| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
10,240.0 |
9,986.5 |
-253.5 |
-2.5% |
10,727.5 |
| High |
10,287.5 |
10,041.0 |
-246.5 |
-2.4% |
10,886.0 |
| Low |
10,093.5 |
9,810.5 |
-283.0 |
-2.8% |
10,628.5 |
| Close |
10,219.0 |
9,973.5 |
-245.5 |
-2.4% |
10,772.0 |
| Range |
194.0 |
230.5 |
36.5 |
18.8% |
257.5 |
| ATR |
259.7 |
270.4 |
10.6 |
4.1% |
0.0 |
| Volume |
150,873 |
131,236 |
-19,637 |
-13.0% |
217,322 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,633.2 |
10,533.8 |
10,100.3 |
|
| R3 |
10,402.7 |
10,303.3 |
10,036.9 |
|
| R2 |
10,172.2 |
10,172.2 |
10,015.8 |
|
| R1 |
10,072.8 |
10,072.8 |
9,994.6 |
10,007.3 |
| PP |
9,941.7 |
9,941.7 |
9,941.7 |
9,908.9 |
| S1 |
9,842.3 |
9,842.3 |
9,952.4 |
9,776.8 |
| S2 |
9,711.2 |
9,711.2 |
9,931.2 |
|
| S3 |
9,480.7 |
9,611.8 |
9,910.1 |
|
| S4 |
9,250.2 |
9,381.3 |
9,846.7 |
|
|
| 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 |
9,810.5 |
1,075.5 |
10.8% |
224.4 |
2.2% |
15% |
False |
True |
124,559 |
| 10 |
10,886.0 |
9,810.5 |
1,075.5 |
10.8% |
218.9 |
2.2% |
15% |
False |
True |
91,604 |
| 20 |
10,999.0 |
9,810.5 |
1,188.5 |
11.9% |
237.9 |
2.4% |
14% |
False |
True |
69,939 |
| 40 |
11,439.0 |
9,810.5 |
1,628.5 |
16.3% |
222.6 |
2.2% |
10% |
False |
True |
35,822 |
| 60 |
11,439.0 |
9,810.5 |
1,628.5 |
16.3% |
204.4 |
2.0% |
10% |
False |
True |
24,361 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
21.2% |
208.0 |
2.1% |
31% |
False |
False |
18,353 |
| 100 |
11,439.0 |
9,329.5 |
2,109.5 |
21.2% |
202.7 |
2.0% |
31% |
False |
False |
14,691 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
24.9% |
184.3 |
1.8% |
26% |
False |
False |
12,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,020.6 |
|
2.618 |
10,644.4 |
|
1.618 |
10,413.9 |
|
1.000 |
10,271.5 |
|
0.618 |
10,183.4 |
|
HIGH |
10,041.0 |
|
0.618 |
9,952.9 |
|
0.500 |
9,925.8 |
|
0.382 |
9,898.6 |
|
LOW |
9,810.5 |
|
0.618 |
9,668.1 |
|
1.000 |
9,580.0 |
|
1.618 |
9,437.6 |
|
2.618 |
9,207.1 |
|
4.250 |
8,830.9 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,957.6 |
10,107.0 |
| PP |
9,941.7 |
10,062.5 |
| S1 |
9,925.8 |
10,018.0 |
|