| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9,682.5 |
9,390.5 |
-292.0 |
-3.0% |
9,696.5 |
| High |
9,760.0 |
9,518.0 |
-242.0 |
-2.5% |
10,165.5 |
| Low |
9,525.5 |
9,251.5 |
-274.0 |
-2.9% |
9,410.0 |
| Close |
9,655.0 |
9,357.5 |
-297.5 |
-3.1% |
9,509.5 |
| Range |
234.5 |
266.5 |
32.0 |
13.6% |
755.5 |
| ATR |
303.7 |
310.8 |
7.1 |
2.3% |
0.0 |
| Volume |
161,395 |
150,866 |
-10,529 |
-6.5% |
675,844 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,175.2 |
10,032.8 |
9,504.1 |
|
| R3 |
9,908.7 |
9,766.3 |
9,430.8 |
|
| R2 |
9,642.2 |
9,642.2 |
9,406.4 |
|
| R1 |
9,499.8 |
9,499.8 |
9,381.9 |
9,437.8 |
| PP |
9,375.7 |
9,375.7 |
9,375.7 |
9,344.6 |
| S1 |
9,233.3 |
9,233.3 |
9,333.1 |
9,171.3 |
| S2 |
9,109.2 |
9,109.2 |
9,308.6 |
|
| S3 |
8,842.7 |
8,966.8 |
9,284.2 |
|
| S4 |
8,576.2 |
8,700.3 |
9,210.9 |
|
|
| 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 |
9,251.5 |
914.0 |
9.8% |
337.5 |
3.6% |
12% |
False |
True |
147,908 |
| 10 |
10,287.5 |
9,251.5 |
1,036.0 |
11.1% |
315.7 |
3.4% |
10% |
False |
True |
139,630 |
| 20 |
10,886.0 |
9,251.5 |
1,634.5 |
17.5% |
272.7 |
2.9% |
6% |
False |
True |
111,097 |
| 40 |
11,439.0 |
9,251.5 |
2,187.5 |
23.4% |
251.6 |
2.7% |
5% |
False |
True |
63,449 |
| 60 |
11,439.0 |
9,251.5 |
2,187.5 |
23.4% |
231.9 |
2.5% |
5% |
False |
True |
42,768 |
| 80 |
11,439.0 |
9,251.5 |
2,187.5 |
23.4% |
219.9 |
2.3% |
5% |
False |
True |
32,258 |
| 100 |
11,439.0 |
9,251.5 |
2,187.5 |
23.4% |
209.1 |
2.2% |
5% |
False |
True |
25,830 |
| 120 |
11,674.5 |
9,251.5 |
2,423.0 |
25.9% |
202.7 |
2.2% |
4% |
False |
True |
21,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,650.6 |
|
2.618 |
10,215.7 |
|
1.618 |
9,949.2 |
|
1.000 |
9,784.5 |
|
0.618 |
9,682.7 |
|
HIGH |
9,518.0 |
|
0.618 |
9,416.2 |
|
0.500 |
9,384.8 |
|
0.382 |
9,353.3 |
|
LOW |
9,251.5 |
|
0.618 |
9,086.8 |
|
1.000 |
8,985.0 |
|
1.618 |
8,820.3 |
|
2.618 |
8,553.8 |
|
4.250 |
8,118.9 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,384.8 |
9,542.8 |
| PP |
9,375.7 |
9,481.0 |
| S1 |
9,366.6 |
9,419.3 |
|