| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
2,932.0 |
2,945.0 |
13.0 |
0.4% |
2,955.0 |
| High |
2,973.0 |
2,980.0 |
7.0 |
0.2% |
2,980.0 |
| Low |
2,877.0 |
2,915.0 |
38.0 |
1.3% |
2,863.0 |
| Close |
2,899.0 |
2,953.0 |
54.0 |
1.9% |
2,953.0 |
| Range |
96.0 |
65.0 |
-31.0 |
-32.3% |
117.0 |
| ATR |
84.5 |
84.2 |
-0.2 |
-0.3% |
0.0 |
| Volume |
82,483 |
2,106 |
-80,377 |
-97.4% |
99,978 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,144.3 |
3,113.7 |
2,988.8 |
|
| R3 |
3,079.3 |
3,048.7 |
2,970.9 |
|
| R2 |
3,014.3 |
3,014.3 |
2,964.9 |
|
| R1 |
2,983.7 |
2,983.7 |
2,959.0 |
2,999.0 |
| PP |
2,949.3 |
2,949.3 |
2,949.3 |
2,957.0 |
| S1 |
2,918.7 |
2,918.7 |
2,947.0 |
2,934.0 |
| S2 |
2,884.3 |
2,884.3 |
2,941.1 |
|
| S3 |
2,819.3 |
2,853.7 |
2,935.1 |
|
| S4 |
2,754.3 |
2,788.7 |
2,917.3 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,283.0 |
3,235.0 |
3,017.4 |
|
| R3 |
3,166.0 |
3,118.0 |
2,985.2 |
|
| R2 |
3,049.0 |
3,049.0 |
2,974.5 |
|
| R1 |
3,001.0 |
3,001.0 |
2,963.7 |
2,966.5 |
| PP |
2,932.0 |
2,932.0 |
2,932.0 |
2,914.8 |
| S1 |
2,884.0 |
2,884.0 |
2,942.3 |
2,849.5 |
| S2 |
2,815.0 |
2,815.0 |
2,931.6 |
|
| S3 |
2,698.0 |
2,767.0 |
2,920.8 |
|
| S4 |
2,581.0 |
2,650.0 |
2,888.7 |
|
|
| 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% |
77.6 |
2.6% |
77% |
True |
False |
19,995 |
| 10 |
2,980.0 |
2,758.0 |
222.0 |
7.5% |
77.9 |
2.6% |
88% |
True |
False |
10,976 |
| 20 |
3,136.0 |
2,758.0 |
378.0 |
12.8% |
81.0 |
2.7% |
52% |
False |
False |
7,651 |
| 40 |
3,439.0 |
2,758.0 |
681.0 |
23.1% |
68.8 |
2.3% |
29% |
False |
False |
4,229 |
| 60 |
3,439.0 |
2,758.0 |
681.0 |
23.1% |
54.1 |
1.8% |
29% |
False |
False |
2,838 |
| 80 |
3,439.0 |
2,758.0 |
681.0 |
23.1% |
46.1 |
1.6% |
29% |
False |
False |
2,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,256.3 |
|
2.618 |
3,150.2 |
|
1.618 |
3,085.2 |
|
1.000 |
3,045.0 |
|
0.618 |
3,020.2 |
|
HIGH |
2,980.0 |
|
0.618 |
2,955.2 |
|
0.500 |
2,947.5 |
|
0.382 |
2,939.8 |
|
LOW |
2,915.0 |
|
0.618 |
2,874.8 |
|
1.000 |
2,850.0 |
|
1.618 |
2,809.8 |
|
2.618 |
2,744.8 |
|
4.250 |
2,638.8 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,951.2 |
2,944.8 |
| PP |
2,949.3 |
2,936.7 |
| S1 |
2,947.5 |
2,928.5 |
|