| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,936.50 |
1,909.25 |
-27.25 |
-1.4% |
2,037.75 |
| High |
1,964.75 |
1,929.00 |
-35.75 |
-1.8% |
2,043.50 |
| Low |
1,910.00 |
1,892.50 |
-17.50 |
-0.9% |
1,910.00 |
| Close |
1,911.50 |
1,914.25 |
2.75 |
0.1% |
1,911.50 |
| Range |
54.75 |
36.50 |
-18.25 |
-33.3% |
133.50 |
| ATR |
35.53 |
35.60 |
0.07 |
0.2% |
0.00 |
| Volume |
2,694,404 |
2,490,336 |
-204,068 |
-7.6% |
11,806,740 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,021.50 |
2,004.25 |
1,934.25 |
|
| R3 |
1,985.00 |
1,967.75 |
1,924.25 |
|
| R2 |
1,948.50 |
1,948.50 |
1,921.00 |
|
| R1 |
1,931.25 |
1,931.25 |
1,917.50 |
1,940.00 |
| PP |
1,912.00 |
1,912.00 |
1,912.00 |
1,916.25 |
| S1 |
1,894.75 |
1,894.75 |
1,911.00 |
1,903.50 |
| S2 |
1,875.50 |
1,875.50 |
1,907.50 |
|
| S3 |
1,839.00 |
1,858.25 |
1,904.25 |
|
| S4 |
1,802.50 |
1,821.75 |
1,894.25 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,355.50 |
2,267.00 |
1,985.00 |
|
| R3 |
2,222.00 |
2,133.50 |
1,948.25 |
|
| R2 |
2,088.50 |
2,088.50 |
1,936.00 |
|
| R1 |
2,000.00 |
2,000.00 |
1,923.75 |
1,977.50 |
| PP |
1,955.00 |
1,955.00 |
1,955.00 |
1,943.75 |
| S1 |
1,866.50 |
1,866.50 |
1,899.25 |
1,844.00 |
| S2 |
1,821.50 |
1,821.50 |
1,887.00 |
|
| S3 |
1,688.00 |
1,733.00 |
1,874.75 |
|
| S4 |
1,554.50 |
1,599.50 |
1,838.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,017.00 |
1,892.50 |
124.50 |
6.5% |
44.25 |
2.3% |
17% |
False |
True |
2,416,105 |
| 10 |
2,075.00 |
1,892.50 |
182.50 |
9.5% |
38.00 |
2.0% |
12% |
False |
True |
1,757,620 |
| 20 |
2,075.00 |
1,892.50 |
182.50 |
9.5% |
36.00 |
1.9% |
12% |
False |
True |
1,737,627 |
| 40 |
2,097.75 |
1,892.50 |
205.25 |
10.7% |
32.50 |
1.7% |
11% |
False |
True |
909,596 |
| 60 |
2,102.75 |
1,892.50 |
210.25 |
11.0% |
29.00 |
1.5% |
10% |
False |
True |
607,753 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
13.0% |
30.50 |
1.6% |
25% |
False |
False |
457,263 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
14.8% |
34.00 |
1.8% |
34% |
False |
False |
365,968 |
| 120 |
2,102.75 |
1,819.25 |
283.50 |
14.8% |
31.75 |
1.7% |
34% |
False |
False |
305,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,084.00 |
|
2.618 |
2,024.50 |
|
1.618 |
1,988.00 |
|
1.000 |
1,965.50 |
|
0.618 |
1,951.50 |
|
HIGH |
1,929.00 |
|
0.618 |
1,915.00 |
|
0.500 |
1,910.75 |
|
0.382 |
1,906.50 |
|
LOW |
1,892.50 |
|
0.618 |
1,870.00 |
|
1.000 |
1,856.00 |
|
1.618 |
1,833.50 |
|
2.618 |
1,797.00 |
|
4.250 |
1,737.50 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,913.00 |
1,941.75 |
| PP |
1,912.00 |
1,932.50 |
| S1 |
1,910.75 |
1,923.50 |
|