| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
15,960.28 |
16,090.26 |
129.98 |
0.8% |
16,086.46 |
| High |
16,102.14 |
16,466.30 |
364.16 |
2.3% |
16,466.30 |
| Low |
15,863.72 |
16,090.26 |
226.54 |
1.4% |
15,863.72 |
| Close |
16,069.64 |
16,466.30 |
396.66 |
2.5% |
16,466.30 |
| Range |
238.42 |
376.04 |
137.62 |
57.7% |
602.58 |
| ATR |
301.99 |
308.75 |
6.76 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,469.07 |
17,343.73 |
16,673.12 |
|
| R3 |
17,093.03 |
16,967.69 |
16,569.71 |
|
| R2 |
16,716.99 |
16,716.99 |
16,535.24 |
|
| R1 |
16,591.65 |
16,591.65 |
16,500.77 |
16,654.32 |
| PP |
16,340.95 |
16,340.95 |
16,340.95 |
16,372.29 |
| S1 |
16,215.61 |
16,215.61 |
16,431.83 |
16,278.28 |
| S2 |
15,964.91 |
15,964.91 |
16,397.36 |
|
| S3 |
15,588.87 |
15,839.57 |
16,362.89 |
|
| S4 |
15,212.83 |
15,463.53 |
16,259.48 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,073.18 |
17,872.32 |
16,797.72 |
|
| R3 |
17,470.60 |
17,269.74 |
16,632.01 |
|
| R2 |
16,868.02 |
16,868.02 |
16,576.77 |
|
| R1 |
16,667.16 |
16,667.16 |
16,521.54 |
16,767.59 |
| PP |
16,265.44 |
16,265.44 |
16,265.44 |
16,315.66 |
| S1 |
16,064.58 |
16,064.58 |
16,411.06 |
16,165.01 |
| S2 |
15,662.86 |
15,662.86 |
16,355.83 |
|
| S3 |
15,060.28 |
15,462.00 |
16,300.59 |
|
| S4 |
14,457.70 |
14,859.42 |
16,134.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,466.30 |
15,863.72 |
602.58 |
3.7% |
294.03 |
1.8% |
100% |
True |
False |
|
| 10 |
16,466.30 |
15,450.56 |
1,015.74 |
6.2% |
334.26 |
2.0% |
100% |
True |
False |
|
| 20 |
17,590.66 |
15,450.56 |
2,140.10 |
13.0% |
329.64 |
2.0% |
47% |
False |
False |
|
| 40 |
17,901.58 |
15,450.56 |
2,451.02 |
14.9% |
285.44 |
1.7% |
41% |
False |
False |
|
| 60 |
17,977.85 |
15,450.56 |
2,527.29 |
15.3% |
243.57 |
1.5% |
40% |
False |
False |
|
| 80 |
17,977.85 |
15,450.56 |
2,527.29 |
15.3% |
220.84 |
1.3% |
40% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.3% |
229.58 |
1.4% |
40% |
False |
False |
|
| 120 |
17,977.85 |
15,370.33 |
2,607.52 |
15.8% |
249.21 |
1.5% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,064.47 |
|
2.618 |
17,450.77 |
|
1.618 |
17,074.73 |
|
1.000 |
16,842.34 |
|
0.618 |
16,698.69 |
|
HIGH |
16,466.30 |
|
0.618 |
16,322.65 |
|
0.500 |
16,278.28 |
|
0.382 |
16,233.91 |
|
LOW |
16,090.26 |
|
0.618 |
15,857.87 |
|
1.000 |
15,714.22 |
|
1.618 |
15,481.83 |
|
2.618 |
15,105.79 |
|
4.250 |
14,492.09 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,403.63 |
16,365.87 |
| PP |
16,340.95 |
16,265.44 |
| S1 |
16,278.28 |
16,165.01 |
|