| 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 |
2,037.75 |
2,009.00 |
-28.75 |
-1.4% |
2,051.25 |
| High |
2,043.50 |
2,017.00 |
-26.50 |
-1.3% |
2,075.00 |
| Low |
1,980.25 |
1,992.25 |
12.00 |
0.6% |
2,030.25 |
| Close |
2,009.00 |
2,011.75 |
2.75 |
0.1% |
2,035.50 |
| Range |
63.25 |
24.75 |
-38.50 |
-60.9% |
44.75 |
| ATR |
31.50 |
31.02 |
-0.48 |
-1.5% |
0.00 |
| Volume |
2,216,549 |
1,688,974 |
-527,575 |
-23.8% |
3,279,125 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.25 |
2,071.25 |
2,025.25 |
|
| R3 |
2,056.50 |
2,046.50 |
2,018.50 |
|
| R2 |
2,031.75 |
2,031.75 |
2,016.25 |
|
| R1 |
2,021.75 |
2,021.75 |
2,014.00 |
2,026.75 |
| PP |
2,007.00 |
2,007.00 |
2,007.00 |
2,009.50 |
| S1 |
1,997.00 |
1,997.00 |
2,009.50 |
2,002.00 |
| S2 |
1,982.25 |
1,982.25 |
2,007.25 |
|
| S3 |
1,957.50 |
1,972.25 |
2,005.00 |
|
| S4 |
1,932.75 |
1,947.50 |
1,998.25 |
|
|
| 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% |
32.75 |
1.6% |
33% |
False |
False |
1,297,640 |
| 10 |
2,075.00 |
1,980.25 |
94.75 |
4.7% |
27.50 |
1.4% |
33% |
False |
False |
1,093,399 |
| 20 |
2,088.75 |
1,980.25 |
108.50 |
5.4% |
32.75 |
1.6% |
29% |
False |
False |
1,287,522 |
| 40 |
2,097.75 |
1,980.25 |
117.50 |
5.8% |
29.75 |
1.5% |
27% |
False |
False |
650,194 |
| 60 |
2,102.75 |
1,974.75 |
128.00 |
6.4% |
26.75 |
1.3% |
29% |
False |
False |
435,073 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.4% |
29.25 |
1.5% |
64% |
False |
False |
327,411 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
14.1% |
32.75 |
1.6% |
68% |
False |
False |
262,055 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.5% |
30.50 |
1.5% |
66% |
False |
False |
218,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,122.25 |
|
2.618 |
2,081.75 |
|
1.618 |
2,057.00 |
|
1.000 |
2,041.75 |
|
0.618 |
2,032.25 |
|
HIGH |
2,017.00 |
|
0.618 |
2,007.50 |
|
0.500 |
2,004.50 |
|
0.382 |
2,001.75 |
|
LOW |
1,992.25 |
|
0.618 |
1,977.00 |
|
1.000 |
1,967.50 |
|
1.618 |
1,952.25 |
|
2.618 |
1,927.50 |
|
4.250 |
1,887.00 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,009.50 |
2,019.00 |
| PP |
2,007.00 |
2,016.50 |
| S1 |
2,004.50 |
2,014.25 |
|