| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,010.75 |
1,987.75 |
-23.00 |
-1.1% |
2,051.25 |
| High |
2,013.25 |
1,991.00 |
-22.25 |
-1.1% |
2,075.00 |
| Low |
1,970.50 |
1,928.50 |
-42.00 |
-2.1% |
2,030.25 |
| Close |
1,986.00 |
1,933.00 |
-53.00 |
-2.7% |
2,035.50 |
| Range |
42.75 |
62.50 |
19.75 |
46.2% |
44.75 |
| ATR |
31.86 |
34.05 |
2.19 |
6.9% |
0.00 |
| Volume |
2,237,518 |
2,969,295 |
731,777 |
32.7% |
3,279,125 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.25 |
2,098.25 |
1,967.50 |
|
| R3 |
2,075.75 |
2,035.75 |
1,950.25 |
|
| R2 |
2,013.25 |
2,013.25 |
1,944.50 |
|
| R1 |
1,973.25 |
1,973.25 |
1,938.75 |
1,962.00 |
| PP |
1,950.75 |
1,950.75 |
1,950.75 |
1,945.25 |
| S1 |
1,910.75 |
1,910.75 |
1,927.25 |
1,899.50 |
| S2 |
1,888.25 |
1,888.25 |
1,921.50 |
|
| S3 |
1,825.75 |
1,848.25 |
1,915.75 |
|
| S4 |
1,763.25 |
1,785.75 |
1,898.50 |
|
|
| 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 |
2,057.75 |
1,928.50 |
129.25 |
6.7% |
44.25 |
2.3% |
3% |
False |
True |
2,028,345 |
| 10 |
2,075.00 |
1,928.50 |
146.50 |
7.6% |
32.50 |
1.7% |
3% |
False |
True |
1,372,064 |
| 20 |
2,075.00 |
1,928.50 |
146.50 |
7.6% |
35.00 |
1.8% |
3% |
False |
True |
1,536,628 |
| 40 |
2,097.75 |
1,928.50 |
169.25 |
8.8% |
31.00 |
1.6% |
3% |
False |
True |
780,106 |
| 60 |
2,102.75 |
1,928.50 |
174.25 |
9.0% |
28.25 |
1.5% |
3% |
False |
True |
521,650 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.9% |
30.00 |
1.6% |
32% |
False |
False |
392,487 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
14.7% |
33.50 |
1.7% |
40% |
False |
False |
314,122 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
15.1% |
31.25 |
1.6% |
39% |
False |
False |
261,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,256.50 |
|
2.618 |
2,154.50 |
|
1.618 |
2,092.00 |
|
1.000 |
2,053.50 |
|
0.618 |
2,029.50 |
|
HIGH |
1,991.00 |
|
0.618 |
1,967.00 |
|
0.500 |
1,959.75 |
|
0.382 |
1,952.50 |
|
LOW |
1,928.50 |
|
0.618 |
1,890.00 |
|
1.000 |
1,866.00 |
|
1.618 |
1,827.50 |
|
2.618 |
1,765.00 |
|
4.250 |
1,663.00 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,959.75 |
1,972.75 |
| PP |
1,950.75 |
1,959.50 |
| S1 |
1,942.00 |
1,946.25 |
|