| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1,090.6 |
1,089.2 |
-1.4 |
-0.1% |
1,104.6 |
| High |
1,094.6 |
1,109.8 |
15.2 |
1.4% |
1,109.0 |
| Low |
1,083.0 |
1,089.2 |
6.2 |
0.6% |
1,071.8 |
| Close |
1,089.4 |
1,106.4 |
17.0 |
1.6% |
1,091.1 |
| Range |
11.6 |
20.6 |
9.0 |
77.6% |
37.2 |
| ATR |
15.2 |
15.6 |
0.4 |
2.5% |
0.0 |
| Volume |
2,440 |
5,046 |
2,606 |
106.8% |
22,755 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,163.6 |
1,155.6 |
1,117.7 |
|
| R3 |
1,143.0 |
1,135.0 |
1,112.1 |
|
| R2 |
1,122.4 |
1,122.4 |
1,110.2 |
|
| R1 |
1,114.4 |
1,114.4 |
1,108.3 |
1,118.4 |
| PP |
1,101.8 |
1,101.8 |
1,101.8 |
1,103.8 |
| S1 |
1,093.8 |
1,093.8 |
1,104.5 |
1,097.8 |
| S2 |
1,081.2 |
1,081.2 |
1,102.6 |
|
| S3 |
1,060.6 |
1,073.2 |
1,100.7 |
|
| S4 |
1,040.0 |
1,052.6 |
1,095.1 |
|
|
| 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 |
1,109.8 |
1,071.8 |
38.0 |
3.4% |
18.3 |
1.7% |
91% |
True |
False |
4,429 |
| 10 |
1,112.3 |
1,071.8 |
40.5 |
3.7% |
17.7 |
1.6% |
85% |
False |
False |
3,900 |
| 20 |
1,112.3 |
1,059.0 |
53.3 |
4.8% |
13.7 |
1.2% |
89% |
False |
False |
2,675 |
| 40 |
1,112.3 |
1,047.2 |
65.1 |
5.9% |
14.4 |
1.3% |
91% |
False |
False |
2,467 |
| 60 |
1,184.3 |
1,047.2 |
137.1 |
12.4% |
14.1 |
1.3% |
43% |
False |
False |
2,435 |
| 80 |
1,192.4 |
1,047.2 |
145.2 |
13.1% |
13.9 |
1.3% |
41% |
False |
False |
2,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,197.4 |
|
2.618 |
1,163.7 |
|
1.618 |
1,143.1 |
|
1.000 |
1,130.4 |
|
0.618 |
1,122.5 |
|
HIGH |
1,109.8 |
|
0.618 |
1,101.9 |
|
0.500 |
1,099.5 |
|
0.382 |
1,097.1 |
|
LOW |
1,089.2 |
|
0.618 |
1,076.5 |
|
1.000 |
1,068.6 |
|
1.618 |
1,055.9 |
|
2.618 |
1,035.3 |
|
4.250 |
1,001.7 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,104.1 |
1,102.1 |
| PP |
1,101.8 |
1,097.7 |
| S1 |
1,099.5 |
1,093.4 |
|