| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,280.7 |
1,292.0 |
11.3 |
0.9% |
1,280.7 |
| High |
1,297.4 |
1,293.3 |
-4.1 |
-0.3% |
1,307.8 |
| Low |
1,272.0 |
1,279.0 |
7.0 |
0.6% |
1,272.1 |
| Close |
1,291.7 |
1,285.9 |
-5.8 |
-0.4% |
1,292.6 |
| Range |
25.4 |
14.3 |
-11.1 |
-43.7% |
35.7 |
| ATR |
23.1 |
22.5 |
-0.6 |
-2.7% |
0.0 |
| Volume |
186,952 |
180,387 |
-6,565 |
-3.5% |
824,290 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.0 |
1,321.7 |
1,293.8 |
|
| R3 |
1,314.7 |
1,307.4 |
1,289.8 |
|
| R2 |
1,300.4 |
1,300.4 |
1,288.5 |
|
| R1 |
1,293.1 |
1,293.1 |
1,287.2 |
1,289.6 |
| PP |
1,286.1 |
1,286.1 |
1,286.1 |
1,284.3 |
| S1 |
1,278.8 |
1,278.8 |
1,284.6 |
1,275.3 |
| S2 |
1,271.8 |
1,271.8 |
1,283.3 |
|
| S3 |
1,257.5 |
1,264.5 |
1,282.0 |
|
| S4 |
1,243.2 |
1,250.2 |
1,278.0 |
|
|
| 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% |
22.1 |
1.7% |
39% |
False |
False |
180,069 |
| 10 |
1,307.8 |
1,224.9 |
82.9 |
6.4% |
24.6 |
1.9% |
74% |
False |
False |
206,182 |
| 20 |
1,307.8 |
1,167.3 |
140.5 |
10.9% |
22.8 |
1.8% |
84% |
False |
False |
172,397 |
| 40 |
1,307.8 |
1,141.7 |
166.1 |
12.9% |
23.4 |
1.8% |
87% |
False |
False |
158,376 |
| 60 |
1,307.8 |
1,132.0 |
175.8 |
13.7% |
23.0 |
1.8% |
88% |
False |
False |
121,695 |
| 80 |
1,307.8 |
1,132.0 |
175.8 |
13.7% |
20.7 |
1.6% |
88% |
False |
False |
92,426 |
| 100 |
1,307.8 |
1,132.0 |
175.8 |
13.7% |
19.2 |
1.5% |
88% |
False |
False |
74,440 |
| 120 |
1,323.0 |
1,132.0 |
191.0 |
14.9% |
17.9 |
1.4% |
81% |
False |
False |
62,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,354.1 |
|
2.618 |
1,330.7 |
|
1.618 |
1,316.4 |
|
1.000 |
1,307.6 |
|
0.618 |
1,302.1 |
|
HIGH |
1,293.3 |
|
0.618 |
1,287.8 |
|
0.500 |
1,286.2 |
|
0.382 |
1,284.5 |
|
LOW |
1,279.0 |
|
0.618 |
1,270.2 |
|
1.000 |
1,264.7 |
|
1.618 |
1,255.9 |
|
2.618 |
1,241.6 |
|
4.250 |
1,218.2 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,286.2 |
1,285.8 |
| PP |
1,286.1 |
1,285.7 |
| S1 |
1,286.0 |
1,285.6 |
|