| 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 |
16,800 |
17,065 |
265 |
1.6% |
17,280 |
| High |
17,305 |
17,085 |
-220 |
-1.3% |
17,765 |
| Low |
16,670 |
15,960 |
-710 |
-4.3% |
16,595 |
| Close |
17,050 |
16,375 |
-675 |
-4.0% |
16,820 |
| Range |
635 |
1,125 |
490 |
77.2% |
1,170 |
| ATR |
515 |
558 |
44 |
8.5% |
0 |
| Volume |
40,801 |
37,872 |
-2,929 |
-7.2% |
103,032 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,848 |
19,237 |
16,994 |
|
| R3 |
18,723 |
18,112 |
16,685 |
|
| R2 |
17,598 |
17,598 |
16,581 |
|
| R1 |
16,987 |
16,987 |
16,478 |
16,730 |
| PP |
16,473 |
16,473 |
16,473 |
16,345 |
| S1 |
15,862 |
15,862 |
16,272 |
15,605 |
| S2 |
15,348 |
15,348 |
16,169 |
|
| S3 |
14,223 |
14,737 |
16,066 |
|
| S4 |
13,098 |
13,612 |
15,756 |
|
|
| 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 |
15,960 |
1,805 |
11.0% |
804 |
4.9% |
23% |
False |
True |
30,535 |
| 10 |
18,495 |
15,960 |
2,535 |
15.5% |
691 |
4.2% |
16% |
False |
True |
25,572 |
| 20 |
19,190 |
15,960 |
3,230 |
19.7% |
520 |
3.2% |
13% |
False |
True |
16,319 |
| 40 |
20,095 |
15,960 |
4,135 |
25.3% |
442 |
2.7% |
10% |
False |
True |
13,161 |
| 60 |
20,095 |
15,960 |
4,135 |
25.3% |
365 |
2.2% |
10% |
False |
True |
8,778 |
| 80 |
20,095 |
15,960 |
4,135 |
25.3% |
321 |
2.0% |
10% |
False |
True |
6,583 |
| 100 |
20,095 |
15,960 |
4,135 |
25.3% |
282 |
1.7% |
10% |
False |
True |
5,267 |
| 120 |
20,945 |
15,960 |
4,985 |
30.4% |
235 |
1.4% |
8% |
False |
True |
4,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,866 |
|
2.618 |
20,030 |
|
1.618 |
18,905 |
|
1.000 |
18,210 |
|
0.618 |
17,780 |
|
HIGH |
17,085 |
|
0.618 |
16,655 |
|
0.500 |
16,523 |
|
0.382 |
16,390 |
|
LOW |
15,960 |
|
0.618 |
15,265 |
|
1.000 |
14,835 |
|
1.618 |
14,140 |
|
2.618 |
13,015 |
|
4.250 |
11,179 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,523 |
16,795 |
| PP |
16,473 |
16,655 |
| S1 |
16,424 |
16,515 |
|