| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
16,260 |
16,280 |
20 |
0.1% |
17,347 |
| High |
16,372 |
16,502 |
130 |
0.8% |
17,399 |
| Low |
16,085 |
16,168 |
83 |
0.5% |
16,209 |
| Close |
16,287 |
16,363 |
76 |
0.5% |
16,235 |
| Range |
287 |
334 |
47 |
16.4% |
1,190 |
| ATR |
292 |
295 |
3 |
1.0% |
0 |
| Volume |
277,519 |
260,381 |
-17,138 |
-6.2% |
1,256,432 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,346 |
17,189 |
16,547 |
|
| R3 |
17,012 |
16,855 |
16,455 |
|
| R2 |
16,678 |
16,678 |
16,424 |
|
| R1 |
16,521 |
16,521 |
16,394 |
16,600 |
| PP |
16,344 |
16,344 |
16,344 |
16,384 |
| S1 |
16,187 |
16,187 |
16,333 |
16,266 |
| S2 |
16,010 |
16,010 |
16,302 |
|
| S3 |
15,676 |
15,853 |
16,271 |
|
| S4 |
15,342 |
15,519 |
16,179 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,184 |
19,400 |
16,890 |
|
| R3 |
18,994 |
18,210 |
16,562 |
|
| R2 |
17,804 |
17,804 |
16,453 |
|
| R1 |
17,020 |
17,020 |
16,344 |
16,817 |
| PP |
16,614 |
16,614 |
16,614 |
16,513 |
| S1 |
15,830 |
15,830 |
16,126 |
15,627 |
| S2 |
15,424 |
15,424 |
16,017 |
|
| S3 |
14,234 |
14,640 |
15,908 |
|
| S4 |
13,044 |
13,450 |
15,581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,096 |
16,085 |
1,011 |
6.2% |
393 |
2.4% |
27% |
False |
False |
276,729 |
| 10 |
17,660 |
16,085 |
1,575 |
9.6% |
335 |
2.0% |
18% |
False |
False |
202,229 |
| 20 |
17,735 |
16,085 |
1,650 |
10.1% |
293 |
1.8% |
17% |
False |
False |
174,851 |
| 40 |
17,825 |
16,085 |
1,740 |
10.6% |
265 |
1.6% |
16% |
False |
False |
93,864 |
| 60 |
17,828 |
16,085 |
1,743 |
10.7% |
232 |
1.4% |
16% |
False |
False |
62,633 |
| 80 |
17,828 |
15,745 |
2,083 |
12.7% |
236 |
1.4% |
30% |
False |
False |
46,989 |
| 100 |
17,828 |
15,495 |
2,333 |
14.3% |
239 |
1.5% |
37% |
False |
False |
37,593 |
| 120 |
17,828 |
15,495 |
2,333 |
14.3% |
217 |
1.3% |
37% |
False |
False |
31,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,922 |
|
2.618 |
17,377 |
|
1.618 |
17,043 |
|
1.000 |
16,836 |
|
0.618 |
16,709 |
|
HIGH |
16,502 |
|
0.618 |
16,375 |
|
0.500 |
16,335 |
|
0.382 |
16,296 |
|
LOW |
16,168 |
|
0.618 |
15,962 |
|
1.000 |
15,834 |
|
1.618 |
15,628 |
|
2.618 |
15,294 |
|
4.250 |
14,749 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,354 |
16,376 |
| PP |
16,344 |
16,371 |
| S1 |
16,335 |
16,367 |
|