| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9,973.5 |
9,696.5 |
-277.0 |
-2.8% |
10,519.5 |
| High |
10,125.5 |
9,980.5 |
-145.0 |
-1.4% |
10,523.5 |
| Low |
9,723.0 |
9,657.0 |
-66.0 |
-0.7% |
9,723.0 |
| Close |
9,859.5 |
9,857.0 |
-2.5 |
0.0% |
9,859.5 |
| Range |
402.5 |
323.5 |
-79.0 |
-19.6% |
800.5 |
| ATR |
279.8 |
282.9 |
3.1 |
1.1% |
0.0 |
| Volume |
126,093 |
117,713 |
-8,380 |
-6.6% |
622,707 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,802.0 |
10,653.0 |
10,034.9 |
|
| R3 |
10,478.5 |
10,329.5 |
9,946.0 |
|
| R2 |
10,155.0 |
10,155.0 |
9,916.3 |
|
| R1 |
10,006.0 |
10,006.0 |
9,886.7 |
10,080.5 |
| PP |
9,831.5 |
9,831.5 |
9,831.5 |
9,868.8 |
| S1 |
9,682.5 |
9,682.5 |
9,827.3 |
9,757.0 |
| S2 |
9,508.0 |
9,508.0 |
9,797.7 |
|
| S3 |
9,184.5 |
9,359.0 |
9,768.0 |
|
| S4 |
8,861.0 |
9,035.5 |
9,679.1 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,436.8 |
11,948.7 |
10,299.8 |
|
| R3 |
11,636.3 |
11,148.2 |
10,079.6 |
|
| R2 |
10,835.8 |
10,835.8 |
10,006.3 |
|
| R1 |
10,347.7 |
10,347.7 |
9,932.9 |
10,191.5 |
| PP |
10,035.3 |
10,035.3 |
10,035.3 |
9,957.3 |
| S1 |
9,547.2 |
9,547.2 |
9,786.1 |
9,391.0 |
| S2 |
9,234.8 |
9,234.8 |
9,712.7 |
|
| S3 |
8,434.3 |
8,746.7 |
9,639.4 |
|
| S4 |
7,633.8 |
7,946.2 |
9,419.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,403.5 |
9,657.0 |
746.5 |
7.6% |
276.4 |
2.8% |
27% |
False |
True |
127,537 |
| 10 |
10,886.0 |
9,657.0 |
1,229.0 |
12.5% |
234.9 |
2.4% |
16% |
False |
True |
100,076 |
| 20 |
10,886.0 |
9,657.0 |
1,229.0 |
12.5% |
250.9 |
2.5% |
16% |
False |
True |
81,671 |
| 40 |
11,439.0 |
9,657.0 |
1,782.0 |
18.1% |
232.0 |
2.4% |
11% |
False |
True |
41,866 |
| 60 |
11,439.0 |
9,657.0 |
1,782.0 |
18.1% |
211.9 |
2.1% |
11% |
False |
True |
28,405 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
21.4% |
213.8 |
2.2% |
25% |
False |
False |
21,400 |
| 100 |
11,439.0 |
9,329.5 |
2,109.5 |
21.4% |
207.5 |
2.1% |
25% |
False |
False |
17,129 |
| 120 |
11,674.5 |
9,329.5 |
2,345.0 |
23.8% |
189.9 |
1.9% |
22% |
False |
False |
14,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,355.4 |
|
2.618 |
10,827.4 |
|
1.618 |
10,503.9 |
|
1.000 |
10,304.0 |
|
0.618 |
10,180.4 |
|
HIGH |
9,980.5 |
|
0.618 |
9,856.9 |
|
0.500 |
9,818.8 |
|
0.382 |
9,780.6 |
|
LOW |
9,657.0 |
|
0.618 |
9,457.1 |
|
1.000 |
9,333.5 |
|
1.618 |
9,133.6 |
|
2.618 |
8,810.1 |
|
4.250 |
8,282.1 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,844.3 |
9,891.3 |
| PP |
9,831.5 |
9,879.8 |
| S1 |
9,818.8 |
9,868.4 |
|