| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,263.5 |
1,280.7 |
17.2 |
1.4% |
1,223.0 |
| High |
1,282.4 |
1,297.2 |
14.8 |
1.2% |
1,282.4 |
| Low |
1,255.2 |
1,272.1 |
16.9 |
1.3% |
1,217.5 |
| Close |
1,276.9 |
1,294.2 |
17.3 |
1.4% |
1,276.9 |
| Range |
27.2 |
25.1 |
-2.1 |
-7.7% |
64.9 |
| ATR |
22.7 |
22.8 |
0.2 |
0.8% |
0.0 |
| Volume |
219,412 |
249,777 |
30,365 |
13.8% |
1,019,485 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,363.1 |
1,353.8 |
1,308.0 |
|
| R3 |
1,338.0 |
1,328.7 |
1,301.1 |
|
| R2 |
1,312.9 |
1,312.9 |
1,298.8 |
|
| R1 |
1,303.6 |
1,303.6 |
1,296.5 |
1,308.3 |
| PP |
1,287.8 |
1,287.8 |
1,287.8 |
1,290.2 |
| S1 |
1,278.5 |
1,278.5 |
1,291.9 |
1,283.2 |
| S2 |
1,262.7 |
1,262.7 |
1,289.6 |
|
| S3 |
1,237.6 |
1,253.4 |
1,287.3 |
|
| S4 |
1,212.5 |
1,228.3 |
1,280.4 |
|
|
| 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 |
1,297.2 |
1,224.9 |
72.3 |
5.6% |
26.0 |
2.0% |
96% |
True |
False |
226,147 |
| 10 |
1,297.2 |
1,201.6 |
95.6 |
7.4% |
21.0 |
1.6% |
97% |
True |
False |
185,517 |
| 20 |
1,297.2 |
1,167.3 |
129.9 |
10.0% |
21.4 |
1.7% |
98% |
True |
False |
142,247 |
| 40 |
1,297.2 |
1,141.7 |
155.5 |
12.0% |
22.8 |
1.8% |
98% |
True |
False |
146,696 |
| 60 |
1,297.2 |
1,132.0 |
165.2 |
12.8% |
22.2 |
1.7% |
98% |
True |
False |
103,780 |
| 80 |
1,297.2 |
1,132.0 |
165.2 |
12.8% |
20.1 |
1.6% |
98% |
True |
False |
78,693 |
| 100 |
1,298.4 |
1,132.0 |
166.4 |
12.9% |
18.6 |
1.4% |
97% |
False |
False |
63,441 |
| 120 |
1,323.0 |
1,132.0 |
191.0 |
14.8% |
17.4 |
1.3% |
85% |
False |
False |
53,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,403.9 |
|
2.618 |
1,362.9 |
|
1.618 |
1,337.8 |
|
1.000 |
1,322.3 |
|
0.618 |
1,312.7 |
|
HIGH |
1,297.2 |
|
0.618 |
1,287.6 |
|
0.500 |
1,284.7 |
|
0.382 |
1,281.7 |
|
LOW |
1,272.1 |
|
0.618 |
1,256.6 |
|
1.000 |
1,247.0 |
|
1.618 |
1,231.5 |
|
2.618 |
1,206.4 |
|
4.250 |
1,165.4 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,291.0 |
1,283.4 |
| PP |
1,287.8 |
1,272.5 |
| S1 |
1,284.7 |
1,261.7 |
|