| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
10,107.0 |
9,840.0 |
-267.0 |
-2.6% |
10,519.5 |
| High |
10,165.5 |
9,943.5 |
-222.0 |
-2.2% |
10,523.5 |
| Low |
9,734.5 |
9,612.0 |
-122.5 |
-1.3% |
9,723.0 |
| Close |
9,949.5 |
9,817.5 |
-132.0 |
-1.3% |
9,859.5 |
| Range |
431.0 |
331.5 |
-99.5 |
-23.1% |
800.5 |
| ATR |
295.9 |
298.8 |
3.0 |
1.0% |
0.0 |
| Volume |
167,334 |
166,695 |
-639 |
-0.4% |
622,707 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,785.5 |
10,633.0 |
9,999.8 |
|
| R3 |
10,454.0 |
10,301.5 |
9,908.7 |
|
| R2 |
10,122.5 |
10,122.5 |
9,878.3 |
|
| R1 |
9,970.0 |
9,970.0 |
9,847.9 |
9,880.5 |
| PP |
9,791.0 |
9,791.0 |
9,791.0 |
9,746.3 |
| S1 |
9,638.5 |
9,638.5 |
9,787.1 |
9,549.0 |
| S2 |
9,459.5 |
9,459.5 |
9,756.7 |
|
| S3 |
9,128.0 |
9,307.0 |
9,726.3 |
|
| S4 |
8,796.5 |
8,975.5 |
9,635.2 |
|
|
| 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 |
9,612.0 |
553.5 |
5.6% |
361.4 |
3.7% |
37% |
False |
True |
141,737 |
| 10 |
10,886.0 |
9,612.0 |
1,274.0 |
13.0% |
292.9 |
3.0% |
16% |
False |
True |
133,148 |
| 20 |
10,886.0 |
9,612.0 |
1,274.0 |
13.0% |
267.5 |
2.7% |
16% |
False |
True |
101,080 |
| 40 |
11,439.0 |
9,612.0 |
1,827.0 |
18.6% |
245.3 |
2.5% |
11% |
False |
True |
53,424 |
| 60 |
11,439.0 |
9,612.0 |
1,827.0 |
18.6% |
223.1 |
2.3% |
11% |
False |
True |
36,075 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
21.5% |
219.1 |
2.2% |
23% |
False |
False |
27,203 |
| 100 |
11,439.0 |
9,329.5 |
2,109.5 |
21.5% |
210.2 |
2.1% |
23% |
False |
False |
21,777 |
| 120 |
11,674.5 |
9,329.5 |
2,345.0 |
23.9% |
196.1 |
2.0% |
21% |
False |
False |
18,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,352.4 |
|
2.618 |
10,811.4 |
|
1.618 |
10,479.9 |
|
1.000 |
10,275.0 |
|
0.618 |
10,148.4 |
|
HIGH |
9,943.5 |
|
0.618 |
9,816.9 |
|
0.500 |
9,777.8 |
|
0.382 |
9,738.6 |
|
LOW |
9,612.0 |
|
0.618 |
9,407.1 |
|
1.000 |
9,280.5 |
|
1.618 |
9,075.6 |
|
2.618 |
8,744.1 |
|
4.250 |
8,203.1 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,804.3 |
9,888.8 |
| PP |
9,791.0 |
9,865.0 |
| S1 |
9,777.8 |
9,841.3 |
|