| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,918.0 |
2,953.0 |
35.0 |
1.2% |
3,136.0 |
| High |
2,992.0 |
3,016.0 |
24.0 |
0.8% |
3,136.0 |
| Low |
2,918.0 |
2,940.0 |
22.0 |
0.8% |
2,923.0 |
| Close |
2,957.0 |
2,986.0 |
29.0 |
1.0% |
2,955.0 |
| Range |
74.0 |
76.0 |
2.0 |
2.7% |
213.0 |
| ATR |
72.2 |
72.4 |
0.3 |
0.4% |
0.0 |
| Volume |
3,854 |
404 |
-3,450 |
-89.5% |
33,392 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,208.7 |
3,173.3 |
3,027.8 |
|
| R3 |
3,132.7 |
3,097.3 |
3,006.9 |
|
| R2 |
3,056.7 |
3,056.7 |
2,999.9 |
|
| R1 |
3,021.3 |
3,021.3 |
2,993.0 |
3,039.0 |
| PP |
2,980.7 |
2,980.7 |
2,980.7 |
2,989.5 |
| S1 |
2,945.3 |
2,945.3 |
2,979.0 |
2,963.0 |
| S2 |
2,904.7 |
2,904.7 |
2,972.1 |
|
| S3 |
2,828.7 |
2,869.3 |
2,965.1 |
|
| S4 |
2,752.7 |
2,793.3 |
2,944.2 |
|
|
| 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 |
3,080.0 |
2,918.0 |
162.0 |
5.4% |
76.0 |
2.5% |
42% |
False |
False |
7,262 |
| 10 |
3,235.0 |
2,918.0 |
317.0 |
10.6% |
61.3 |
2.1% |
21% |
False |
False |
3,852 |
| 20 |
3,260.0 |
2,918.0 |
342.0 |
11.5% |
59.2 |
2.0% |
20% |
False |
False |
2,353 |
| 40 |
3,439.0 |
2,918.0 |
521.0 |
17.4% |
48.4 |
1.6% |
13% |
False |
False |
1,365 |
| 60 |
3,439.0 |
2,918.0 |
521.0 |
17.4% |
40.0 |
1.3% |
13% |
False |
False |
952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,339.0 |
|
2.618 |
3,215.0 |
|
1.618 |
3,139.0 |
|
1.000 |
3,092.0 |
|
0.618 |
3,063.0 |
|
HIGH |
3,016.0 |
|
0.618 |
2,987.0 |
|
0.500 |
2,978.0 |
|
0.382 |
2,969.0 |
|
LOW |
2,940.0 |
|
0.618 |
2,893.0 |
|
1.000 |
2,864.0 |
|
1.618 |
2,817.0 |
|
2.618 |
2,741.0 |
|
4.250 |
2,617.0 |
|
|