| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
10,389.0 |
10,240.0 |
-149.0 |
-1.4% |
10,727.5 |
| High |
10,403.5 |
10,287.5 |
-116.0 |
-1.1% |
10,886.0 |
| Low |
10,172.0 |
10,093.5 |
-78.5 |
-0.8% |
10,628.5 |
| Close |
10,285.5 |
10,219.0 |
-66.5 |
-0.6% |
10,772.0 |
| Range |
231.5 |
194.0 |
-37.5 |
-16.2% |
257.5 |
| ATR |
264.8 |
259.7 |
-5.1 |
-1.9% |
0.0 |
| Volume |
111,774 |
150,873 |
39,099 |
35.0% |
217,322 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,782.0 |
10,694.5 |
10,325.7 |
|
| R3 |
10,588.0 |
10,500.5 |
10,272.4 |
|
| R2 |
10,394.0 |
10,394.0 |
10,254.6 |
|
| R1 |
10,306.5 |
10,306.5 |
10,236.8 |
10,253.3 |
| PP |
10,200.0 |
10,200.0 |
10,200.0 |
10,173.4 |
| S1 |
10,112.5 |
10,112.5 |
10,201.2 |
10,059.3 |
| S2 |
10,006.0 |
10,006.0 |
10,183.4 |
|
| S3 |
9,812.0 |
9,918.5 |
10,165.7 |
|
| S4 |
9,618.0 |
9,724.5 |
10,112.3 |
|
|
| 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 |
10,093.5 |
792.5 |
7.8% |
208.9 |
2.0% |
16% |
False |
True |
106,437 |
| 10 |
10,886.0 |
10,093.5 |
792.5 |
7.8% |
218.2 |
2.1% |
16% |
False |
True |
87,732 |
| 20 |
10,999.0 |
10,093.5 |
905.5 |
8.9% |
238.7 |
2.3% |
14% |
False |
True |
63,519 |
| 40 |
11,439.0 |
10,093.5 |
1,345.5 |
13.2% |
222.1 |
2.2% |
9% |
False |
True |
32,569 |
| 60 |
11,439.0 |
9,898.5 |
1,540.5 |
15.1% |
202.1 |
2.0% |
21% |
False |
False |
22,176 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
20.6% |
206.4 |
2.0% |
42% |
False |
False |
16,714 |
| 100 |
11,439.0 |
9,329.5 |
2,109.5 |
20.6% |
201.7 |
2.0% |
42% |
False |
False |
13,379 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
24.3% |
182.6 |
1.8% |
36% |
False |
False |
11,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,112.0 |
|
2.618 |
10,795.4 |
|
1.618 |
10,601.4 |
|
1.000 |
10,481.5 |
|
0.618 |
10,407.4 |
|
HIGH |
10,287.5 |
|
0.618 |
10,213.4 |
|
0.500 |
10,190.5 |
|
0.382 |
10,167.6 |
|
LOW |
10,093.5 |
|
0.618 |
9,973.6 |
|
1.000 |
9,899.5 |
|
1.618 |
9,779.6 |
|
2.618 |
9,585.6 |
|
4.250 |
9,269.0 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,209.5 |
10,308.5 |
| PP |
10,200.0 |
10,278.7 |
| S1 |
10,190.5 |
10,248.8 |
|