| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9,786.0 |
9,682.5 |
-103.5 |
-1.1% |
9,696.5 |
| High |
9,834.0 |
9,760.0 |
-74.0 |
-0.8% |
10,165.5 |
| Low |
9,410.0 |
9,525.5 |
115.5 |
1.2% |
9,410.0 |
| Close |
9,509.5 |
9,655.0 |
145.5 |
1.5% |
9,509.5 |
| Range |
424.0 |
234.5 |
-189.5 |
-44.7% |
755.5 |
| ATR |
307.8 |
303.7 |
-4.1 |
-1.3% |
0.0 |
| Volume |
93,251 |
161,395 |
68,144 |
73.1% |
675,844 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,350.3 |
10,237.2 |
9,784.0 |
|
| R3 |
10,115.8 |
10,002.7 |
9,719.5 |
|
| R2 |
9,881.3 |
9,881.3 |
9,698.0 |
|
| R1 |
9,768.2 |
9,768.2 |
9,676.5 |
9,707.5 |
| PP |
9,646.8 |
9,646.8 |
9,646.8 |
9,616.5 |
| S1 |
9,533.7 |
9,533.7 |
9,633.5 |
9,473.0 |
| S2 |
9,412.3 |
9,412.3 |
9,612.0 |
|
| S3 |
9,177.8 |
9,299.2 |
9,590.5 |
|
| S4 |
8,943.3 |
9,064.7 |
9,526.0 |
|
|
| 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 |
7.8% |
347.9 |
3.6% |
32% |
False |
False |
143,905 |
| 10 |
10,403.5 |
9,410.0 |
993.5 |
10.3% |
312.2 |
3.2% |
25% |
False |
False |
135,721 |
| 20 |
10,886.0 |
9,410.0 |
1,476.0 |
15.3% |
270.7 |
2.8% |
17% |
False |
False |
106,838 |
| 40 |
11,439.0 |
9,410.0 |
2,029.0 |
21.0% |
248.8 |
2.6% |
12% |
False |
False |
59,718 |
| 60 |
11,439.0 |
9,410.0 |
2,029.0 |
21.0% |
230.2 |
2.4% |
12% |
False |
False |
40,284 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
21.8% |
219.3 |
2.3% |
15% |
False |
False |
30,379 |
| 100 |
11,439.0 |
9,329.5 |
2,109.5 |
21.8% |
208.8 |
2.2% |
15% |
False |
False |
24,322 |
| 120 |
11,674.5 |
9,329.5 |
2,345.0 |
24.3% |
200.5 |
2.1% |
14% |
False |
False |
20,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,756.6 |
|
2.618 |
10,373.9 |
|
1.618 |
10,139.4 |
|
1.000 |
9,994.5 |
|
0.618 |
9,904.9 |
|
HIGH |
9,760.0 |
|
0.618 |
9,670.4 |
|
0.500 |
9,642.8 |
|
0.382 |
9,615.1 |
|
LOW |
9,525.5 |
|
0.618 |
9,380.6 |
|
1.000 |
9,291.0 |
|
1.618 |
9,146.1 |
|
2.618 |
8,911.6 |
|
4.250 |
8,528.9 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,650.9 |
9,676.8 |
| PP |
9,646.8 |
9,669.5 |
| S1 |
9,642.8 |
9,662.3 |
|