| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9,720.0 |
9,840.0 |
120.0 |
1.2% |
9,682.5 |
| High |
9,841.5 |
9,848.0 |
6.5 |
0.1% |
9,841.5 |
| Low |
9,704.5 |
9,670.0 |
-34.5 |
-0.4% |
9,251.5 |
| Close |
9,792.5 |
9,736.0 |
-56.5 |
-0.6% |
9,792.5 |
| Range |
137.0 |
178.0 |
41.0 |
29.9% |
590.0 |
| ATR |
309.6 |
300.2 |
-9.4 |
-3.0% |
0.0 |
| Volume |
92,628 |
99,758 |
7,130 |
7.7% |
521,624 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,285.3 |
10,188.7 |
9,833.9 |
|
| R3 |
10,107.3 |
10,010.7 |
9,785.0 |
|
| R2 |
9,929.3 |
9,929.3 |
9,768.6 |
|
| R1 |
9,832.7 |
9,832.7 |
9,752.3 |
9,792.0 |
| PP |
9,751.3 |
9,751.3 |
9,751.3 |
9,731.0 |
| S1 |
9,654.7 |
9,654.7 |
9,719.7 |
9,614.0 |
| S2 |
9,573.3 |
9,573.3 |
9,703.4 |
|
| S3 |
9,395.3 |
9,476.7 |
9,687.1 |
|
| S4 |
9,217.3 |
9,298.7 |
9,638.1 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,398.5 |
11,185.5 |
10,117.0 |
|
| R3 |
10,808.5 |
10,595.5 |
9,954.8 |
|
| R2 |
10,218.5 |
10,218.5 |
9,900.7 |
|
| R1 |
10,005.5 |
10,005.5 |
9,846.6 |
10,112.0 |
| PP |
9,628.5 |
9,628.5 |
9,628.5 |
9,681.8 |
| S1 |
9,415.5 |
9,415.5 |
9,738.4 |
9,522.0 |
| S2 |
9,038.5 |
9,038.5 |
9,684.3 |
|
| S3 |
8,448.5 |
8,825.5 |
9,630.3 |
|
| S4 |
7,858.5 |
8,235.5 |
9,468.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,848.0 |
9,251.5 |
596.5 |
6.1% |
230.1 |
2.4% |
81% |
True |
False |
124,276 |
| 10 |
10,165.5 |
9,251.5 |
914.0 |
9.4% |
297.9 |
3.1% |
53% |
False |
False |
129,722 |
| 20 |
10,886.0 |
9,251.5 |
1,634.5 |
16.8% |
262.1 |
2.7% |
30% |
False |
False |
112,593 |
| 40 |
11,439.0 |
9,251.5 |
2,187.5 |
22.5% |
260.3 |
2.7% |
22% |
False |
False |
71,094 |
| 60 |
11,439.0 |
9,251.5 |
2,187.5 |
22.5% |
230.2 |
2.4% |
22% |
False |
False |
47,840 |
| 80 |
11,439.0 |
9,251.5 |
2,187.5 |
22.5% |
218.8 |
2.2% |
22% |
False |
False |
36,109 |
| 100 |
11,439.0 |
9,251.5 |
2,187.5 |
22.5% |
212.8 |
2.2% |
22% |
False |
False |
28,921 |
| 120 |
11,674.5 |
9,251.5 |
2,423.0 |
24.9% |
205.9 |
2.1% |
20% |
False |
False |
24,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,604.5 |
|
2.618 |
10,314.0 |
|
1.618 |
10,136.0 |
|
1.000 |
10,026.0 |
|
0.618 |
9,958.0 |
|
HIGH |
9,848.0 |
|
0.618 |
9,780.0 |
|
0.500 |
9,759.0 |
|
0.382 |
9,738.0 |
|
LOW |
9,670.0 |
|
0.618 |
9,560.0 |
|
1.000 |
9,492.0 |
|
1.618 |
9,382.0 |
|
2.618 |
9,204.0 |
|
4.250 |
8,913.5 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,759.0 |
9,687.5 |
| PP |
9,751.3 |
9,639.0 |
| S1 |
9,743.7 |
9,590.5 |
|