| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,922.50 |
1,883.75 |
-38.75 |
-2.0% |
2,037.75 |
| High |
1,946.50 |
1,927.50 |
-19.00 |
-1.0% |
2,043.50 |
| Low |
1,878.00 |
1,871.00 |
-7.00 |
-0.4% |
1,910.00 |
| Close |
1,881.50 |
1,914.50 |
33.00 |
1.8% |
1,911.50 |
| Range |
68.50 |
56.50 |
-12.00 |
-17.5% |
133.50 |
| ATR |
38.32 |
39.62 |
1.30 |
3.4% |
0.00 |
| Volume |
2,899,958 |
3,045,826 |
145,868 |
5.0% |
11,806,740 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.75 |
2,050.75 |
1,945.50 |
|
| R3 |
2,017.25 |
1,994.25 |
1,930.00 |
|
| R2 |
1,960.75 |
1,960.75 |
1,924.75 |
|
| R1 |
1,937.75 |
1,937.75 |
1,919.75 |
1,949.25 |
| PP |
1,904.25 |
1,904.25 |
1,904.25 |
1,910.00 |
| S1 |
1,881.25 |
1,881.25 |
1,909.25 |
1,892.75 |
| S2 |
1,847.75 |
1,847.75 |
1,904.25 |
|
| S3 |
1,791.25 |
1,824.75 |
1,899.00 |
|
| S4 |
1,734.75 |
1,768.25 |
1,883.50 |
|
|
| 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 |
1,964.75 |
1,871.00 |
93.75 |
4.9% |
51.50 |
2.7% |
46% |
False |
True |
2,711,726 |
| 10 |
2,057.75 |
1,871.00 |
186.75 |
9.8% |
47.75 |
2.5% |
23% |
False |
True |
2,370,036 |
| 20 |
2,075.00 |
1,871.00 |
204.00 |
10.7% |
38.25 |
2.0% |
21% |
False |
True |
1,798,437 |
| 40 |
2,097.75 |
1,871.00 |
226.75 |
11.8% |
33.50 |
1.8% |
19% |
False |
True |
1,118,526 |
| 60 |
2,102.75 |
1,871.00 |
231.75 |
12.1% |
30.75 |
1.6% |
19% |
False |
True |
747,033 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
13.0% |
31.00 |
1.6% |
25% |
False |
False |
561,842 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
14.8% |
34.25 |
1.8% |
34% |
False |
False |
449,697 |
| 120 |
2,102.75 |
1,819.25 |
283.50 |
14.8% |
32.75 |
1.7% |
34% |
False |
False |
374,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,167.50 |
|
2.618 |
2,075.50 |
|
1.618 |
2,019.00 |
|
1.000 |
1,984.00 |
|
0.618 |
1,962.50 |
|
HIGH |
1,927.50 |
|
0.618 |
1,906.00 |
|
0.500 |
1,899.25 |
|
0.382 |
1,892.50 |
|
LOW |
1,871.00 |
|
0.618 |
1,836.00 |
|
1.000 |
1,814.50 |
|
1.618 |
1,779.50 |
|
2.618 |
1,723.00 |
|
4.250 |
1,631.00 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,909.50 |
1,912.50 |
| PP |
1,904.25 |
1,910.75 |
| S1 |
1,899.25 |
1,908.75 |
|