| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,953.0 |
2,932.0 |
-21.0 |
-0.7% |
2,880.0 |
| High |
2,980.0 |
2,973.0 |
-7.0 |
-0.2% |
2,963.0 |
| Low |
2,911.0 |
2,877.0 |
-34.0 |
-1.2% |
2,758.0 |
| Close |
2,959.0 |
2,899.0 |
-60.0 |
-2.0% |
2,950.0 |
| Range |
69.0 |
96.0 |
27.0 |
39.1% |
205.0 |
| ATR |
83.6 |
84.5 |
0.9 |
1.1% |
0.0 |
| Volume |
10,273 |
82,483 |
72,210 |
702.9% |
9,786 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,204.3 |
3,147.7 |
2,951.8 |
|
| R3 |
3,108.3 |
3,051.7 |
2,925.4 |
|
| R2 |
3,012.3 |
3,012.3 |
2,916.6 |
|
| R1 |
2,955.7 |
2,955.7 |
2,907.8 |
2,936.0 |
| PP |
2,916.3 |
2,916.3 |
2,916.3 |
2,906.5 |
| S1 |
2,859.7 |
2,859.7 |
2,890.2 |
2,840.0 |
| S2 |
2,820.3 |
2,820.3 |
2,881.4 |
|
| S3 |
2,724.3 |
2,763.7 |
2,872.6 |
|
| S4 |
2,628.3 |
2,667.7 |
2,846.2 |
|
|
| 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 |
2,863.0 |
117.0 |
4.0% |
82.0 |
2.8% |
31% |
False |
False |
19,623 |
| 10 |
2,980.0 |
2,758.0 |
222.0 |
7.7% |
82.8 |
2.9% |
64% |
False |
False |
10,988 |
| 20 |
3,230.0 |
2,758.0 |
472.0 |
16.3% |
79.6 |
2.7% |
30% |
False |
False |
7,560 |
| 40 |
3,439.0 |
2,758.0 |
681.0 |
23.5% |
68.1 |
2.3% |
21% |
False |
False |
4,176 |
| 60 |
3,439.0 |
2,758.0 |
681.0 |
23.5% |
53.8 |
1.9% |
21% |
False |
False |
2,813 |
| 80 |
3,439.0 |
2,758.0 |
681.0 |
23.5% |
46.0 |
1.6% |
21% |
False |
False |
2,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,381.0 |
|
2.618 |
3,224.3 |
|
1.618 |
3,128.3 |
|
1.000 |
3,069.0 |
|
0.618 |
3,032.3 |
|
HIGH |
2,973.0 |
|
0.618 |
2,936.3 |
|
0.500 |
2,925.0 |
|
0.382 |
2,913.7 |
|
LOW |
2,877.0 |
|
0.618 |
2,817.7 |
|
1.000 |
2,781.0 |
|
1.618 |
2,721.7 |
|
2.618 |
2,625.7 |
|
4.250 |
2,469.0 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,925.0 |
2,921.5 |
| PP |
2,916.3 |
2,914.0 |
| S1 |
2,907.7 |
2,906.5 |
|