| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,073.8 |
1,078.1 |
4.3 |
0.4% |
1,076.2 |
| High |
1,081.9 |
1,095.3 |
13.4 |
1.2% |
1,077.1 |
| Low |
1,073.3 |
1,075.2 |
1.9 |
0.2% |
1,058.1 |
| Close |
1,079.0 |
1,092.5 |
13.5 |
1.3% |
1,060.8 |
| Range |
8.6 |
20.1 |
11.5 |
133.7% |
19.0 |
| ATR |
13.5 |
14.0 |
0.5 |
3.5% |
0.0 |
| Volume |
5,711 |
11,408 |
5,697 |
99.8% |
23,785 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,148.0 |
1,140.3 |
1,103.6 |
|
| R3 |
1,127.9 |
1,120.2 |
1,098.0 |
|
| R2 |
1,107.8 |
1,107.8 |
1,096.2 |
|
| R1 |
1,100.1 |
1,100.1 |
1,094.3 |
1,104.0 |
| PP |
1,087.7 |
1,087.7 |
1,087.7 |
1,089.6 |
| S1 |
1,080.0 |
1,080.0 |
1,090.7 |
1,083.9 |
| S2 |
1,067.6 |
1,067.6 |
1,088.8 |
|
| S3 |
1,047.5 |
1,059.9 |
1,087.0 |
|
| S4 |
1,027.4 |
1,039.8 |
1,081.4 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,122.3 |
1,110.6 |
1,071.3 |
|
| R3 |
1,103.3 |
1,091.6 |
1,066.0 |
|
| R2 |
1,084.3 |
1,084.3 |
1,064.3 |
|
| R1 |
1,072.6 |
1,072.6 |
1,062.5 |
1,069.0 |
| PP |
1,065.3 |
1,065.3 |
1,065.3 |
1,063.5 |
| S1 |
1,053.6 |
1,053.6 |
1,059.1 |
1,050.0 |
| S2 |
1,046.3 |
1,046.3 |
1,057.3 |
|
| S3 |
1,027.3 |
1,034.6 |
1,055.6 |
|
| S4 |
1,008.3 |
1,015.6 |
1,050.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,095.3 |
1,058.1 |
37.2 |
3.4% |
13.6 |
1.2% |
92% |
True |
False |
7,891 |
| 10 |
1,095.3 |
1,058.1 |
37.2 |
3.4% |
10.8 |
1.0% |
92% |
True |
False |
5,961 |
| 20 |
1,095.3 |
1,047.4 |
47.9 |
4.4% |
13.1 |
1.2% |
94% |
True |
False |
4,732 |
| 40 |
1,097.5 |
1,046.6 |
50.9 |
4.7% |
13.8 |
1.3% |
90% |
False |
False |
4,970 |
| 60 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
13.9 |
1.3% |
32% |
False |
False |
3,841 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
13.5 |
1.2% |
32% |
False |
False |
3,213 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
13.0 |
1.2% |
32% |
False |
False |
2,793 |
| 120 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
12.5 |
1.1% |
32% |
False |
False |
2,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,180.7 |
|
2.618 |
1,147.9 |
|
1.618 |
1,127.8 |
|
1.000 |
1,115.4 |
|
0.618 |
1,107.7 |
|
HIGH |
1,095.3 |
|
0.618 |
1,087.6 |
|
0.500 |
1,085.3 |
|
0.382 |
1,082.9 |
|
LOW |
1,075.2 |
|
0.618 |
1,062.8 |
|
1.000 |
1,055.1 |
|
1.618 |
1,042.7 |
|
2.618 |
1,022.6 |
|
4.250 |
989.8 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,090.1 |
1,087.9 |
| PP |
1,087.7 |
1,083.2 |
| S1 |
1,085.3 |
1,078.6 |
|