| 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 |
2,897.0 |
2,829.0 |
-68.0 |
-2.3% |
2,918.0 |
| High |
2,928.0 |
2,838.0 |
-90.0 |
-3.1% |
3,042.0 |
| Low |
2,860.0 |
2,758.0 |
-102.0 |
-3.6% |
2,830.0 |
| Close |
2,898.0 |
2,793.0 |
-105.0 |
-3.6% |
2,862.0 |
| Range |
68.0 |
80.0 |
12.0 |
17.6% |
212.0 |
| ATR |
79.2 |
83.6 |
4.3 |
5.5% |
0.0 |
| Volume |
5,180 |
2,439 |
-2,741 |
-52.9% |
9,867 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.3 |
2,994.7 |
2,837.0 |
|
| R3 |
2,956.3 |
2,914.7 |
2,815.0 |
|
| R2 |
2,876.3 |
2,876.3 |
2,807.7 |
|
| R1 |
2,834.7 |
2,834.7 |
2,800.3 |
2,815.5 |
| PP |
2,796.3 |
2,796.3 |
2,796.3 |
2,786.8 |
| S1 |
2,754.7 |
2,754.7 |
2,785.7 |
2,735.5 |
| S2 |
2,716.3 |
2,716.3 |
2,778.3 |
|
| S3 |
2,636.3 |
2,674.7 |
2,771.0 |
|
| S4 |
2,556.3 |
2,594.7 |
2,749.0 |
|
|
| 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 |
2,987.0 |
2,758.0 |
229.0 |
8.2% |
85.2 |
3.1% |
15% |
False |
True |
2,405 |
| 10 |
3,042.0 |
2,758.0 |
284.0 |
10.2% |
87.1 |
3.1% |
12% |
False |
True |
2,821 |
| 20 |
3,235.0 |
2,758.0 |
477.0 |
17.1% |
70.9 |
2.5% |
7% |
False |
True |
2,691 |
| 40 |
3,439.0 |
2,758.0 |
681.0 |
24.4% |
58.5 |
2.1% |
5% |
False |
True |
1,712 |
| 60 |
3,439.0 |
2,758.0 |
681.0 |
24.4% |
47.3 |
1.7% |
5% |
False |
True |
1,172 |
| 80 |
3,439.0 |
2,758.0 |
681.0 |
24.4% |
42.8 |
1.5% |
5% |
False |
True |
897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,178.0 |
|
2.618 |
3,047.4 |
|
1.618 |
2,967.4 |
|
1.000 |
2,918.0 |
|
0.618 |
2,887.4 |
|
HIGH |
2,838.0 |
|
0.618 |
2,807.4 |
|
0.500 |
2,798.0 |
|
0.382 |
2,788.6 |
|
LOW |
2,758.0 |
|
0.618 |
2,708.6 |
|
1.000 |
2,678.0 |
|
1.618 |
2,628.6 |
|
2.618 |
2,548.6 |
|
4.250 |
2,418.0 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,798.0 |
2,843.0 |
| PP |
2,796.3 |
2,826.3 |
| S1 |
2,794.7 |
2,809.7 |
|