| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,829.0 |
2,800.0 |
-29.0 |
-1.0% |
2,918.0 |
| High |
2,838.0 |
2,884.0 |
46.0 |
1.6% |
3,042.0 |
| Low |
2,758.0 |
2,795.0 |
37.0 |
1.3% |
2,830.0 |
| Close |
2,793.0 |
2,859.0 |
66.0 |
2.4% |
2,862.0 |
| Range |
80.0 |
89.0 |
9.0 |
11.3% |
212.0 |
| ATR |
83.6 |
84.1 |
0.5 |
0.6% |
0.0 |
| Volume |
2,439 |
724 |
-1,715 |
-70.3% |
9,867 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,113.0 |
3,075.0 |
2,908.0 |
|
| R3 |
3,024.0 |
2,986.0 |
2,883.5 |
|
| R2 |
2,935.0 |
2,935.0 |
2,875.3 |
|
| R1 |
2,897.0 |
2,897.0 |
2,867.2 |
2,916.0 |
| PP |
2,846.0 |
2,846.0 |
2,846.0 |
2,855.5 |
| S1 |
2,808.0 |
2,808.0 |
2,850.8 |
2,827.0 |
| S2 |
2,757.0 |
2,757.0 |
2,842.7 |
|
| S3 |
2,668.0 |
2,719.0 |
2,834.5 |
|
| S4 |
2,579.0 |
2,630.0 |
2,810.1 |
|
|
| 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 |
2,944.0 |
2,758.0 |
186.0 |
6.5% |
83.6 |
2.9% |
54% |
False |
False |
2,353 |
| 10 |
3,042.0 |
2,758.0 |
284.0 |
9.9% |
89.3 |
3.1% |
36% |
False |
False |
1,957 |
| 20 |
3,235.0 |
2,758.0 |
477.0 |
16.7% |
72.2 |
2.5% |
21% |
False |
False |
2,719 |
| 40 |
3,439.0 |
2,758.0 |
681.0 |
23.8% |
60.1 |
2.1% |
15% |
False |
False |
1,727 |
| 60 |
3,439.0 |
2,758.0 |
681.0 |
23.8% |
48.0 |
1.7% |
15% |
False |
False |
1,184 |
| 80 |
3,439.0 |
2,758.0 |
681.0 |
23.8% |
43.9 |
1.5% |
15% |
False |
False |
906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,262.3 |
|
2.618 |
3,117.0 |
|
1.618 |
3,028.0 |
|
1.000 |
2,973.0 |
|
0.618 |
2,939.0 |
|
HIGH |
2,884.0 |
|
0.618 |
2,850.0 |
|
0.500 |
2,839.5 |
|
0.382 |
2,829.0 |
|
LOW |
2,795.0 |
|
0.618 |
2,740.0 |
|
1.000 |
2,706.0 |
|
1.618 |
2,651.0 |
|
2.618 |
2,562.0 |
|
4.250 |
2,416.8 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,852.5 |
2,853.7 |
| PP |
2,846.0 |
2,848.3 |
| S1 |
2,839.5 |
2,843.0 |
|