| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
4,899.0 |
4,830.0 |
-69.0 |
-1.4% |
5,249.0 |
| High |
4,947.0 |
4,881.0 |
-66.0 |
-1.3% |
5,297.0 |
| Low |
4,880.0 |
4,810.0 |
-70.0 |
-1.4% |
4,873.0 |
| Close |
4,937.0 |
4,878.0 |
-59.0 |
-1.2% |
4,930.0 |
| Range |
67.0 |
71.0 |
4.0 |
6.0% |
424.0 |
| ATR |
85.0 |
88.0 |
3.0 |
3.5% |
0.0 |
| Volume |
26,277 |
32,085 |
5,808 |
22.1% |
173,420 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,069.3 |
5,044.7 |
4,917.1 |
|
| R3 |
4,998.3 |
4,973.7 |
4,897.5 |
|
| R2 |
4,927.3 |
4,927.3 |
4,891.0 |
|
| R1 |
4,902.7 |
4,902.7 |
4,884.5 |
4,915.0 |
| PP |
4,856.3 |
4,856.3 |
4,856.3 |
4,862.5 |
| S1 |
4,831.7 |
4,831.7 |
4,871.5 |
4,844.0 |
| S2 |
4,785.3 |
4,785.3 |
4,865.0 |
|
| S3 |
4,714.3 |
4,760.7 |
4,858.5 |
|
| S4 |
4,643.3 |
4,689.7 |
4,839.0 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,305.3 |
6,041.7 |
5,163.2 |
|
| R3 |
5,881.3 |
5,617.7 |
5,046.6 |
|
| R2 |
5,457.3 |
5,457.3 |
5,007.7 |
|
| R1 |
5,193.7 |
5,193.7 |
4,968.9 |
5,113.5 |
| PP |
5,033.3 |
5,033.3 |
5,033.3 |
4,993.3 |
| S1 |
4,769.7 |
4,769.7 |
4,891.1 |
4,689.5 |
| S2 |
4,609.3 |
4,609.3 |
4,852.3 |
|
| S3 |
4,185.3 |
4,345.7 |
4,813.4 |
|
| S4 |
3,761.3 |
3,921.7 |
4,696.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,993.0 |
4,810.0 |
183.0 |
3.8% |
80.6 |
1.7% |
37% |
False |
True |
34,179 |
| 10 |
5,297.0 |
4,810.0 |
487.0 |
10.0% |
88.7 |
1.8% |
14% |
False |
True |
32,391 |
| 20 |
5,297.0 |
4,810.0 |
487.0 |
10.0% |
79.7 |
1.6% |
14% |
False |
True |
33,966 |
| 40 |
5,297.0 |
4,810.0 |
487.0 |
10.0% |
64.8 |
1.3% |
14% |
False |
True |
19,076 |
| 60 |
5,307.0 |
4,810.0 |
497.0 |
10.2% |
52.2 |
1.1% |
14% |
False |
True |
12,762 |
| 80 |
5,307.0 |
4,810.0 |
497.0 |
10.2% |
48.1 |
1.0% |
14% |
False |
True |
9,588 |
| 100 |
5,307.0 |
4,810.0 |
497.0 |
10.2% |
42.9 |
0.9% |
14% |
False |
True |
7,699 |
| 120 |
5,595.0 |
4,810.0 |
785.0 |
16.1% |
37.7 |
0.8% |
9% |
False |
True |
6,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,182.8 |
|
2.618 |
5,066.9 |
|
1.618 |
4,995.9 |
|
1.000 |
4,952.0 |
|
0.618 |
4,924.9 |
|
HIGH |
4,881.0 |
|
0.618 |
4,853.9 |
|
0.500 |
4,845.5 |
|
0.382 |
4,837.1 |
|
LOW |
4,810.0 |
|
0.618 |
4,766.1 |
|
1.000 |
4,739.0 |
|
1.618 |
4,695.1 |
|
2.618 |
4,624.1 |
|
4.250 |
4,508.3 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,867.2 |
4,878.5 |
| PP |
4,856.3 |
4,878.3 |
| S1 |
4,845.5 |
4,878.2 |
|