| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,132.0 |
1,109.0 |
-23.0 |
-2.0% |
1,145.5 |
| High |
1,136.6 |
1,111.8 |
-24.8 |
-2.2% |
1,160.0 |
| Low |
1,094.5 |
1,099.1 |
4.6 |
0.4% |
1,128.1 |
| Close |
1,106.0 |
1,107.9 |
1.9 |
0.2% |
1,131.5 |
| Range |
42.1 |
12.7 |
-29.4 |
-69.8% |
31.9 |
| ATR |
19.0 |
18.6 |
-0.5 |
-2.4% |
0.0 |
| Volume |
150,345 |
105,887 |
-44,458 |
-29.6% |
271,185 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,144.3 |
1,138.8 |
1,115.0 |
|
| R3 |
1,131.8 |
1,126.3 |
1,111.5 |
|
| R2 |
1,119.0 |
1,119.0 |
1,110.3 |
|
| R1 |
1,113.5 |
1,113.5 |
1,109.0 |
1,109.8 |
| PP |
1,106.3 |
1,106.3 |
1,106.3 |
1,104.5 |
| S1 |
1,100.8 |
1,100.8 |
1,106.8 |
1,097.3 |
| S2 |
1,093.5 |
1,093.5 |
1,105.5 |
|
| S3 |
1,080.8 |
1,088.0 |
1,104.5 |
|
| S4 |
1,068.3 |
1,075.3 |
1,101.0 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.5 |
1,215.5 |
1,149.0 |
|
| R3 |
1,203.8 |
1,183.5 |
1,140.3 |
|
| R2 |
1,171.8 |
1,171.8 |
1,137.3 |
|
| R1 |
1,151.8 |
1,151.8 |
1,134.5 |
1,145.8 |
| PP |
1,139.8 |
1,139.8 |
1,139.8 |
1,137.0 |
| S1 |
1,119.8 |
1,119.8 |
1,128.5 |
1,113.8 |
| S2 |
1,108.0 |
1,108.0 |
1,125.8 |
|
| S3 |
1,076.0 |
1,087.8 |
1,122.8 |
|
| S4 |
1,044.3 |
1,056.0 |
1,114.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,160.0 |
1,094.5 |
65.5 |
5.9% |
21.3 |
1.9% |
20% |
False |
False |
93,549 |
| 10 |
1,160.0 |
1,094.5 |
65.5 |
5.9% |
18.0 |
1.6% |
20% |
False |
False |
79,237 |
| 20 |
1,182.0 |
1,094.5 |
87.5 |
7.9% |
20.0 |
1.8% |
15% |
False |
False |
95,862 |
| 40 |
1,202.4 |
1,094.5 |
107.9 |
9.7% |
16.3 |
1.5% |
12% |
False |
False |
48,503 |
| 60 |
1,202.4 |
1,094.5 |
107.9 |
9.7% |
14.3 |
1.3% |
12% |
False |
False |
32,395 |
| 80 |
1,202.4 |
1,065.5 |
136.9 |
12.4% |
13.0 |
1.2% |
31% |
False |
False |
24,300 |
| 100 |
1,213.2 |
1,065.5 |
147.7 |
13.3% |
10.5 |
0.9% |
29% |
False |
False |
19,440 |
| 120 |
1,249.4 |
1,065.5 |
183.9 |
16.6% |
8.8 |
0.8% |
23% |
False |
False |
16,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,165.8 |
|
2.618 |
1,145.0 |
|
1.618 |
1,132.3 |
|
1.000 |
1,124.5 |
|
0.618 |
1,119.8 |
|
HIGH |
1,111.8 |
|
0.618 |
1,107.0 |
|
0.500 |
1,105.5 |
|
0.382 |
1,104.0 |
|
LOW |
1,099.0 |
|
0.618 |
1,091.3 |
|
1.000 |
1,086.5 |
|
1.618 |
1,078.5 |
|
2.618 |
1,065.8 |
|
4.250 |
1,045.0 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,107.0 |
1,119.5 |
| PP |
1,106.3 |
1,115.8 |
| S1 |
1,105.5 |
1,111.8 |
|