 |
16,482.05 |
-111.46 |
-0.7% |
17,405.48 |
| Low |
16,123.20 |
16,075.12 |
-48.08 |
-0.3% |
16,314.57 |
| Close |
16,151.41 |
16,379.05 |
227.64 |
1.4% |
16,346.45 |
| Range |
470.31 |
406.93 |
-63.38 |
-13.5% |
1,090.91 |
| ATR |
266.61 |
276.63 |
10.02 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,532.86 |
17,362.89 |
16,602.86 |
|
| R3 |
17,125.93 |
16,955.96 |
16,490.96 |
|
| R2 |
16,719.00 |
16,719.00 |
16,453.65 |
|
| R1 |
16,549.03 |
16,549.03 |
16,416.35 |
16,634.02 |
| PP |
16,312.07 |
16,312.07 |
16,312.07 |
16,354.57 |
| S1 |
16,142.10 |
16,142.10 |
16,341.75 |
16,227.09 |
| S2 |
15,905.14 |
15,905.14 |
16,304.45 |
|
| S3 |
15,498.21 |
15,735.17 |
16,267.14 |
|
| S4 |
15,091.28 |
15,328.24 |
16,155.24 |
|
|
| 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 |
16,651.89 |
16,075.12 |
576.77 |
3.5% |
342.73 |
2.1% |
53% |
False |
True |
|
| 10 |
17,590.66 |
16,075.12 |
1,515.54 |
9.3% |
325.02 |
2.0% |
20% |
False |
True |
|
| 20 |
17,796.76 |
16,075.12 |
1,721.64 |
10.5% |
263.02 |
1.6% |
18% |
False |
True |
|
| 40 |
17,914.34 |
16,075.12 |
1,839.22 |
11.2% |
237.13 |
1.4% |
17% |
False |
True |
|
| 60 |
17,977.85 |
16,075.12 |
1,902.73 |
11.6% |
213.91 |
1.3% |
16% |
False |
True |
|
| 80 |
17,977.85 |
15,942.37 |
2,035.48 |
12.4% |
212.54 |
1.3% |
21% |
False |
False |
|
| 100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.9% |
241.19 |
1.5% |
39% |
False |
False |
|
| 120 |
17,977.85 |
15,370.33 |
2,607.52 |
15.9% |
234.65 |
1.4% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,211.50 |
|
2.618 |
17,547.39 |
|
1.618 |
17,140.46 |
|
1.000 |
16,888.98 |
|
0.618 |
16,733.53 |
|
HIGH |
16,482.05 |
|
0.618 |
16,326.60 |
|
0.500 |
16,278.59 |
|
0.382 |
16,230.57 |
|
LOW |
16,075.12 |
|
0.618 |
15,823.64 |
|
1.000 |
15,668.19 |
|
1.618 |
15,416.71 |
|
2.618 |
15,009.78 |
|
4.250 |
14,345.67 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,345.56 |
16,364.14 |
| PP |
16,312.07 |
16,349.23 |
| S1 |
16,278.59 |
16,334.32 |
|