| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,872.0 |
2,953.0 |
81.0 |
2.8% |
2,880.0 |
| High |
2,962.0 |
2,980.0 |
18.0 |
0.6% |
2,963.0 |
| Low |
2,863.0 |
2,911.0 |
48.0 |
1.7% |
2,758.0 |
| Close |
2,954.0 |
2,959.0 |
5.0 |
0.2% |
2,950.0 |
| Range |
99.0 |
69.0 |
-30.0 |
-30.3% |
205.0 |
| ATR |
84.7 |
83.6 |
-1.1 |
-1.3% |
0.0 |
| Volume |
2,993 |
10,273 |
7,280 |
243.2% |
9,786 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,157.0 |
3,127.0 |
2,997.0 |
|
| R3 |
3,088.0 |
3,058.0 |
2,978.0 |
|
| R2 |
3,019.0 |
3,019.0 |
2,971.7 |
|
| R1 |
2,989.0 |
2,989.0 |
2,965.3 |
3,004.0 |
| PP |
2,950.0 |
2,950.0 |
2,950.0 |
2,957.5 |
| S1 |
2,920.0 |
2,920.0 |
2,952.7 |
2,935.0 |
| S2 |
2,881.0 |
2,881.0 |
2,946.4 |
|
| S3 |
2,812.0 |
2,851.0 |
2,940.0 |
|
| S4 |
2,743.0 |
2,782.0 |
2,921.1 |
|
|
| 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 |
2,980.0 |
2,795.0 |
185.0 |
6.3% |
80.6 |
2.7% |
89% |
True |
False |
3,272 |
| 10 |
2,987.0 |
2,758.0 |
229.0 |
7.7% |
82.9 |
2.8% |
88% |
False |
False |
2,838 |
| 20 |
3,235.0 |
2,758.0 |
477.0 |
16.1% |
76.3 |
2.6% |
42% |
False |
False |
3,437 |
| 40 |
3,439.0 |
2,758.0 |
681.0 |
23.0% |
66.1 |
2.2% |
30% |
False |
False |
2,115 |
| 60 |
3,439.0 |
2,758.0 |
681.0 |
23.0% |
52.5 |
1.8% |
30% |
False |
False |
1,438 |
| 80 |
3,439.0 |
2,758.0 |
681.0 |
23.0% |
45.7 |
1.5% |
30% |
False |
False |
1,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,273.3 |
|
2.618 |
3,160.6 |
|
1.618 |
3,091.6 |
|
1.000 |
3,049.0 |
|
0.618 |
3,022.6 |
|
HIGH |
2,980.0 |
|
0.618 |
2,953.6 |
|
0.500 |
2,945.5 |
|
0.382 |
2,937.4 |
|
LOW |
2,911.0 |
|
0.618 |
2,868.4 |
|
1.000 |
2,842.0 |
|
1.618 |
2,799.4 |
|
2.618 |
2,730.4 |
|
4.250 |
2,617.8 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,954.5 |
2,946.5 |
| PP |
2,950.0 |
2,934.0 |
| S1 |
2,945.5 |
2,921.5 |
|