| 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 |
3,010.0 |
3,022.0 |
12.0 |
0.4% |
3,042.0 |
| High |
3,053.0 |
3,057.0 |
4.0 |
0.1% |
3,057.0 |
| Low |
2,951.0 |
2,988.0 |
37.0 |
1.3% |
2,938.0 |
| Close |
2,974.0 |
3,028.0 |
54.0 |
1.8% |
3,028.0 |
| Range |
102.0 |
69.0 |
-33.0 |
-32.4% |
119.0 |
| ATR |
93.0 |
92.2 |
-0.7 |
-0.8% |
0.0 |
| Volume |
1,461,903 |
1,168,533 |
-293,370 |
-20.1% |
6,935,978 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,231.3 |
3,198.7 |
3,066.0 |
|
| R3 |
3,162.3 |
3,129.7 |
3,047.0 |
|
| R2 |
3,093.3 |
3,093.3 |
3,040.7 |
|
| R1 |
3,060.7 |
3,060.7 |
3,034.3 |
3,077.0 |
| PP |
3,024.3 |
3,024.3 |
3,024.3 |
3,032.5 |
| S1 |
2,991.7 |
2,991.7 |
3,021.7 |
3,008.0 |
| S2 |
2,955.3 |
2,955.3 |
3,015.4 |
|
| S3 |
2,886.3 |
2,922.7 |
3,009.0 |
|
| S4 |
2,817.3 |
2,853.7 |
2,990.1 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,364.7 |
3,315.3 |
3,093.5 |
|
| R3 |
3,245.7 |
3,196.3 |
3,060.7 |
|
| R2 |
3,126.7 |
3,126.7 |
3,049.8 |
|
| R1 |
3,077.3 |
3,077.3 |
3,038.9 |
3,042.5 |
| PP |
3,007.7 |
3,007.7 |
3,007.7 |
2,990.3 |
| S1 |
2,958.3 |
2,958.3 |
3,017.1 |
2,923.5 |
| S2 |
2,888.7 |
2,888.7 |
3,006.2 |
|
| S3 |
2,769.7 |
2,839.3 |
2,995.3 |
|
| S4 |
2,650.7 |
2,720.3 |
2,962.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,057.0 |
2,938.0 |
119.0 |
3.9% |
83.0 |
2.7% |
76% |
True |
False |
1,387,195 |
| 10 |
3,057.0 |
2,832.0 |
225.0 |
7.4% |
87.9 |
2.9% |
87% |
True |
False |
1,559,782 |
| 20 |
3,309.0 |
2,832.0 |
477.0 |
15.8% |
86.4 |
2.9% |
41% |
False |
False |
1,584,171 |
| 40 |
3,525.0 |
2,832.0 |
693.0 |
22.9% |
82.1 |
2.7% |
28% |
False |
False |
1,118,659 |
| 60 |
3,525.0 |
2,832.0 |
693.0 |
22.9% |
73.2 |
2.4% |
28% |
False |
False |
752,159 |
| 80 |
3,525.0 |
2,832.0 |
693.0 |
22.9% |
66.9 |
2.2% |
28% |
False |
False |
565,863 |
| 100 |
3,525.0 |
2,832.0 |
693.0 |
22.9% |
66.1 |
2.2% |
28% |
False |
False |
453,986 |
| 120 |
3,659.0 |
2,832.0 |
827.0 |
27.3% |
62.8 |
2.1% |
24% |
False |
False |
378,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,350.3 |
|
2.618 |
3,237.6 |
|
1.618 |
3,168.6 |
|
1.000 |
3,126.0 |
|
0.618 |
3,099.6 |
|
HIGH |
3,057.0 |
|
0.618 |
3,030.6 |
|
0.500 |
3,022.5 |
|
0.382 |
3,014.4 |
|
LOW |
2,988.0 |
|
0.618 |
2,945.4 |
|
1.000 |
2,919.0 |
|
1.618 |
2,876.4 |
|
2.618 |
2,807.4 |
|
4.250 |
2,694.8 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,026.2 |
3,020.0 |
| PP |
3,024.3 |
3,012.0 |
| S1 |
3,022.5 |
3,004.0 |
|