| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,880.0 |
2,897.0 |
17.0 |
0.6% |
2,918.0 |
| High |
2,903.0 |
2,928.0 |
25.0 |
0.9% |
3,042.0 |
| Low |
2,836.0 |
2,860.0 |
24.0 |
0.8% |
2,830.0 |
| Close |
2,855.0 |
2,898.0 |
43.0 |
1.5% |
2,862.0 |
| Range |
67.0 |
68.0 |
1.0 |
1.5% |
212.0 |
| ATR |
79.7 |
79.2 |
-0.5 |
-0.6% |
0.0 |
| Volume |
1,196 |
5,180 |
3,984 |
333.1% |
9,867 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,099.3 |
3,066.7 |
2,935.4 |
|
| R3 |
3,031.3 |
2,998.7 |
2,916.7 |
|
| R2 |
2,963.3 |
2,963.3 |
2,910.5 |
|
| R1 |
2,930.7 |
2,930.7 |
2,904.2 |
2,947.0 |
| PP |
2,895.3 |
2,895.3 |
2,895.3 |
2,903.5 |
| S1 |
2,862.7 |
2,862.7 |
2,891.8 |
2,879.0 |
| S2 |
2,827.3 |
2,827.3 |
2,885.5 |
|
| S3 |
2,759.3 |
2,794.7 |
2,879.3 |
|
| S4 |
2,691.3 |
2,726.7 |
2,860.6 |
|
|
| 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 |
7.3% |
93.4 |
3.2% |
32% |
False |
False |
2,397 |
| 10 |
3,080.0 |
2,830.0 |
250.0 |
8.6% |
84.7 |
2.9% |
27% |
False |
False |
4,829 |
| 20 |
3,260.0 |
2,830.0 |
430.0 |
14.8% |
69.1 |
2.4% |
16% |
False |
False |
2,688 |
| 40 |
3,439.0 |
2,830.0 |
609.0 |
21.0% |
57.2 |
2.0% |
11% |
False |
False |
1,651 |
| 60 |
3,439.0 |
2,830.0 |
609.0 |
21.0% |
46.3 |
1.6% |
11% |
False |
False |
1,149 |
| 80 |
3,439.0 |
2,830.0 |
609.0 |
21.0% |
42.7 |
1.5% |
11% |
False |
False |
867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,217.0 |
|
2.618 |
3,106.0 |
|
1.618 |
3,038.0 |
|
1.000 |
2,996.0 |
|
0.618 |
2,970.0 |
|
HIGH |
2,928.0 |
|
0.618 |
2,902.0 |
|
0.500 |
2,894.0 |
|
0.382 |
2,886.0 |
|
LOW |
2,860.0 |
|
0.618 |
2,818.0 |
|
1.000 |
2,792.0 |
|
1.618 |
2,750.0 |
|
2.618 |
2,682.0 |
|
4.250 |
2,571.0 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,896.7 |
2,894.3 |
| PP |
2,895.3 |
2,890.7 |
| S1 |
2,894.0 |
2,887.0 |
|