| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,229.7 |
1,263.5 |
33.8 |
2.7% |
1,223.0 |
| High |
1,267.2 |
1,282.4 |
15.2 |
1.2% |
1,282.4 |
| Low |
1,226.1 |
1,255.2 |
29.1 |
2.4% |
1,217.5 |
| Close |
1,264.8 |
1,276.9 |
12.1 |
1.0% |
1,276.9 |
| Range |
41.1 |
27.2 |
-13.9 |
-33.8% |
64.9 |
| ATR |
22.3 |
22.7 |
0.3 |
1.6% |
0.0 |
| Volume |
288,788 |
219,412 |
-69,376 |
-24.0% |
1,019,485 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,353.1 |
1,342.2 |
1,291.9 |
|
| R3 |
1,325.9 |
1,315.0 |
1,284.4 |
|
| R2 |
1,298.7 |
1,298.7 |
1,281.9 |
|
| R1 |
1,287.8 |
1,287.8 |
1,279.4 |
1,293.3 |
| PP |
1,271.5 |
1,271.5 |
1,271.5 |
1,274.2 |
| S1 |
1,260.6 |
1,260.6 |
1,274.4 |
1,266.1 |
| S2 |
1,244.3 |
1,244.3 |
1,271.9 |
|
| S3 |
1,217.1 |
1,233.4 |
1,269.4 |
|
| S4 |
1,189.9 |
1,206.2 |
1,261.9 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.6 |
1,430.2 |
1,312.6 |
|
| R3 |
1,388.7 |
1,365.3 |
1,294.7 |
|
| R2 |
1,323.8 |
1,323.8 |
1,288.8 |
|
| R1 |
1,300.4 |
1,300.4 |
1,282.8 |
1,312.1 |
| PP |
1,258.9 |
1,258.9 |
1,258.9 |
1,264.8 |
| S1 |
1,235.5 |
1,235.5 |
1,271.0 |
1,247.2 |
| S2 |
1,194.0 |
1,194.0 |
1,265.0 |
|
| S3 |
1,129.1 |
1,170.6 |
1,259.1 |
|
| S4 |
1,064.2 |
1,105.7 |
1,241.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,282.4 |
1,217.5 |
64.9 |
5.1% |
24.7 |
1.9% |
92% |
True |
False |
203,897 |
| 10 |
1,282.4 |
1,177.8 |
104.6 |
8.2% |
21.5 |
1.7% |
95% |
True |
False |
175,451 |
| 20 |
1,282.4 |
1,167.3 |
115.1 |
9.0% |
21.4 |
1.7% |
95% |
True |
False |
136,625 |
| 40 |
1,282.4 |
1,141.7 |
140.7 |
11.0% |
22.9 |
1.8% |
96% |
True |
False |
141,495 |
| 60 |
1,282.4 |
1,132.0 |
150.4 |
11.8% |
21.9 |
1.7% |
96% |
True |
False |
99,731 |
| 80 |
1,282.4 |
1,132.0 |
150.4 |
11.8% |
19.9 |
1.6% |
96% |
True |
False |
75,607 |
| 100 |
1,298.4 |
1,132.0 |
166.4 |
13.0% |
18.5 |
1.5% |
87% |
False |
False |
60,949 |
| 120 |
1,323.0 |
1,132.0 |
191.0 |
15.0% |
17.3 |
1.4% |
76% |
False |
False |
50,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,398.0 |
|
2.618 |
1,353.6 |
|
1.618 |
1,326.4 |
|
1.000 |
1,309.6 |
|
0.618 |
1,299.2 |
|
HIGH |
1,282.4 |
|
0.618 |
1,272.0 |
|
0.500 |
1,268.8 |
|
0.382 |
1,265.6 |
|
LOW |
1,255.2 |
|
0.618 |
1,238.4 |
|
1.000 |
1,228.0 |
|
1.618 |
1,211.2 |
|
2.618 |
1,184.0 |
|
4.250 |
1,139.6 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,274.2 |
1,269.2 |
| PP |
1,271.5 |
1,261.4 |
| S1 |
1,268.8 |
1,253.7 |
|