| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9,840.0 |
9,786.0 |
-54.0 |
-0.5% |
9,696.5 |
| High |
9,943.5 |
9,834.0 |
-109.5 |
-1.1% |
10,165.5 |
| Low |
9,612.0 |
9,410.0 |
-202.0 |
-2.1% |
9,410.0 |
| Close |
9,817.5 |
9,509.5 |
-308.0 |
-3.1% |
9,509.5 |
| Range |
331.5 |
424.0 |
92.5 |
27.9% |
755.5 |
| ATR |
298.8 |
307.8 |
8.9 |
3.0% |
0.0 |
| Volume |
166,695 |
93,251 |
-73,444 |
-44.1% |
675,844 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,856.5 |
10,607.0 |
9,742.7 |
|
| R3 |
10,432.5 |
10,183.0 |
9,626.1 |
|
| R2 |
10,008.5 |
10,008.5 |
9,587.2 |
|
| R1 |
9,759.0 |
9,759.0 |
9,548.4 |
9,671.8 |
| PP |
9,584.5 |
9,584.5 |
9,584.5 |
9,540.9 |
| S1 |
9,335.0 |
9,335.0 |
9,470.6 |
9,247.8 |
| S2 |
9,160.5 |
9,160.5 |
9,431.8 |
|
| S3 |
8,736.5 |
8,911.0 |
9,392.9 |
|
| S4 |
8,312.5 |
8,487.0 |
9,276.3 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,961.5 |
11,491.0 |
9,925.0 |
|
| R3 |
11,206.0 |
10,735.5 |
9,717.3 |
|
| R2 |
10,450.5 |
10,450.5 |
9,648.0 |
|
| R1 |
9,980.0 |
9,980.0 |
9,578.8 |
9,837.5 |
| PP |
9,695.0 |
9,695.0 |
9,695.0 |
9,623.8 |
| S1 |
9,224.5 |
9,224.5 |
9,440.2 |
9,082.0 |
| S2 |
8,939.5 |
8,939.5 |
9,371.0 |
|
| S3 |
8,184.0 |
8,469.0 |
9,301.7 |
|
| S4 |
7,428.5 |
7,713.5 |
9,094.0 |
|
|
| 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 |
9,410.0 |
755.5 |
7.9% |
365.7 |
3.8% |
13% |
False |
True |
135,168 |
| 10 |
10,523.5 |
9,410.0 |
1,113.5 |
11.7% |
316.1 |
3.3% |
9% |
False |
True |
129,855 |
| 20 |
10,886.0 |
9,410.0 |
1,476.0 |
15.5% |
272.3 |
2.9% |
7% |
False |
True |
102,407 |
| 40 |
11,439.0 |
9,410.0 |
2,029.0 |
21.3% |
247.6 |
2.6% |
5% |
False |
True |
55,701 |
| 60 |
11,439.0 |
9,410.0 |
2,029.0 |
21.3% |
228.1 |
2.4% |
5% |
False |
True |
37,602 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
22.2% |
222.0 |
2.3% |
9% |
False |
False |
28,364 |
| 100 |
11,439.0 |
9,329.5 |
2,109.5 |
22.2% |
210.4 |
2.2% |
9% |
False |
False |
22,708 |
| 120 |
11,674.5 |
9,329.5 |
2,345.0 |
24.7% |
198.8 |
2.1% |
8% |
False |
False |
18,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,636.0 |
|
2.618 |
10,944.0 |
|
1.618 |
10,520.0 |
|
1.000 |
10,258.0 |
|
0.618 |
10,096.0 |
|
HIGH |
9,834.0 |
|
0.618 |
9,672.0 |
|
0.500 |
9,622.0 |
|
0.382 |
9,572.0 |
|
LOW |
9,410.0 |
|
0.618 |
9,148.0 |
|
1.000 |
8,986.0 |
|
1.618 |
8,724.0 |
|
2.618 |
8,300.0 |
|
4.250 |
7,608.0 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,622.0 |
9,787.8 |
| PP |
9,584.5 |
9,695.0 |
| S1 |
9,547.0 |
9,602.3 |
|