| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,913.50 |
1,922.50 |
9.00 |
0.5% |
2,037.75 |
| High |
1,940.25 |
1,946.50 |
6.25 |
0.3% |
2,043.50 |
| Low |
1,899.00 |
1,878.00 |
-21.00 |
-1.1% |
1,910.00 |
| Close |
1,925.00 |
1,881.50 |
-43.50 |
-2.3% |
1,911.50 |
| Range |
41.25 |
68.50 |
27.25 |
66.1% |
133.50 |
| ATR |
36.00 |
38.32 |
2.32 |
6.4% |
0.00 |
| Volume |
2,428,110 |
2,899,958 |
471,848 |
19.4% |
11,806,740 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.50 |
2,063.00 |
1,919.25 |
|
| R3 |
2,039.00 |
1,994.50 |
1,900.25 |
|
| R2 |
1,970.50 |
1,970.50 |
1,894.00 |
|
| R1 |
1,926.00 |
1,926.00 |
1,887.75 |
1,914.00 |
| PP |
1,902.00 |
1,902.00 |
1,902.00 |
1,896.00 |
| S1 |
1,857.50 |
1,857.50 |
1,875.25 |
1,845.50 |
| S2 |
1,833.50 |
1,833.50 |
1,869.00 |
|
| S3 |
1,765.00 |
1,789.00 |
1,862.75 |
|
| S4 |
1,696.50 |
1,720.50 |
1,843.75 |
|
|
| 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 |
1,991.00 |
1,878.00 |
113.00 |
6.0% |
52.75 |
2.8% |
3% |
False |
True |
2,696,420 |
| 10 |
2,075.00 |
1,878.00 |
197.00 |
10.5% |
44.25 |
2.4% |
2% |
False |
True |
2,137,513 |
| 20 |
2,075.00 |
1,878.00 |
197.00 |
10.5% |
37.25 |
2.0% |
2% |
False |
True |
1,754,125 |
| 40 |
2,097.75 |
1,878.00 |
219.75 |
11.7% |
33.50 |
1.8% |
2% |
False |
True |
1,042,502 |
| 60 |
2,102.75 |
1,878.00 |
224.75 |
11.9% |
30.00 |
1.6% |
2% |
False |
True |
696,390 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
13.3% |
30.75 |
1.6% |
11% |
False |
False |
523,818 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
15.1% |
34.25 |
1.8% |
22% |
False |
False |
419,245 |
| 120 |
2,102.75 |
1,819.25 |
283.50 |
15.1% |
32.50 |
1.7% |
22% |
False |
False |
349,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,237.50 |
|
2.618 |
2,125.75 |
|
1.618 |
2,057.25 |
|
1.000 |
2,015.00 |
|
0.618 |
1,988.75 |
|
HIGH |
1,946.50 |
|
0.618 |
1,920.25 |
|
0.500 |
1,912.25 |
|
0.382 |
1,904.25 |
|
LOW |
1,878.00 |
|
0.618 |
1,835.75 |
|
1.000 |
1,809.50 |
|
1.618 |
1,767.25 |
|
2.618 |
1,698.75 |
|
4.250 |
1,587.00 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,912.25 |
1,912.25 |
| PP |
1,902.00 |
1,902.00 |
| S1 |
1,891.75 |
1,891.75 |
|