| 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 |
2,009.00 |
2,010.75 |
1.75 |
0.1% |
2,051.25 |
| High |
2,017.00 |
2,013.25 |
-3.75 |
-0.2% |
2,075.00 |
| Low |
1,992.25 |
1,970.50 |
-21.75 |
-1.1% |
2,030.25 |
| Close |
2,011.75 |
1,986.00 |
-25.75 |
-1.3% |
2,035.50 |
| Range |
24.75 |
42.75 |
18.00 |
72.7% |
44.75 |
| ATR |
31.02 |
31.86 |
0.84 |
2.7% |
0.00 |
| Volume |
1,688,974 |
2,237,518 |
548,544 |
32.5% |
3,279,125 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.25 |
2,094.75 |
2,009.50 |
|
| R3 |
2,075.50 |
2,052.00 |
1,997.75 |
|
| R2 |
2,032.75 |
2,032.75 |
1,993.75 |
|
| R1 |
2,009.25 |
2,009.25 |
1,990.00 |
1,999.50 |
| PP |
1,990.00 |
1,990.00 |
1,990.00 |
1,985.00 |
| S1 |
1,966.50 |
1,966.50 |
1,982.00 |
1,957.00 |
| S2 |
1,947.25 |
1,947.25 |
1,978.25 |
|
| S3 |
1,904.50 |
1,923.75 |
1,974.25 |
|
| S4 |
1,861.75 |
1,881.00 |
1,962.50 |
|
|
| 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 |
1,970.50 |
104.50 |
5.3% |
36.00 |
1.8% |
15% |
False |
True |
1,578,606 |
| 10 |
2,075.00 |
1,970.50 |
104.50 |
5.3% |
29.25 |
1.5% |
15% |
False |
True |
1,189,625 |
| 20 |
2,075.00 |
1,970.50 |
104.50 |
5.3% |
33.25 |
1.7% |
15% |
False |
True |
1,396,243 |
| 40 |
2,097.75 |
1,970.50 |
127.25 |
6.4% |
30.25 |
1.5% |
12% |
False |
True |
705,998 |
| 60 |
2,102.75 |
1,970.50 |
132.25 |
6.7% |
27.25 |
1.4% |
12% |
False |
True |
472,293 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.6% |
29.50 |
1.5% |
53% |
False |
False |
355,375 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
14.3% |
33.00 |
1.7% |
59% |
False |
False |
284,429 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.7% |
30.75 |
1.6% |
57% |
False |
False |
237,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,195.00 |
|
2.618 |
2,125.25 |
|
1.618 |
2,082.50 |
|
1.000 |
2,056.00 |
|
0.618 |
2,039.75 |
|
HIGH |
2,013.25 |
|
0.618 |
1,997.00 |
|
0.500 |
1,992.00 |
|
0.382 |
1,986.75 |
|
LOW |
1,970.50 |
|
0.618 |
1,944.00 |
|
1.000 |
1,927.75 |
|
1.618 |
1,901.25 |
|
2.618 |
1,858.50 |
|
4.250 |
1,788.75 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,992.00 |
2,007.00 |
| PP |
1,990.00 |
2,000.00 |
| S1 |
1,988.00 |
1,993.00 |
|