| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,055.25 |
2,037.75 |
-17.50 |
-0.9% |
2,051.25 |
| High |
2,057.75 |
2,043.50 |
-14.25 |
-0.7% |
2,075.00 |
| Low |
2,030.25 |
1,980.25 |
-50.00 |
-2.5% |
2,030.25 |
| Close |
2,035.50 |
2,009.00 |
-26.50 |
-1.3% |
2,035.50 |
| Range |
27.50 |
63.25 |
35.75 |
130.0% |
44.75 |
| ATR |
29.06 |
31.50 |
2.44 |
8.4% |
0.00 |
| Volume |
1,029,390 |
2,216,549 |
1,187,159 |
115.3% |
3,279,125 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.75 |
2,168.00 |
2,043.75 |
|
| R3 |
2,137.50 |
2,104.75 |
2,026.50 |
|
| R2 |
2,074.25 |
2,074.25 |
2,020.50 |
|
| R1 |
2,041.50 |
2,041.50 |
2,014.75 |
2,026.25 |
| PP |
2,011.00 |
2,011.00 |
2,011.00 |
2,003.25 |
| S1 |
1,978.25 |
1,978.25 |
2,003.25 |
1,963.00 |
| S2 |
1,947.75 |
1,947.75 |
1,997.50 |
|
| S3 |
1,884.50 |
1,915.00 |
1,991.50 |
|
| S4 |
1,821.25 |
1,851.75 |
1,974.25 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.25 |
2,153.00 |
2,060.00 |
|
| R3 |
2,136.50 |
2,108.25 |
2,047.75 |
|
| R2 |
2,091.75 |
2,091.75 |
2,043.75 |
|
| R1 |
2,063.50 |
2,063.50 |
2,039.50 |
2,055.25 |
| PP |
2,047.00 |
2,047.00 |
2,047.00 |
2,042.75 |
| S1 |
2,018.75 |
2,018.75 |
2,031.50 |
2,010.50 |
| S2 |
2,002.25 |
2,002.25 |
2,027.25 |
|
| S3 |
1,957.50 |
1,974.00 |
2,023.25 |
|
| S4 |
1,912.75 |
1,929.25 |
2,011.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,075.00 |
1,980.25 |
94.75 |
4.7% |
31.75 |
1.6% |
30% |
False |
True |
1,099,134 |
| 10 |
2,075.00 |
1,980.25 |
94.75 |
4.7% |
28.75 |
1.4% |
30% |
False |
True |
1,136,392 |
| 20 |
2,088.75 |
1,980.25 |
108.50 |
5.4% |
33.75 |
1.7% |
26% |
False |
True |
1,205,389 |
| 40 |
2,097.75 |
1,980.25 |
117.50 |
5.8% |
29.75 |
1.5% |
24% |
False |
True |
608,088 |
| 60 |
2,102.75 |
1,962.75 |
140.00 |
7.0% |
27.00 |
1.3% |
33% |
False |
False |
407,050 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.4% |
29.50 |
1.5% |
62% |
False |
False |
306,312 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
14.1% |
33.00 |
1.6% |
67% |
False |
False |
245,175 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.5% |
30.50 |
1.5% |
65% |
False |
False |
204,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,312.25 |
|
2.618 |
2,209.00 |
|
1.618 |
2,145.75 |
|
1.000 |
2,106.75 |
|
0.618 |
2,082.50 |
|
HIGH |
2,043.50 |
|
0.618 |
2,019.25 |
|
0.500 |
2,012.00 |
|
0.382 |
2,004.50 |
|
LOW |
1,980.25 |
|
0.618 |
1,941.25 |
|
1.000 |
1,917.00 |
|
1.618 |
1,878.00 |
|
2.618 |
1,814.75 |
|
4.250 |
1,711.50 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.00 |
2,027.50 |
| PP |
2,011.00 |
2,021.50 |
| S1 |
2,010.00 |
2,015.25 |
|