| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9,811.5 |
10,107.0 |
295.5 |
3.0% |
10,519.5 |
| High |
10,094.5 |
10,165.5 |
71.0 |
0.7% |
10,523.5 |
| Low |
9,776.0 |
9,734.5 |
-41.5 |
-0.4% |
9,723.0 |
| Close |
9,994.5 |
9,949.5 |
-45.0 |
-0.5% |
9,859.5 |
| Range |
318.5 |
431.0 |
112.5 |
35.3% |
800.5 |
| ATR |
285.5 |
295.9 |
10.4 |
3.6% |
0.0 |
| Volume |
130,851 |
167,334 |
36,483 |
27.9% |
622,707 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,242.8 |
11,027.2 |
10,186.6 |
|
| R3 |
10,811.8 |
10,596.2 |
10,068.0 |
|
| R2 |
10,380.8 |
10,380.8 |
10,028.5 |
|
| R1 |
10,165.2 |
10,165.2 |
9,989.0 |
10,057.5 |
| PP |
9,949.8 |
9,949.8 |
9,949.8 |
9,896.0 |
| S1 |
9,734.2 |
9,734.2 |
9,910.0 |
9,626.5 |
| S2 |
9,518.8 |
9,518.8 |
9,870.5 |
|
| S3 |
9,087.8 |
9,303.2 |
9,831.0 |
|
| S4 |
8,656.8 |
8,872.2 |
9,712.5 |
|
|
| 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 |
10,165.5 |
9,657.0 |
508.5 |
5.1% |
341.2 |
3.4% |
58% |
True |
False |
134,645 |
| 10 |
10,886.0 |
9,657.0 |
1,229.0 |
12.4% |
275.1 |
2.8% |
24% |
False |
False |
120,541 |
| 20 |
10,886.0 |
9,657.0 |
1,229.0 |
12.4% |
267.5 |
2.7% |
24% |
False |
False |
95,064 |
| 40 |
11,439.0 |
9,657.0 |
1,782.0 |
17.9% |
241.3 |
2.4% |
16% |
False |
False |
49,283 |
| 60 |
11,439.0 |
9,657.0 |
1,782.0 |
17.9% |
219.1 |
2.2% |
16% |
False |
False |
33,335 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
21.2% |
219.4 |
2.2% |
29% |
False |
False |
25,121 |
| 100 |
11,439.0 |
9,329.5 |
2,109.5 |
21.2% |
210.4 |
2.1% |
29% |
False |
False |
20,111 |
| 120 |
11,674.5 |
9,329.5 |
2,345.0 |
23.6% |
194.7 |
2.0% |
26% |
False |
False |
16,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,997.3 |
|
2.618 |
11,293.9 |
|
1.618 |
10,862.9 |
|
1.000 |
10,596.5 |
|
0.618 |
10,431.9 |
|
HIGH |
10,165.5 |
|
0.618 |
10,000.9 |
|
0.500 |
9,950.0 |
|
0.382 |
9,899.1 |
|
LOW |
9,734.5 |
|
0.618 |
9,468.1 |
|
1.000 |
9,303.5 |
|
1.618 |
9,037.1 |
|
2.618 |
8,606.1 |
|
4.250 |
7,902.8 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,950.0 |
9,936.8 |
| PP |
9,949.8 |
9,924.0 |
| S1 |
9,949.7 |
9,911.3 |
|