| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,199.8 |
1,184.0 |
-15.8 |
-1.3% |
1,194.9 |
| High |
1,203.9 |
1,194.9 |
-9.0 |
-0.7% |
1,210.9 |
| Low |
1,179.5 |
1,167.3 |
-12.2 |
-1.0% |
1,167.3 |
| Close |
1,184.1 |
1,186.2 |
2.1 |
0.2% |
1,186.2 |
| Range |
24.4 |
27.6 |
3.2 |
13.1% |
43.6 |
| ATR |
22.6 |
23.0 |
0.4 |
1.6% |
0.0 |
| Volume |
70,517 |
120,678 |
50,161 |
71.1% |
418,826 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.6 |
1,253.5 |
1,201.4 |
|
| R3 |
1,238.0 |
1,225.9 |
1,193.8 |
|
| R2 |
1,210.4 |
1,210.4 |
1,191.3 |
|
| R1 |
1,198.3 |
1,198.3 |
1,188.7 |
1,204.4 |
| PP |
1,182.8 |
1,182.8 |
1,182.8 |
1,185.8 |
| S1 |
1,170.7 |
1,170.7 |
1,183.7 |
1,176.8 |
| S2 |
1,155.2 |
1,155.2 |
1,181.1 |
|
| S3 |
1,127.6 |
1,143.1 |
1,178.6 |
|
| S4 |
1,100.0 |
1,115.5 |
1,171.0 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.9 |
1,296.2 |
1,210.2 |
|
| R3 |
1,275.3 |
1,252.6 |
1,198.2 |
|
| R2 |
1,231.7 |
1,231.7 |
1,194.2 |
|
| R1 |
1,209.0 |
1,209.0 |
1,190.2 |
1,198.6 |
| PP |
1,188.1 |
1,188.1 |
1,188.1 |
1,182.9 |
| S1 |
1,165.4 |
1,165.4 |
1,182.2 |
1,155.0 |
| S2 |
1,144.5 |
1,144.5 |
1,178.2 |
|
| S3 |
1,100.9 |
1,121.8 |
1,174.2 |
|
| S4 |
1,057.3 |
1,078.2 |
1,162.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,210.9 |
1,167.3 |
43.6 |
3.7% |
25.0 |
2.1% |
43% |
False |
True |
97,201 |
| 10 |
1,213.9 |
1,167.3 |
46.6 |
3.9% |
21.3 |
1.8% |
41% |
False |
True |
97,799 |
| 20 |
1,238.9 |
1,167.3 |
71.6 |
6.0% |
22.1 |
1.9% |
26% |
False |
True |
128,162 |
| 40 |
1,238.9 |
1,132.0 |
106.9 |
9.0% |
23.7 |
2.0% |
51% |
False |
False |
103,916 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.5% |
20.4 |
1.7% |
44% |
False |
False |
71,230 |
| 80 |
1,259.1 |
1,132.0 |
127.1 |
10.7% |
18.8 |
1.6% |
43% |
False |
False |
54,015 |
| 100 |
1,319.4 |
1,132.0 |
187.4 |
15.8% |
17.4 |
1.5% |
29% |
False |
False |
43,493 |
| 120 |
1,325.1 |
1,132.0 |
193.1 |
16.3% |
16.5 |
1.4% |
28% |
False |
False |
36,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,312.2 |
|
2.618 |
1,267.2 |
|
1.618 |
1,239.6 |
|
1.000 |
1,222.5 |
|
0.618 |
1,212.0 |
|
HIGH |
1,194.9 |
|
0.618 |
1,184.4 |
|
0.500 |
1,181.1 |
|
0.382 |
1,177.8 |
|
LOW |
1,167.3 |
|
0.618 |
1,150.2 |
|
1.000 |
1,139.7 |
|
1.618 |
1,122.6 |
|
2.618 |
1,095.0 |
|
4.250 |
1,050.0 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,184.5 |
1,189.1 |
| PP |
1,182.8 |
1,188.1 |
| S1 |
1,181.1 |
1,187.2 |
|