| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,187.8 |
1,204.0 |
16.2 |
1.4% |
1,194.9 |
| High |
1,207.5 |
1,223.3 |
15.8 |
1.3% |
1,210.9 |
| Low |
1,177.8 |
1,201.6 |
23.8 |
2.0% |
1,167.3 |
| Close |
1,204.0 |
1,219.4 |
15.4 |
1.3% |
1,186.2 |
| Range |
29.7 |
21.7 |
-8.0 |
-26.9% |
43.6 |
| ATR |
23.5 |
23.4 |
-0.1 |
-0.5% |
0.0 |
| Volume |
149,112 |
190,357 |
41,245 |
27.7% |
418,826 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,279.9 |
1,271.3 |
1,231.3 |
|
| R3 |
1,258.2 |
1,249.6 |
1,225.4 |
|
| R2 |
1,236.5 |
1,236.5 |
1,223.4 |
|
| R1 |
1,227.9 |
1,227.9 |
1,221.4 |
1,232.2 |
| PP |
1,214.8 |
1,214.8 |
1,214.8 |
1,216.9 |
| S1 |
1,206.2 |
1,206.2 |
1,217.4 |
1,210.5 |
| S2 |
1,193.1 |
1,193.1 |
1,215.4 |
|
| S3 |
1,171.4 |
1,184.5 |
1,213.4 |
|
| S4 |
1,149.7 |
1,162.8 |
1,207.5 |
|
|
| 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 |
1,223.3 |
1,167.3 |
56.0 |
4.6% |
26.8 |
2.2% |
93% |
True |
False |
134,477 |
| 10 |
1,223.3 |
1,167.3 |
56.0 |
4.6% |
23.1 |
1.9% |
93% |
True |
False |
110,679 |
| 20 |
1,238.9 |
1,167.3 |
71.6 |
5.9% |
23.0 |
1.9% |
73% |
False |
False |
131,389 |
| 40 |
1,238.9 |
1,132.0 |
106.9 |
8.8% |
24.0 |
2.0% |
82% |
False |
False |
111,571 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.2% |
20.8 |
1.7% |
70% |
False |
False |
76,805 |
| 80 |
1,256.2 |
1,132.0 |
124.2 |
10.2% |
19.1 |
1.6% |
70% |
False |
False |
58,168 |
| 100 |
1,319.4 |
1,132.0 |
187.4 |
15.4% |
17.7 |
1.5% |
47% |
False |
False |
46,858 |
| 120 |
1,325.1 |
1,132.0 |
193.1 |
15.8% |
16.7 |
1.4% |
45% |
False |
False |
39,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,315.5 |
|
2.618 |
1,280.1 |
|
1.618 |
1,258.4 |
|
1.000 |
1,245.0 |
|
0.618 |
1,236.7 |
|
HIGH |
1,223.3 |
|
0.618 |
1,215.0 |
|
0.500 |
1,212.5 |
|
0.382 |
1,209.9 |
|
LOW |
1,201.6 |
|
0.618 |
1,188.2 |
|
1.000 |
1,179.9 |
|
1.618 |
1,166.5 |
|
2.618 |
1,144.8 |
|
4.250 |
1,109.4 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,217.1 |
1,211.4 |
| PP |
1,214.8 |
1,203.3 |
| S1 |
1,212.5 |
1,195.3 |
|