| 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 |
1,087.5 |
1,100.9 |
13.4 |
1.2% |
1,104.7 |
| High |
1,109.8 |
1,104.5 |
-5.3 |
-0.5% |
1,108.6 |
| Low |
1,087.5 |
1,092.4 |
4.9 |
0.5% |
1,071.3 |
| Close |
1,106.1 |
1,097.9 |
-8.2 |
-0.7% |
1,090.8 |
| Range |
22.3 |
12.1 |
-10.2 |
-45.7% |
37.3 |
| ATR |
16.3 |
16.2 |
-0.2 |
-1.2% |
0.0 |
| Volume |
31,323 |
45,434 |
14,111 |
45.0% |
149,204 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,134.6 |
1,128.3 |
1,104.6 |
|
| R3 |
1,122.5 |
1,116.2 |
1,101.2 |
|
| R2 |
1,110.4 |
1,110.4 |
1,100.1 |
|
| R1 |
1,104.1 |
1,104.1 |
1,099.0 |
1,101.2 |
| PP |
1,098.3 |
1,098.3 |
1,098.3 |
1,096.8 |
| S1 |
1,092.0 |
1,092.0 |
1,096.8 |
1,089.1 |
| S2 |
1,086.2 |
1,086.2 |
1,095.7 |
|
| S3 |
1,074.1 |
1,079.9 |
1,094.6 |
|
| S4 |
1,062.0 |
1,067.8 |
1,091.2 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.1 |
1,183.8 |
1,111.3 |
|
| R3 |
1,164.8 |
1,146.5 |
1,101.1 |
|
| R2 |
1,127.5 |
1,127.5 |
1,097.6 |
|
| R1 |
1,109.2 |
1,109.2 |
1,094.2 |
1,099.7 |
| PP |
1,090.2 |
1,090.2 |
1,090.2 |
1,085.5 |
| S1 |
1,071.9 |
1,071.9 |
1,087.4 |
1,062.4 |
| S2 |
1,052.9 |
1,052.9 |
1,084.0 |
|
| S3 |
1,015.6 |
1,034.6 |
1,080.5 |
|
| S4 |
978.3 |
997.3 |
1,070.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,109.8 |
1,071.3 |
38.5 |
3.5% |
18.3 |
1.7% |
69% |
False |
False |
29,892 |
| 10 |
1,113.7 |
1,071.3 |
42.4 |
3.9% |
17.8 |
1.6% |
63% |
False |
False |
28,448 |
| 20 |
1,113.7 |
1,058.1 |
55.6 |
5.1% |
14.3 |
1.3% |
72% |
False |
False |
17,205 |
| 40 |
1,113.7 |
1,046.6 |
67.1 |
6.1% |
15.3 |
1.4% |
76% |
False |
False |
11,127 |
| 60 |
1,184.0 |
1,046.6 |
137.4 |
12.5% |
14.6 |
1.3% |
37% |
False |
False |
8,374 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
13.2% |
14.5 |
1.3% |
35% |
False |
False |
6,624 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
13.2% |
13.6 |
1.2% |
35% |
False |
False |
5,528 |
| 120 |
1,191.9 |
1,046.6 |
145.3 |
13.2% |
13.2 |
1.2% |
35% |
False |
False |
4,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,155.9 |
|
2.618 |
1,136.2 |
|
1.618 |
1,124.1 |
|
1.000 |
1,116.6 |
|
0.618 |
1,112.0 |
|
HIGH |
1,104.5 |
|
0.618 |
1,099.9 |
|
0.500 |
1,098.5 |
|
0.382 |
1,097.0 |
|
LOW |
1,092.4 |
|
0.618 |
1,084.9 |
|
1.000 |
1,080.3 |
|
1.618 |
1,072.8 |
|
2.618 |
1,060.7 |
|
4.250 |
1,041.0 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,098.5 |
1,097.3 |
| PP |
1,098.3 |
1,096.7 |
| S1 |
1,098.1 |
1,096.1 |
|