| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,292.8 |
1,280.7 |
-12.1 |
-0.9% |
1,280.7 |
| High |
1,299.2 |
1,297.4 |
-1.8 |
-0.1% |
1,307.8 |
| Low |
1,275.6 |
1,272.0 |
-3.6 |
-0.3% |
1,272.1 |
| Close |
1,279.4 |
1,291.7 |
12.3 |
1.0% |
1,292.6 |
| Range |
23.6 |
25.4 |
1.8 |
7.6% |
35.7 |
| ATR |
23.0 |
23.1 |
0.2 |
0.8% |
0.0 |
| Volume |
168,886 |
186,952 |
18,066 |
10.7% |
824,290 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,363.2 |
1,352.9 |
1,305.7 |
|
| R3 |
1,337.8 |
1,327.5 |
1,298.7 |
|
| R2 |
1,312.4 |
1,312.4 |
1,296.4 |
|
| R1 |
1,302.1 |
1,302.1 |
1,294.0 |
1,307.3 |
| PP |
1,287.0 |
1,287.0 |
1,287.0 |
1,289.6 |
| S1 |
1,276.7 |
1,276.7 |
1,289.4 |
1,281.9 |
| S2 |
1,261.6 |
1,261.6 |
1,287.0 |
|
| S3 |
1,236.2 |
1,251.3 |
1,284.7 |
|
| S4 |
1,210.8 |
1,225.9 |
1,277.7 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.9 |
1,381.0 |
1,312.2 |
|
| R3 |
1,362.2 |
1,345.3 |
1,302.4 |
|
| R2 |
1,326.5 |
1,326.5 |
1,299.1 |
|
| R1 |
1,309.6 |
1,309.6 |
1,295.9 |
1,318.1 |
| PP |
1,290.8 |
1,290.8 |
1,290.8 |
1,295.1 |
| S1 |
1,273.9 |
1,273.9 |
1,289.3 |
1,282.4 |
| S2 |
1,255.1 |
1,255.1 |
1,286.1 |
|
| S3 |
1,219.4 |
1,238.2 |
1,282.8 |
|
| S4 |
1,183.7 |
1,202.5 |
1,273.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,307.8 |
1,272.0 |
35.8 |
2.8% |
23.7 |
1.8% |
55% |
False |
True |
186,070 |
| 10 |
1,307.8 |
1,224.9 |
82.9 |
6.4% |
24.9 |
1.9% |
81% |
False |
False |
206,109 |
| 20 |
1,307.8 |
1,167.3 |
140.5 |
10.9% |
23.0 |
1.8% |
89% |
False |
False |
167,673 |
| 40 |
1,307.8 |
1,141.7 |
166.1 |
12.9% |
24.0 |
1.9% |
90% |
False |
False |
160,228 |
| 60 |
1,307.8 |
1,132.0 |
175.8 |
13.6% |
23.1 |
1.8% |
91% |
False |
False |
118,837 |
| 80 |
1,307.8 |
1,132.0 |
175.8 |
13.6% |
20.7 |
1.6% |
91% |
False |
False |
90,184 |
| 100 |
1,307.8 |
1,132.0 |
175.8 |
13.6% |
19.2 |
1.5% |
91% |
False |
False |
72,666 |
| 120 |
1,323.0 |
1,132.0 |
191.0 |
14.8% |
17.9 |
1.4% |
84% |
False |
False |
60,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,405.4 |
|
2.618 |
1,363.9 |
|
1.618 |
1,338.5 |
|
1.000 |
1,322.8 |
|
0.618 |
1,313.1 |
|
HIGH |
1,297.4 |
|
0.618 |
1,287.7 |
|
0.500 |
1,284.7 |
|
0.382 |
1,281.7 |
|
LOW |
1,272.0 |
|
0.618 |
1,256.3 |
|
1.000 |
1,246.6 |
|
1.618 |
1,230.9 |
|
2.618 |
1,205.5 |
|
4.250 |
1,164.1 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,289.4 |
1,290.3 |
| PP |
1,287.0 |
1,288.9 |
| S1 |
1,284.7 |
1,287.5 |
|