| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
10,884.0 |
10,519.5 |
-364.5 |
-3.3% |
10,727.5 |
| High |
10,886.0 |
10,523.5 |
-362.5 |
-3.3% |
10,886.0 |
| Low |
10,693.5 |
10,250.0 |
-443.5 |
-4.1% |
10,628.5 |
| Close |
10,772.0 |
10,264.0 |
-508.0 |
-4.7% |
10,772.0 |
| Range |
192.5 |
273.5 |
81.0 |
42.1% |
257.5 |
| ATR |
247.8 |
267.4 |
19.6 |
7.9% |
0.0 |
| Volume |
126,181 |
102,731 |
-23,450 |
-18.6% |
217,322 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,166.3 |
10,988.7 |
10,414.4 |
|
| R3 |
10,892.8 |
10,715.2 |
10,339.2 |
|
| R2 |
10,619.3 |
10,619.3 |
10,314.1 |
|
| R1 |
10,441.7 |
10,441.7 |
10,289.1 |
10,393.8 |
| PP |
10,345.8 |
10,345.8 |
10,345.8 |
10,321.9 |
| S1 |
10,168.2 |
10,168.2 |
10,238.9 |
10,120.3 |
| S2 |
10,072.3 |
10,072.3 |
10,213.9 |
|
| S3 |
9,798.8 |
9,894.7 |
10,188.8 |
|
| S4 |
9,525.3 |
9,621.2 |
10,113.6 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,534.7 |
11,410.8 |
10,913.6 |
|
| R3 |
11,277.2 |
11,153.3 |
10,842.8 |
|
| R2 |
11,019.7 |
11,019.7 |
10,819.2 |
|
| R1 |
10,895.8 |
10,895.8 |
10,795.6 |
10,957.8 |
| PP |
10,762.2 |
10,762.2 |
10,762.2 |
10,793.1 |
| S1 |
10,638.3 |
10,638.3 |
10,748.4 |
10,700.3 |
| S2 |
10,504.7 |
10,504.7 |
10,724.8 |
|
| S3 |
10,247.2 |
10,380.8 |
10,701.2 |
|
| S4 |
9,989.7 |
10,123.3 |
10,630.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,886.0 |
10,250.0 |
636.0 |
6.2% |
193.4 |
1.9% |
2% |
False |
True |
72,614 |
| 10 |
10,886.0 |
10,250.0 |
636.0 |
6.2% |
229.3 |
2.2% |
2% |
False |
True |
77,955 |
| 20 |
11,336.0 |
10,122.0 |
1,214.0 |
11.8% |
263.4 |
2.6% |
12% |
False |
False |
50,765 |
| 40 |
11,439.0 |
10,122.0 |
1,317.0 |
12.8% |
220.0 |
2.1% |
11% |
False |
False |
26,156 |
| 60 |
11,439.0 |
9,898.5 |
1,540.5 |
15.0% |
201.3 |
2.0% |
24% |
False |
False |
17,808 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
20.6% |
206.5 |
2.0% |
44% |
False |
False |
13,433 |
| 100 |
11,439.0 |
9,329.5 |
2,109.5 |
20.6% |
199.6 |
1.9% |
44% |
False |
False |
10,754 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
24.2% |
180.1 |
1.8% |
38% |
False |
False |
8,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,685.9 |
|
2.618 |
11,239.5 |
|
1.618 |
10,966.0 |
|
1.000 |
10,797.0 |
|
0.618 |
10,692.5 |
|
HIGH |
10,523.5 |
|
0.618 |
10,419.0 |
|
0.500 |
10,386.8 |
|
0.382 |
10,354.5 |
|
LOW |
10,250.0 |
|
0.618 |
10,081.0 |
|
1.000 |
9,976.5 |
|
1.618 |
9,807.5 |
|
2.618 |
9,534.0 |
|
4.250 |
9,087.6 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,386.8 |
10,568.0 |
| PP |
10,345.8 |
10,466.7 |
| S1 |
10,304.9 |
10,365.3 |
|