| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,109.0 |
1,108.6 |
-0.4 |
0.0% |
1,145.5 |
| High |
1,111.8 |
1,109.1 |
-2.7 |
-0.2% |
1,160.0 |
| Low |
1,099.1 |
1,083.7 |
-15.4 |
-1.4% |
1,128.1 |
| Close |
1,107.9 |
1,091.2 |
-16.7 |
-1.5% |
1,131.5 |
| Range |
12.7 |
25.4 |
12.7 |
100.0% |
31.9 |
| ATR |
18.6 |
19.0 |
0.5 |
2.6% |
0.0 |
| Volume |
105,887 |
133,949 |
28,062 |
26.5% |
271,185 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,170.8 |
1,156.5 |
1,105.3 |
|
| R3 |
1,145.5 |
1,131.0 |
1,098.3 |
|
| R2 |
1,120.0 |
1,120.0 |
1,095.8 |
|
| R1 |
1,105.8 |
1,105.8 |
1,093.5 |
1,100.3 |
| PP |
1,094.8 |
1,094.8 |
1,094.8 |
1,092.0 |
| S1 |
1,080.3 |
1,080.3 |
1,088.8 |
1,074.8 |
| S2 |
1,069.3 |
1,069.3 |
1,086.5 |
|
| S3 |
1,043.8 |
1,054.8 |
1,084.3 |
|
| S4 |
1,018.5 |
1,029.5 |
1,077.3 |
|
|
| 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 |
1,083.7 |
76.3 |
7.0% |
23.0 |
2.1% |
10% |
False |
True |
108,095 |
| 10 |
1,160.0 |
1,083.7 |
76.3 |
7.0% |
19.5 |
1.8% |
10% |
False |
True |
84,043 |
| 20 |
1,160.7 |
1,083.7 |
77.0 |
7.1% |
20.0 |
1.8% |
10% |
False |
True |
102,396 |
| 40 |
1,202.4 |
1,083.7 |
118.7 |
10.9% |
16.5 |
1.5% |
6% |
False |
True |
51,849 |
| 60 |
1,202.4 |
1,083.7 |
118.7 |
10.9% |
14.8 |
1.3% |
6% |
False |
True |
34,627 |
| 80 |
1,202.4 |
1,065.5 |
136.9 |
12.5% |
13.3 |
1.2% |
19% |
False |
False |
25,975 |
| 100 |
1,202.4 |
1,065.5 |
136.9 |
12.5% |
10.8 |
1.0% |
19% |
False |
False |
20,780 |
| 120 |
1,247.2 |
1,065.5 |
181.7 |
16.7% |
8.8 |
0.8% |
14% |
False |
False |
17,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,217.0 |
|
2.618 |
1,175.5 |
|
1.618 |
1,150.3 |
|
1.000 |
1,134.5 |
|
0.618 |
1,124.8 |
|
HIGH |
1,109.0 |
|
0.618 |
1,099.5 |
|
0.500 |
1,096.5 |
|
0.382 |
1,093.5 |
|
LOW |
1,083.8 |
|
0.618 |
1,068.0 |
|
1.000 |
1,058.3 |
|
1.618 |
1,042.5 |
|
2.618 |
1,017.3 |
|
4.250 |
975.8 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,096.5 |
1,110.3 |
| PP |
1,094.8 |
1,103.8 |
| S1 |
1,093.0 |
1,097.5 |
|