| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9,696.5 |
9,811.5 |
115.0 |
1.2% |
10,519.5 |
| High |
9,980.5 |
10,094.5 |
114.0 |
1.1% |
10,523.5 |
| Low |
9,657.0 |
9,776.0 |
119.0 |
1.2% |
9,723.0 |
| Close |
9,857.0 |
9,994.5 |
137.5 |
1.4% |
9,859.5 |
| Range |
323.5 |
318.5 |
-5.0 |
-1.5% |
800.5 |
| ATR |
282.9 |
285.5 |
2.5 |
0.9% |
0.0 |
| Volume |
117,713 |
130,851 |
13,138 |
11.2% |
622,707 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,910.5 |
10,771.0 |
10,169.7 |
|
| R3 |
10,592.0 |
10,452.5 |
10,082.1 |
|
| R2 |
10,273.5 |
10,273.5 |
10,052.9 |
|
| R1 |
10,134.0 |
10,134.0 |
10,023.7 |
10,203.8 |
| PP |
9,955.0 |
9,955.0 |
9,955.0 |
9,989.9 |
| S1 |
9,815.5 |
9,815.5 |
9,965.3 |
9,885.3 |
| S2 |
9,636.5 |
9,636.5 |
9,936.1 |
|
| S3 |
9,318.0 |
9,497.0 |
9,906.9 |
|
| S4 |
8,999.5 |
9,178.5 |
9,819.3 |
|
|
| 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 |
10,287.5 |
9,657.0 |
630.5 |
6.3% |
293.8 |
2.9% |
54% |
False |
False |
131,353 |
| 10 |
10,886.0 |
9,657.0 |
1,229.0 |
12.3% |
246.6 |
2.5% |
27% |
False |
False |
108,859 |
| 20 |
10,886.0 |
9,657.0 |
1,229.0 |
12.3% |
253.5 |
2.5% |
27% |
False |
False |
87,715 |
| 40 |
11,439.0 |
9,657.0 |
1,782.0 |
17.8% |
236.1 |
2.4% |
19% |
False |
False |
45,126 |
| 60 |
11,439.0 |
9,657.0 |
1,782.0 |
17.8% |
214.8 |
2.1% |
19% |
False |
False |
30,567 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
21.1% |
215.8 |
2.2% |
32% |
False |
False |
23,031 |
| 100 |
11,439.0 |
9,329.5 |
2,109.5 |
21.1% |
209.3 |
2.1% |
32% |
False |
False |
18,437 |
| 120 |
11,674.5 |
9,329.5 |
2,345.0 |
23.5% |
192.3 |
1.9% |
28% |
False |
False |
15,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,448.1 |
|
2.618 |
10,928.3 |
|
1.618 |
10,609.8 |
|
1.000 |
10,413.0 |
|
0.618 |
10,291.3 |
|
HIGH |
10,094.5 |
|
0.618 |
9,972.8 |
|
0.500 |
9,935.3 |
|
0.382 |
9,897.7 |
|
LOW |
9,776.0 |
|
0.618 |
9,579.2 |
|
1.000 |
9,457.5 |
|
1.618 |
9,260.7 |
|
2.618 |
8,942.2 |
|
4.250 |
8,422.4 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,974.8 |
9,960.1 |
| PP |
9,955.0 |
9,925.7 |
| S1 |
9,935.3 |
9,891.3 |
|