| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
9,840.0 |
9,591.5 |
-248.5 |
-2.5% |
9,682.5 |
| High |
9,848.0 |
9,870.5 |
22.5 |
0.2% |
9,841.5 |
| Low |
9,670.0 |
9,563.0 |
-107.0 |
-1.1% |
9,251.5 |
| Close |
9,736.0 |
9,835.0 |
99.0 |
1.0% |
9,792.5 |
| Range |
178.0 |
307.5 |
129.5 |
72.8% |
590.0 |
| ATR |
300.2 |
300.7 |
0.5 |
0.2% |
0.0 |
| Volume |
99,758 |
102,500 |
2,742 |
2.7% |
521,624 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,678.7 |
10,564.3 |
10,004.1 |
|
| R3 |
10,371.2 |
10,256.8 |
9,919.6 |
|
| R2 |
10,063.7 |
10,063.7 |
9,891.4 |
|
| R1 |
9,949.3 |
9,949.3 |
9,863.2 |
10,006.5 |
| PP |
9,756.2 |
9,756.2 |
9,756.2 |
9,784.8 |
| S1 |
9,641.8 |
9,641.8 |
9,806.8 |
9,699.0 |
| S2 |
9,448.7 |
9,448.7 |
9,778.6 |
|
| S3 |
9,141.2 |
9,334.3 |
9,750.4 |
|
| S4 |
8,833.7 |
9,026.8 |
9,665.9 |
|
|
| 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 |
9,870.5 |
9,251.5 |
619.0 |
6.3% |
244.7 |
2.5% |
94% |
True |
False |
112,497 |
| 10 |
10,165.5 |
9,251.5 |
914.0 |
9.3% |
296.3 |
3.0% |
64% |
False |
False |
128,201 |
| 20 |
10,886.0 |
9,251.5 |
1,634.5 |
16.6% |
265.6 |
2.7% |
36% |
False |
False |
114,138 |
| 40 |
11,439.0 |
9,251.5 |
2,187.5 |
22.2% |
263.0 |
2.7% |
27% |
False |
False |
73,611 |
| 60 |
11,439.0 |
9,251.5 |
2,187.5 |
22.2% |
233.3 |
2.4% |
27% |
False |
False |
49,512 |
| 80 |
11,439.0 |
9,251.5 |
2,187.5 |
22.2% |
220.1 |
2.2% |
27% |
False |
False |
37,384 |
| 100 |
11,439.0 |
9,251.5 |
2,187.5 |
22.2% |
214.4 |
2.2% |
27% |
False |
False |
29,945 |
| 120 |
11,674.5 |
9,251.5 |
2,423.0 |
24.6% |
208.3 |
2.1% |
24% |
False |
False |
24,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,177.4 |
|
2.618 |
10,675.5 |
|
1.618 |
10,368.0 |
|
1.000 |
10,178.0 |
|
0.618 |
10,060.5 |
|
HIGH |
9,870.5 |
|
0.618 |
9,753.0 |
|
0.500 |
9,716.8 |
|
0.382 |
9,680.5 |
|
LOW |
9,563.0 |
|
0.618 |
9,373.0 |
|
1.000 |
9,255.5 |
|
1.618 |
9,065.5 |
|
2.618 |
8,758.0 |
|
4.250 |
8,256.1 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,795.6 |
9,795.6 |
| PP |
9,756.2 |
9,756.2 |
| S1 |
9,716.8 |
9,716.8 |
|