| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,876.0 |
2,955.0 |
79.0 |
2.7% |
2,880.0 |
| High |
2,963.0 |
2,960.0 |
-3.0 |
-0.1% |
2,963.0 |
| Low |
2,876.0 |
2,901.0 |
25.0 |
0.9% |
2,758.0 |
| Close |
2,950.0 |
2,922.0 |
-28.0 |
-0.9% |
2,950.0 |
| Range |
87.0 |
59.0 |
-28.0 |
-32.2% |
205.0 |
| ATR |
85.5 |
83.6 |
-1.9 |
-2.2% |
0.0 |
| Volume |
247 |
2,123 |
1,876 |
759.5% |
9,786 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.7 |
3,072.3 |
2,954.5 |
|
| R3 |
3,045.7 |
3,013.3 |
2,938.2 |
|
| R2 |
2,986.7 |
2,986.7 |
2,932.8 |
|
| R1 |
2,954.3 |
2,954.3 |
2,927.4 |
2,941.0 |
| PP |
2,927.7 |
2,927.7 |
2,927.7 |
2,921.0 |
| S1 |
2,895.3 |
2,895.3 |
2,916.6 |
2,882.0 |
| S2 |
2,868.7 |
2,868.7 |
2,911.2 |
|
| S3 |
2,809.7 |
2,836.3 |
2,905.8 |
|
| S4 |
2,750.7 |
2,777.3 |
2,889.6 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,505.3 |
3,432.7 |
3,062.8 |
|
| R3 |
3,300.3 |
3,227.7 |
3,006.4 |
|
| R2 |
3,095.3 |
3,095.3 |
2,987.6 |
|
| R1 |
3,022.7 |
3,022.7 |
2,968.8 |
3,059.0 |
| PP |
2,890.3 |
2,890.3 |
2,890.3 |
2,908.5 |
| S1 |
2,817.7 |
2,817.7 |
2,931.2 |
2,854.0 |
| S2 |
2,685.3 |
2,685.3 |
2,912.4 |
|
| S3 |
2,480.3 |
2,612.7 |
2,893.6 |
|
| S4 |
2,275.3 |
2,407.7 |
2,837.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,963.0 |
2,758.0 |
205.0 |
7.0% |
76.6 |
2.6% |
80% |
False |
False |
2,142 |
| 10 |
3,042.0 |
2,758.0 |
284.0 |
9.7% |
85.8 |
2.9% |
58% |
False |
False |
1,792 |
| 20 |
3,235.0 |
2,758.0 |
477.0 |
16.3% |
72.6 |
2.5% |
34% |
False |
False |
2,804 |
| 40 |
3,439.0 |
2,758.0 |
681.0 |
23.3% |
62.7 |
2.1% |
24% |
False |
False |
1,784 |
| 60 |
3,439.0 |
2,758.0 |
681.0 |
23.3% |
50.2 |
1.7% |
24% |
False |
False |
1,218 |
| 80 |
3,439.0 |
2,758.0 |
681.0 |
23.3% |
44.7 |
1.5% |
24% |
False |
False |
935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,210.8 |
|
2.618 |
3,114.5 |
|
1.618 |
3,055.5 |
|
1.000 |
3,019.0 |
|
0.618 |
2,996.5 |
|
HIGH |
2,960.0 |
|
0.618 |
2,937.5 |
|
0.500 |
2,930.5 |
|
0.382 |
2,923.5 |
|
LOW |
2,901.0 |
|
0.618 |
2,864.5 |
|
1.000 |
2,842.0 |
|
1.618 |
2,805.5 |
|
2.618 |
2,746.5 |
|
4.250 |
2,650.3 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,930.5 |
2,907.7 |
| PP |
2,927.7 |
2,893.3 |
| S1 |
2,924.8 |
2,879.0 |
|