| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,871.75 |
1,854.75 |
-17.00 |
-0.9% |
1,909.25 |
| High |
1,878.50 |
1,883.25 |
4.75 |
0.3% |
1,946.50 |
| Low |
1,804.25 |
1,836.25 |
32.00 |
1.8% |
1,849.25 |
| Close |
1,855.00 |
1,861.00 |
6.00 |
0.3% |
1,875.00 |
| Range |
74.25 |
47.00 |
-27.25 |
-36.7% |
97.25 |
| ATR |
44.77 |
44.93 |
0.16 |
0.4% |
0.00 |
| Volume |
3,929,776 |
2,729,407 |
-1,200,369 |
-30.5% |
14,306,186 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,001.25 |
1,978.00 |
1,886.75 |
|
| R3 |
1,954.25 |
1,931.00 |
1,874.00 |
|
| R2 |
1,907.25 |
1,907.25 |
1,869.50 |
|
| R1 |
1,884.00 |
1,884.00 |
1,865.25 |
1,895.50 |
| PP |
1,860.25 |
1,860.25 |
1,860.25 |
1,866.00 |
| S1 |
1,837.00 |
1,837.00 |
1,856.75 |
1,848.50 |
| S2 |
1,813.25 |
1,813.25 |
1,852.50 |
|
| S3 |
1,766.25 |
1,790.00 |
1,848.00 |
|
| S4 |
1,719.25 |
1,743.00 |
1,835.25 |
|
|
| 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 |
1,927.50 |
1,804.25 |
123.25 |
6.6% |
60.00 |
3.2% |
46% |
False |
False |
3,188,728 |
| 10 |
1,991.00 |
1,804.25 |
186.75 |
10.0% |
56.25 |
3.0% |
30% |
False |
False |
2,942,574 |
| 20 |
2,075.00 |
1,804.25 |
270.75 |
14.5% |
42.75 |
2.3% |
21% |
False |
False |
2,066,099 |
| 40 |
2,097.75 |
1,804.25 |
293.50 |
15.8% |
37.25 |
2.0% |
19% |
False |
False |
1,440,588 |
| 60 |
2,102.75 |
1,804.25 |
298.50 |
16.0% |
33.00 |
1.8% |
19% |
False |
False |
961,645 |
| 80 |
2,102.75 |
1,804.25 |
298.50 |
16.0% |
32.25 |
1.7% |
19% |
False |
False |
722,871 |
| 100 |
2,102.75 |
1,804.25 |
298.50 |
16.0% |
33.25 |
1.8% |
19% |
False |
False |
578,634 |
| 120 |
2,102.75 |
1,804.25 |
298.50 |
16.0% |
34.00 |
1.8% |
19% |
False |
False |
482,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.00 |
|
2.618 |
2,006.25 |
|
1.618 |
1,959.25 |
|
1.000 |
1,930.25 |
|
0.618 |
1,912.25 |
|
HIGH |
1,883.25 |
|
0.618 |
1,865.25 |
|
0.500 |
1,859.75 |
|
0.382 |
1,854.25 |
|
LOW |
1,836.25 |
|
0.618 |
1,807.25 |
|
1.000 |
1,789.25 |
|
1.618 |
1,760.25 |
|
2.618 |
1,713.25 |
|
4.250 |
1,636.50 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,860.50 |
1,859.25 |
| PP |
1,860.25 |
1,857.50 |
| S1 |
1,859.75 |
1,856.00 |
|