| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
17,065 |
16,430 |
-635 |
-3.7% |
17,280 |
| High |
17,085 |
16,805 |
-280 |
-1.6% |
17,765 |
| Low |
15,960 |
15,820 |
-140 |
-0.9% |
16,595 |
| Close |
16,375 |
16,480 |
105 |
0.6% |
16,820 |
| Range |
1,125 |
985 |
-140 |
-12.4% |
1,170 |
| ATR |
558 |
589 |
30 |
5.5% |
0 |
| Volume |
37,872 |
43,352 |
5,480 |
14.5% |
103,032 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,323 |
18,887 |
17,022 |
|
| R3 |
18,338 |
17,902 |
16,751 |
|
| R2 |
17,353 |
17,353 |
16,661 |
|
| R1 |
16,917 |
16,917 |
16,570 |
17,135 |
| PP |
16,368 |
16,368 |
16,368 |
16,478 |
| S1 |
15,932 |
15,932 |
16,390 |
16,150 |
| S2 |
15,383 |
15,383 |
16,300 |
|
| S3 |
14,398 |
14,947 |
16,209 |
|
| S4 |
13,413 |
13,962 |
15,938 |
|
|
| 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 |
17,630 |
15,820 |
1,810 |
11.0% |
887 |
5.4% |
36% |
False |
True |
35,643 |
| 10 |
18,195 |
15,820 |
2,375 |
14.4% |
733 |
4.4% |
28% |
False |
True |
28,104 |
| 20 |
19,190 |
15,820 |
3,370 |
20.4% |
552 |
3.3% |
20% |
False |
True |
18,021 |
| 40 |
20,095 |
15,820 |
4,275 |
25.9% |
462 |
2.8% |
15% |
False |
True |
14,244 |
| 60 |
20,095 |
15,820 |
4,275 |
25.9% |
376 |
2.3% |
15% |
False |
True |
9,500 |
| 80 |
20,095 |
15,820 |
4,275 |
25.9% |
332 |
2.0% |
15% |
False |
True |
7,125 |
| 100 |
20,095 |
15,820 |
4,275 |
25.9% |
292 |
1.8% |
15% |
False |
True |
5,700 |
| 120 |
20,945 |
15,820 |
5,125 |
31.1% |
243 |
1.5% |
13% |
False |
True |
4,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,991 |
|
2.618 |
19,384 |
|
1.618 |
18,399 |
|
1.000 |
17,790 |
|
0.618 |
17,414 |
|
HIGH |
16,805 |
|
0.618 |
16,429 |
|
0.500 |
16,313 |
|
0.382 |
16,196 |
|
LOW |
15,820 |
|
0.618 |
15,211 |
|
1.000 |
14,835 |
|
1.618 |
14,226 |
|
2.618 |
13,241 |
|
4.250 |
11,634 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,424 |
16,563 |
| PP |
16,368 |
16,535 |
| S1 |
16,313 |
16,508 |
|