| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,995.0 |
2,918.0 |
-77.0 |
-2.6% |
3,136.0 |
| High |
3,030.0 |
2,992.0 |
-38.0 |
-1.3% |
3,136.0 |
| Low |
2,923.0 |
2,918.0 |
-5.0 |
-0.2% |
2,923.0 |
| Close |
2,955.0 |
2,957.0 |
2.0 |
0.1% |
2,955.0 |
| Range |
107.0 |
74.0 |
-33.0 |
-30.8% |
213.0 |
| ATR |
72.0 |
72.2 |
0.1 |
0.2% |
0.0 |
| Volume |
168 |
3,854 |
3,686 |
2,194.0% |
33,392 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,177.7 |
3,141.3 |
2,997.7 |
|
| R3 |
3,103.7 |
3,067.3 |
2,977.4 |
|
| R2 |
3,029.7 |
3,029.7 |
2,970.6 |
|
| R1 |
2,993.3 |
2,993.3 |
2,963.8 |
3,011.5 |
| PP |
2,955.7 |
2,955.7 |
2,955.7 |
2,964.8 |
| S1 |
2,919.3 |
2,919.3 |
2,950.2 |
2,937.5 |
| S2 |
2,881.7 |
2,881.7 |
2,943.4 |
|
| S3 |
2,807.7 |
2,845.3 |
2,936.7 |
|
| S4 |
2,733.7 |
2,771.3 |
2,916.3 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,643.7 |
3,512.3 |
3,072.2 |
|
| R3 |
3,430.7 |
3,299.3 |
3,013.6 |
|
| R2 |
3,217.7 |
3,217.7 |
2,994.1 |
|
| R1 |
3,086.3 |
3,086.3 |
2,974.5 |
3,045.5 |
| PP |
3,004.7 |
3,004.7 |
3,004.7 |
2,984.3 |
| S1 |
2,873.3 |
2,873.3 |
2,935.5 |
2,832.5 |
| S2 |
2,791.7 |
2,791.7 |
2,916.0 |
|
| S3 |
2,578.7 |
2,660.3 |
2,896.4 |
|
| S4 |
2,365.7 |
2,447.3 |
2,837.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,118.0 |
2,918.0 |
200.0 |
6.8% |
73.0 |
2.5% |
20% |
False |
True |
7,361 |
| 10 |
3,235.0 |
2,918.0 |
317.0 |
10.7% |
59.3 |
2.0% |
12% |
False |
True |
3,816 |
| 20 |
3,260.0 |
2,918.0 |
342.0 |
11.6% |
58.2 |
2.0% |
11% |
False |
True |
2,333 |
| 40 |
3,439.0 |
2,918.0 |
521.0 |
17.6% |
47.0 |
1.6% |
7% |
False |
True |
1,355 |
| 60 |
3,439.0 |
2,918.0 |
521.0 |
17.6% |
39.1 |
1.3% |
7% |
False |
True |
946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,306.5 |
|
2.618 |
3,185.7 |
|
1.618 |
3,111.7 |
|
1.000 |
3,066.0 |
|
0.618 |
3,037.7 |
|
HIGH |
2,992.0 |
|
0.618 |
2,963.7 |
|
0.500 |
2,955.0 |
|
0.382 |
2,946.3 |
|
LOW |
2,918.0 |
|
0.618 |
2,872.3 |
|
1.000 |
2,844.0 |
|
1.618 |
2,798.3 |
|
2.618 |
2,724.3 |
|
4.250 |
2,603.5 |
|
|