| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,955.0 |
2,872.0 |
-83.0 |
-2.8% |
2,880.0 |
| High |
2,960.0 |
2,962.0 |
2.0 |
0.1% |
2,963.0 |
| Low |
2,901.0 |
2,863.0 |
-38.0 |
-1.3% |
2,758.0 |
| Close |
2,922.0 |
2,954.0 |
32.0 |
1.1% |
2,950.0 |
| Range |
59.0 |
99.0 |
40.0 |
67.8% |
205.0 |
| ATR |
83.6 |
84.7 |
1.1 |
1.3% |
0.0 |
| Volume |
2,123 |
2,993 |
870 |
41.0% |
9,786 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,223.3 |
3,187.7 |
3,008.5 |
|
| R3 |
3,124.3 |
3,088.7 |
2,981.2 |
|
| R2 |
3,025.3 |
3,025.3 |
2,972.2 |
|
| R1 |
2,989.7 |
2,989.7 |
2,963.1 |
3,007.5 |
| PP |
2,926.3 |
2,926.3 |
2,926.3 |
2,935.3 |
| S1 |
2,890.7 |
2,890.7 |
2,944.9 |
2,908.5 |
| S2 |
2,827.3 |
2,827.3 |
2,935.9 |
|
| S3 |
2,728.3 |
2,791.7 |
2,926.8 |
|
| S4 |
2,629.3 |
2,692.7 |
2,899.6 |
|
|
| 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 |
6.9% |
82.8 |
2.8% |
96% |
False |
False |
1,705 |
| 10 |
3,042.0 |
2,758.0 |
284.0 |
9.6% |
88.1 |
3.0% |
69% |
False |
False |
2,051 |
| 20 |
3,235.0 |
2,758.0 |
477.0 |
16.1% |
74.7 |
2.5% |
41% |
False |
False |
2,951 |
| 40 |
3,439.0 |
2,758.0 |
681.0 |
23.1% |
65.0 |
2.2% |
29% |
False |
False |
1,858 |
| 60 |
3,439.0 |
2,758.0 |
681.0 |
23.1% |
51.5 |
1.7% |
29% |
False |
False |
1,268 |
| 80 |
3,439.0 |
2,758.0 |
681.0 |
23.1% |
45.7 |
1.5% |
29% |
False |
False |
972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,382.8 |
|
2.618 |
3,221.2 |
|
1.618 |
3,122.2 |
|
1.000 |
3,061.0 |
|
0.618 |
3,023.2 |
|
HIGH |
2,962.0 |
|
0.618 |
2,924.2 |
|
0.500 |
2,912.5 |
|
0.382 |
2,900.8 |
|
LOW |
2,863.0 |
|
0.618 |
2,801.8 |
|
1.000 |
2,764.0 |
|
1.618 |
2,702.8 |
|
2.618 |
2,603.8 |
|
4.250 |
2,442.3 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,940.2 |
2,940.3 |
| PP |
2,926.3 |
2,926.7 |
| S1 |
2,912.5 |
2,913.0 |
|