| 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 |
17,520 |
16,800 |
-720 |
-4.1% |
17,280 |
| High |
17,630 |
17,305 |
-325 |
-1.8% |
17,765 |
| Low |
16,595 |
16,670 |
75 |
0.5% |
16,595 |
| Close |
16,820 |
17,050 |
230 |
1.4% |
16,820 |
| Range |
1,035 |
635 |
-400 |
-38.6% |
1,170 |
| ATR |
505 |
515 |
9 |
1.8% |
0 |
| Volume |
29,419 |
40,801 |
11,382 |
38.7% |
103,032 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,913 |
18,617 |
17,399 |
|
| R3 |
18,278 |
17,982 |
17,225 |
|
| R2 |
17,643 |
17,643 |
17,167 |
|
| R1 |
17,347 |
17,347 |
17,108 |
17,495 |
| PP |
17,008 |
17,008 |
17,008 |
17,083 |
| S1 |
16,712 |
16,712 |
16,992 |
16,860 |
| S2 |
16,373 |
16,373 |
16,934 |
|
| S3 |
15,738 |
16,077 |
16,876 |
|
| S4 |
15,103 |
15,442 |
16,701 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,570 |
19,865 |
17,464 |
|
| R3 |
19,400 |
18,695 |
17,142 |
|
| R2 |
18,230 |
18,230 |
17,035 |
|
| R1 |
17,525 |
17,525 |
16,927 |
17,293 |
| PP |
17,060 |
17,060 |
17,060 |
16,944 |
| S1 |
16,355 |
16,355 |
16,713 |
16,123 |
| S2 |
15,890 |
15,890 |
16,606 |
|
| S3 |
14,720 |
15,185 |
16,498 |
|
| S4 |
13,550 |
14,015 |
16,177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,765 |
16,595 |
1,170 |
6.9% |
669 |
3.9% |
39% |
False |
False |
26,708 |
| 10 |
18,585 |
16,595 |
1,990 |
11.7% |
619 |
3.6% |
23% |
False |
False |
23,293 |
| 20 |
19,930 |
16,595 |
3,335 |
19.6% |
520 |
3.0% |
14% |
False |
False |
15,699 |
| 40 |
20,095 |
16,595 |
3,500 |
20.5% |
418 |
2.5% |
13% |
False |
False |
12,214 |
| 60 |
20,095 |
16,595 |
3,500 |
20.5% |
350 |
2.1% |
13% |
False |
False |
8,146 |
| 80 |
20,095 |
16,595 |
3,500 |
20.5% |
311 |
1.8% |
13% |
False |
False |
6,110 |
| 100 |
20,095 |
16,595 |
3,500 |
20.5% |
270 |
1.6% |
13% |
False |
False |
4,888 |
| 120 |
20,945 |
16,595 |
4,350 |
25.5% |
225 |
1.3% |
10% |
False |
False |
4,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,004 |
|
2.618 |
18,968 |
|
1.618 |
18,333 |
|
1.000 |
17,940 |
|
0.618 |
17,698 |
|
HIGH |
17,305 |
|
0.618 |
17,063 |
|
0.500 |
16,988 |
|
0.382 |
16,913 |
|
LOW |
16,670 |
|
0.618 |
16,278 |
|
1.000 |
16,035 |
|
1.618 |
15,643 |
|
2.618 |
15,008 |
|
4.250 |
13,971 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,029 |
17,113 |
| PP |
17,008 |
17,092 |
| S1 |
16,988 |
17,071 |
|