| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,100.9 |
1,101.5 |
0.6 |
0.1% |
1,090.0 |
| High |
1,104.5 |
1,103.2 |
-1.3 |
-0.1% |
1,109.8 |
| Low |
1,092.4 |
1,094.1 |
1.7 |
0.2% |
1,082.3 |
| Close |
1,097.9 |
1,096.3 |
-1.6 |
-0.1% |
1,096.3 |
| Range |
12.1 |
9.1 |
-3.0 |
-24.8% |
27.5 |
| ATR |
16.2 |
15.7 |
-0.5 |
-3.1% |
0.0 |
| Volume |
45,434 |
44,725 |
-709 |
-1.6% |
145,630 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,125.2 |
1,119.8 |
1,101.3 |
|
| R3 |
1,116.1 |
1,110.7 |
1,098.8 |
|
| R2 |
1,107.0 |
1,107.0 |
1,098.0 |
|
| R1 |
1,101.6 |
1,101.6 |
1,097.1 |
1,099.8 |
| PP |
1,097.9 |
1,097.9 |
1,097.9 |
1,096.9 |
| S1 |
1,092.5 |
1,092.5 |
1,095.5 |
1,090.7 |
| S2 |
1,088.8 |
1,088.8 |
1,094.6 |
|
| S3 |
1,079.7 |
1,083.4 |
1,093.8 |
|
| S4 |
1,070.6 |
1,074.3 |
1,091.3 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.6 |
1,165.0 |
1,111.4 |
|
| R3 |
1,151.1 |
1,137.5 |
1,103.9 |
|
| R2 |
1,123.6 |
1,123.6 |
1,101.3 |
|
| R1 |
1,110.0 |
1,110.0 |
1,098.8 |
1,116.8 |
| PP |
1,096.1 |
1,096.1 |
1,096.1 |
1,099.6 |
| S1 |
1,082.5 |
1,082.5 |
1,093.8 |
1,089.3 |
| S2 |
1,068.6 |
1,068.6 |
1,091.3 |
|
| S3 |
1,041.1 |
1,055.0 |
1,088.7 |
|
| S4 |
1,013.6 |
1,027.5 |
1,081.2 |
|
|
| 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 |
1,076.2 |
33.6 |
3.1% |
15.3 |
1.4% |
60% |
False |
False |
32,284 |
| 10 |
1,113.7 |
1,071.3 |
42.4 |
3.9% |
16.9 |
1.5% |
59% |
False |
False |
31,299 |
| 20 |
1,113.7 |
1,058.1 |
55.6 |
5.1% |
14.3 |
1.3% |
69% |
False |
False |
19,338 |
| 40 |
1,113.7 |
1,046.6 |
67.1 |
6.1% |
15.3 |
1.4% |
74% |
False |
False |
12,062 |
| 60 |
1,184.0 |
1,046.6 |
137.4 |
12.5% |
14.6 |
1.3% |
36% |
False |
False |
9,102 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
14.3 |
1.3% |
34% |
False |
False |
7,173 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
13.5 |
1.2% |
34% |
False |
False |
5,962 |
| 120 |
1,191.9 |
1,046.6 |
145.3 |
13.3% |
13.1 |
1.2% |
34% |
False |
False |
5,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,141.9 |
|
2.618 |
1,127.0 |
|
1.618 |
1,117.9 |
|
1.000 |
1,112.3 |
|
0.618 |
1,108.8 |
|
HIGH |
1,103.2 |
|
0.618 |
1,099.7 |
|
0.500 |
1,098.7 |
|
0.382 |
1,097.6 |
|
LOW |
1,094.1 |
|
0.618 |
1,088.5 |
|
1.000 |
1,085.0 |
|
1.618 |
1,079.4 |
|
2.618 |
1,070.3 |
|
4.250 |
1,055.4 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,098.7 |
1,098.7 |
| PP |
1,097.9 |
1,097.9 |
| S1 |
1,097.1 |
1,097.1 |
|