| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,109.4 |
1,120.2 |
10.8 |
1.0% |
1,090.0 |
| High |
1,123.6 |
1,128.7 |
5.1 |
0.5% |
1,109.8 |
| Low |
1,107.7 |
1,115.2 |
7.5 |
0.7% |
1,082.3 |
| Close |
1,120.6 |
1,116.3 |
-4.3 |
-0.4% |
1,096.3 |
| Range |
15.9 |
13.5 |
-2.4 |
-15.1% |
27.5 |
| ATR |
15.7 |
15.5 |
-0.2 |
-1.0% |
0.0 |
| Volume |
91,028 |
128,986 |
37,958 |
41.7% |
145,630 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,160.6 |
1,151.9 |
1,123.7 |
|
| R3 |
1,147.1 |
1,138.4 |
1,120.0 |
|
| R2 |
1,133.6 |
1,133.6 |
1,118.8 |
|
| R1 |
1,124.9 |
1,124.9 |
1,117.5 |
1,122.5 |
| PP |
1,120.1 |
1,120.1 |
1,120.1 |
1,118.9 |
| S1 |
1,111.4 |
1,111.4 |
1,115.1 |
1,109.0 |
| S2 |
1,106.6 |
1,106.6 |
1,113.8 |
|
| S3 |
1,093.1 |
1,097.9 |
1,112.6 |
|
| S4 |
1,079.6 |
1,084.4 |
1,108.9 |
|
|
| 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 |
1,128.7 |
1,092.4 |
36.3 |
3.3% |
12.5 |
1.1% |
66% |
True |
False |
76,158 |
| 10 |
1,128.7 |
1,071.3 |
57.4 |
5.1% |
15.8 |
1.4% |
78% |
True |
False |
50,774 |
| 20 |
1,128.7 |
1,058.1 |
70.6 |
6.3% |
15.2 |
1.4% |
82% |
True |
False |
33,130 |
| 40 |
1,128.7 |
1,046.6 |
82.1 |
7.4% |
15.2 |
1.4% |
85% |
True |
False |
18,419 |
| 60 |
1,150.1 |
1,046.6 |
103.5 |
9.3% |
14.5 |
1.3% |
67% |
False |
False |
13,886 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
13.0% |
14.5 |
1.3% |
48% |
False |
False |
10,777 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
13.0% |
13.7 |
1.2% |
48% |
False |
False |
8,857 |
| 120 |
1,191.9 |
1,046.6 |
145.3 |
13.0% |
13.3 |
1.2% |
48% |
False |
False |
7,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,186.1 |
|
2.618 |
1,164.0 |
|
1.618 |
1,150.5 |
|
1.000 |
1,142.2 |
|
0.618 |
1,137.0 |
|
HIGH |
1,128.7 |
|
0.618 |
1,123.5 |
|
0.500 |
1,122.0 |
|
0.382 |
1,120.4 |
|
LOW |
1,115.2 |
|
0.618 |
1,106.9 |
|
1.000 |
1,101.7 |
|
1.618 |
1,093.4 |
|
2.618 |
1,079.9 |
|
4.250 |
1,057.8 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,122.0 |
1,115.3 |
| PP |
1,120.1 |
1,114.2 |
| S1 |
1,118.2 |
1,113.2 |
|