| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,913.50 |
1,869.75 |
-43.75 |
-2.3% |
1,909.25 |
| High |
1,919.75 |
1,907.50 |
-12.25 |
-0.6% |
1,946.50 |
| Low |
1,849.25 |
1,856.25 |
7.00 |
0.4% |
1,849.25 |
| Close |
1,875.00 |
1,873.00 |
-2.00 |
-0.1% |
1,875.00 |
| Range |
70.50 |
51.25 |
-19.25 |
-27.3% |
97.25 |
| ATR |
41.83 |
42.50 |
0.67 |
1.6% |
0.00 |
| Volume |
3,441,956 |
2,796,679 |
-645,277 |
-18.7% |
14,306,186 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,032.75 |
2,004.00 |
1,901.25 |
|
| R3 |
1,981.50 |
1,952.75 |
1,887.00 |
|
| R2 |
1,930.25 |
1,930.25 |
1,882.50 |
|
| R1 |
1,901.50 |
1,901.50 |
1,877.75 |
1,916.00 |
| PP |
1,879.00 |
1,879.00 |
1,879.00 |
1,886.00 |
| S1 |
1,850.25 |
1,850.25 |
1,868.25 |
1,864.50 |
| S2 |
1,827.75 |
1,827.75 |
1,863.50 |
|
| S3 |
1,776.50 |
1,799.00 |
1,859.00 |
|
| S4 |
1,725.25 |
1,747.75 |
1,844.75 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.00 |
2,125.75 |
1,928.50 |
|
| R3 |
2,084.75 |
2,028.50 |
1,901.75 |
|
| R2 |
1,987.50 |
1,987.50 |
1,892.75 |
|
| R1 |
1,931.25 |
1,931.25 |
1,884.00 |
1,910.75 |
| PP |
1,890.25 |
1,890.25 |
1,890.25 |
1,880.00 |
| S1 |
1,834.00 |
1,834.00 |
1,866.00 |
1,813.50 |
| S2 |
1,793.00 |
1,793.00 |
1,857.25 |
|
| S3 |
1,695.75 |
1,736.75 |
1,848.25 |
|
| S4 |
1,598.50 |
1,639.50 |
1,821.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,946.50 |
1,849.25 |
97.25 |
5.2% |
57.50 |
3.1% |
24% |
False |
False |
2,922,505 |
| 10 |
2,017.00 |
1,849.25 |
167.75 |
9.0% |
51.00 |
2.7% |
14% |
False |
False |
2,669,305 |
| 20 |
2,075.00 |
1,849.25 |
225.75 |
12.1% |
40.00 |
2.1% |
11% |
False |
False |
1,902,849 |
| 40 |
2,097.75 |
1,849.25 |
248.50 |
13.3% |
35.00 |
1.9% |
10% |
False |
False |
1,274,287 |
| 60 |
2,102.75 |
1,849.25 |
253.50 |
13.5% |
32.00 |
1.7% |
9% |
False |
False |
850,805 |
| 80 |
2,102.75 |
1,849.25 |
253.50 |
13.5% |
31.75 |
1.7% |
9% |
False |
False |
639,748 |
| 100 |
2,102.75 |
1,836.50 |
266.25 |
14.2% |
33.25 |
1.8% |
14% |
False |
False |
512,058 |
| 120 |
2,102.75 |
1,819.25 |
283.50 |
15.1% |
33.25 |
1.8% |
19% |
False |
False |
426,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,125.25 |
|
2.618 |
2,041.75 |
|
1.618 |
1,990.50 |
|
1.000 |
1,958.75 |
|
0.618 |
1,939.25 |
|
HIGH |
1,907.50 |
|
0.618 |
1,888.00 |
|
0.500 |
1,882.00 |
|
0.382 |
1,875.75 |
|
LOW |
1,856.25 |
|
0.618 |
1,824.50 |
|
1.000 |
1,805.00 |
|
1.618 |
1,773.25 |
|
2.618 |
1,722.00 |
|
4.250 |
1,638.50 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,882.00 |
1,888.50 |
| PP |
1,879.00 |
1,883.25 |
| S1 |
1,876.00 |
1,878.00 |
|