| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
10,519.5 |
10,389.0 |
-130.5 |
-1.2% |
10,727.5 |
| High |
10,523.5 |
10,403.5 |
-120.0 |
-1.1% |
10,886.0 |
| Low |
10,250.0 |
10,172.0 |
-78.0 |
-0.8% |
10,628.5 |
| Close |
10,264.0 |
10,285.5 |
21.5 |
0.2% |
10,772.0 |
| Range |
273.5 |
231.5 |
-42.0 |
-15.4% |
257.5 |
| ATR |
267.4 |
264.8 |
-2.6 |
-1.0% |
0.0 |
| Volume |
102,731 |
111,774 |
9,043 |
8.8% |
217,322 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,981.5 |
10,865.0 |
10,412.8 |
|
| R3 |
10,750.0 |
10,633.5 |
10,349.2 |
|
| R2 |
10,518.5 |
10,518.5 |
10,327.9 |
|
| R1 |
10,402.0 |
10,402.0 |
10,306.7 |
10,344.5 |
| PP |
10,287.0 |
10,287.0 |
10,287.0 |
10,258.3 |
| S1 |
10,170.5 |
10,170.5 |
10,264.3 |
10,113.0 |
| S2 |
10,055.5 |
10,055.5 |
10,243.1 |
|
| S3 |
9,824.0 |
9,939.0 |
10,221.8 |
|
| S4 |
9,592.5 |
9,707.5 |
10,158.2 |
|
|
| 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 |
10,172.0 |
714.0 |
6.9% |
199.3 |
1.9% |
16% |
False |
True |
86,365 |
| 10 |
10,886.0 |
10,172.0 |
714.0 |
6.9% |
229.7 |
2.2% |
16% |
False |
True |
82,565 |
| 20 |
11,329.0 |
10,122.0 |
1,207.0 |
11.7% |
262.7 |
2.6% |
14% |
False |
False |
56,084 |
| 40 |
11,439.0 |
10,122.0 |
1,317.0 |
12.8% |
221.5 |
2.2% |
12% |
False |
False |
28,916 |
| 60 |
11,439.0 |
9,898.5 |
1,540.5 |
15.0% |
202.0 |
2.0% |
25% |
False |
False |
19,664 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
20.5% |
205.7 |
2.0% |
45% |
False |
False |
14,829 |
| 100 |
11,439.0 |
9,329.5 |
2,109.5 |
20.5% |
200.9 |
2.0% |
45% |
False |
False |
11,871 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
24.1% |
181.7 |
1.8% |
39% |
False |
False |
9,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,387.4 |
|
2.618 |
11,009.6 |
|
1.618 |
10,778.1 |
|
1.000 |
10,635.0 |
|
0.618 |
10,546.6 |
|
HIGH |
10,403.5 |
|
0.618 |
10,315.1 |
|
0.500 |
10,287.8 |
|
0.382 |
10,260.4 |
|
LOW |
10,172.0 |
|
0.618 |
10,028.9 |
|
1.000 |
9,940.5 |
|
1.618 |
9,797.4 |
|
2.618 |
9,565.9 |
|
4.250 |
9,188.1 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,287.8 |
10,529.0 |
| PP |
10,287.0 |
10,447.8 |
| S1 |
10,286.3 |
10,366.7 |
|