| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,093.6 |
1,079.2 |
-14.4 |
-1.3% |
1,103.6 |
| High |
1,095.4 |
1,097.5 |
2.1 |
0.2% |
1,108.3 |
| Low |
1,071.1 |
1,076.0 |
4.9 |
0.5% |
1,071.1 |
| Close |
1,073.6 |
1,090.7 |
17.1 |
1.6% |
1,090.7 |
| Range |
24.3 |
21.5 |
-2.8 |
-11.5% |
37.2 |
| ATR |
16.2 |
16.7 |
0.6 |
3.4% |
0.0 |
| Volume |
174,240 |
173,457 |
-783 |
-0.4% |
864,668 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,152.6 |
1,143.1 |
1,102.5 |
|
| R3 |
1,131.1 |
1,121.6 |
1,096.6 |
|
| R2 |
1,109.6 |
1,109.6 |
1,094.6 |
|
| R1 |
1,100.1 |
1,100.1 |
1,092.7 |
1,104.9 |
| PP |
1,088.1 |
1,088.1 |
1,088.1 |
1,090.4 |
| S1 |
1,078.6 |
1,078.6 |
1,088.7 |
1,083.4 |
| S2 |
1,066.6 |
1,066.6 |
1,086.8 |
|
| S3 |
1,045.1 |
1,057.1 |
1,084.8 |
|
| S4 |
1,023.6 |
1,035.6 |
1,078.9 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.6 |
1,183.4 |
1,111.2 |
|
| R3 |
1,164.4 |
1,146.2 |
1,100.9 |
|
| R2 |
1,127.2 |
1,127.2 |
1,097.5 |
|
| R1 |
1,109.0 |
1,109.0 |
1,094.1 |
1,099.5 |
| PP |
1,090.0 |
1,090.0 |
1,090.0 |
1,085.3 |
| S1 |
1,071.8 |
1,071.8 |
1,087.3 |
1,062.3 |
| S2 |
1,052.8 |
1,052.8 |
1,083.9 |
|
| S3 |
1,015.6 |
1,034.6 |
1,080.5 |
|
| S4 |
978.4 |
997.4 |
1,070.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,108.3 |
1,071.1 |
37.2 |
3.4% |
18.6 |
1.7% |
53% |
False |
False |
172,933 |
| 10 |
1,113.1 |
1,061.0 |
52.1 |
4.8% |
18.5 |
1.7% |
57% |
False |
False |
173,161 |
| 20 |
1,113.1 |
1,046.8 |
66.3 |
6.1% |
15.6 |
1.4% |
66% |
False |
False |
132,867 |
| 40 |
1,113.1 |
1,045.4 |
67.7 |
6.2% |
15.9 |
1.5% |
67% |
False |
False |
123,490 |
| 60 |
1,183.5 |
1,045.4 |
138.1 |
12.7% |
15.3 |
1.4% |
33% |
False |
False |
87,132 |
| 80 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
15.3 |
1.4% |
31% |
False |
False |
66,138 |
| 100 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
15.0 |
1.4% |
31% |
False |
False |
53,335 |
| 120 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
14.8 |
1.4% |
31% |
False |
False |
44,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.9 |
|
2.618 |
1,153.8 |
|
1.618 |
1,132.3 |
|
1.000 |
1,119.0 |
|
0.618 |
1,110.8 |
|
HIGH |
1,097.5 |
|
0.618 |
1,089.3 |
|
0.500 |
1,086.8 |
|
0.382 |
1,084.2 |
|
LOW |
1,076.0 |
|
0.618 |
1,062.7 |
|
1.000 |
1,054.5 |
|
1.618 |
1,041.2 |
|
2.618 |
1,019.7 |
|
4.250 |
984.6 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,089.4 |
1,088.6 |
| PP |
1,088.1 |
1,086.4 |
| S1 |
1,086.8 |
1,084.3 |
|