| Trading Metrics calculated at close of trading on 18-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
18-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,924.0 |
2,880.0 |
-44.0 |
-1.5% |
2,918.0 |
| High |
2,944.0 |
2,903.0 |
-41.0 |
-1.4% |
3,042.0 |
| Low |
2,830.0 |
2,836.0 |
6.0 |
0.2% |
2,830.0 |
| Close |
2,862.0 |
2,855.0 |
-7.0 |
-0.2% |
2,862.0 |
| Range |
114.0 |
67.0 |
-47.0 |
-41.2% |
212.0 |
| ATR |
80.7 |
79.7 |
-1.0 |
-1.2% |
0.0 |
| Volume |
2,227 |
1,196 |
-1,031 |
-46.3% |
9,867 |
|
| Daily Pivots for day following 18-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,065.7 |
3,027.3 |
2,891.9 |
|
| R3 |
2,998.7 |
2,960.3 |
2,873.4 |
|
| R2 |
2,931.7 |
2,931.7 |
2,867.3 |
|
| R1 |
2,893.3 |
2,893.3 |
2,861.1 |
2,879.0 |
| PP |
2,864.7 |
2,864.7 |
2,864.7 |
2,857.5 |
| S1 |
2,826.3 |
2,826.3 |
2,848.9 |
2,812.0 |
| S2 |
2,797.7 |
2,797.7 |
2,842.7 |
|
| S3 |
2,730.7 |
2,759.3 |
2,836.6 |
|
| S4 |
2,663.7 |
2,692.3 |
2,818.2 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,547.3 |
3,416.7 |
2,978.6 |
|
| R3 |
3,335.3 |
3,204.7 |
2,920.3 |
|
| R2 |
3,123.3 |
3,123.3 |
2,900.9 |
|
| R1 |
2,992.7 |
2,992.7 |
2,881.4 |
2,952.0 |
| PP |
2,911.3 |
2,911.3 |
2,911.3 |
2,891.0 |
| S1 |
2,780.7 |
2,780.7 |
2,842.6 |
2,740.0 |
| S2 |
2,699.3 |
2,699.3 |
2,823.1 |
|
| S3 |
2,487.3 |
2,568.7 |
2,803.7 |
|
| S4 |
2,275.3 |
2,356.7 |
2,745.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,042.0 |
2,830.0 |
212.0 |
7.4% |
95.0 |
3.3% |
12% |
False |
False |
1,441 |
| 10 |
3,118.0 |
2,830.0 |
288.0 |
10.1% |
84.0 |
2.9% |
9% |
False |
False |
4,401 |
| 20 |
3,260.0 |
2,830.0 |
430.0 |
15.1% |
68.9 |
2.4% |
6% |
False |
False |
2,574 |
| 40 |
3,439.0 |
2,830.0 |
609.0 |
21.3% |
55.5 |
1.9% |
4% |
False |
False |
1,535 |
| 60 |
3,439.0 |
2,830.0 |
609.0 |
21.3% |
45.7 |
1.6% |
4% |
False |
False |
1,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,187.8 |
|
2.618 |
3,078.4 |
|
1.618 |
3,011.4 |
|
1.000 |
2,970.0 |
|
0.618 |
2,944.4 |
|
HIGH |
2,903.0 |
|
0.618 |
2,877.4 |
|
0.500 |
2,869.5 |
|
0.382 |
2,861.6 |
|
LOW |
2,836.0 |
|
0.618 |
2,794.6 |
|
1.000 |
2,769.0 |
|
1.618 |
2,727.6 |
|
2.618 |
2,660.6 |
|
4.250 |
2,551.3 |
|
|
| Fisher Pivots for day following 18-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,869.5 |
2,908.5 |
| PP |
2,864.7 |
2,890.7 |
| S1 |
2,859.8 |
2,872.8 |
|