| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,077.9 |
1,090.6 |
12.7 |
1.2% |
1,104.6 |
| High |
1,097.8 |
1,094.6 |
-3.2 |
-0.3% |
1,109.0 |
| Low |
1,076.9 |
1,083.0 |
6.1 |
0.6% |
1,071.8 |
| Close |
1,091.1 |
1,089.4 |
-1.7 |
-0.2% |
1,091.1 |
| Range |
20.9 |
11.6 |
-9.3 |
-44.5% |
37.2 |
| ATR |
15.5 |
15.2 |
-0.3 |
-1.8% |
0.0 |
| Volume |
1,748 |
2,440 |
692 |
39.6% |
22,755 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,123.8 |
1,118.2 |
1,095.8 |
|
| R3 |
1,112.2 |
1,106.6 |
1,092.6 |
|
| R2 |
1,100.6 |
1,100.6 |
1,091.5 |
|
| R1 |
1,095.0 |
1,095.0 |
1,090.5 |
1,092.0 |
| PP |
1,089.0 |
1,089.0 |
1,089.0 |
1,087.5 |
| S1 |
1,083.4 |
1,083.4 |
1,088.3 |
1,080.4 |
| S2 |
1,077.4 |
1,077.4 |
1,087.3 |
|
| S3 |
1,065.8 |
1,071.8 |
1,086.2 |
|
| S4 |
1,054.2 |
1,060.2 |
1,083.0 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.2 |
1,183.9 |
1,111.6 |
|
| R3 |
1,165.0 |
1,146.7 |
1,101.3 |
|
| R2 |
1,127.8 |
1,127.8 |
1,097.9 |
|
| R1 |
1,109.5 |
1,109.5 |
1,094.5 |
1,100.1 |
| PP |
1,090.6 |
1,090.6 |
1,090.6 |
1,085.9 |
| S1 |
1,072.3 |
1,072.3 |
1,087.7 |
1,062.9 |
| S2 |
1,053.4 |
1,053.4 |
1,084.3 |
|
| S3 |
1,016.2 |
1,035.1 |
1,080.9 |
|
| S4 |
979.0 |
997.9 |
1,070.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,098.0 |
1,071.8 |
26.2 |
2.4% |
17.0 |
1.6% |
67% |
False |
False |
4,026 |
| 10 |
1,112.3 |
1,071.8 |
40.5 |
3.7% |
16.4 |
1.5% |
43% |
False |
False |
3,485 |
| 20 |
1,112.3 |
1,052.0 |
60.3 |
5.5% |
13.6 |
1.2% |
62% |
False |
False |
2,470 |
| 40 |
1,112.3 |
1,047.2 |
65.1 |
6.0% |
14.3 |
1.3% |
65% |
False |
False |
2,392 |
| 60 |
1,184.3 |
1,047.2 |
137.1 |
12.6% |
13.9 |
1.3% |
31% |
False |
False |
2,382 |
| 80 |
1,192.4 |
1,047.2 |
145.2 |
13.3% |
13.9 |
1.3% |
29% |
False |
False |
2,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,143.9 |
|
2.618 |
1,125.0 |
|
1.618 |
1,113.4 |
|
1.000 |
1,106.2 |
|
0.618 |
1,101.8 |
|
HIGH |
1,094.6 |
|
0.618 |
1,090.2 |
|
0.500 |
1,088.8 |
|
0.382 |
1,087.4 |
|
LOW |
1,083.0 |
|
0.618 |
1,075.8 |
|
1.000 |
1,071.4 |
|
1.618 |
1,064.2 |
|
2.618 |
1,052.6 |
|
4.250 |
1,033.7 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,089.2 |
1,087.9 |
| PP |
1,089.0 |
1,086.3 |
| S1 |
1,088.8 |
1,084.8 |
|