| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,292.0 |
1,283.3 |
-8.7 |
-0.7% |
1,280.7 |
| High |
1,293.3 |
1,285.4 |
-7.9 |
-0.6% |
1,307.8 |
| Low |
1,279.0 |
1,251.0 |
-28.0 |
-2.2% |
1,272.1 |
| Close |
1,285.9 |
1,254.6 |
-31.3 |
-2.4% |
1,292.6 |
| Range |
14.3 |
34.4 |
20.1 |
140.6% |
35.7 |
| ATR |
22.5 |
23.4 |
0.9 |
3.9% |
0.0 |
| Volume |
180,387 |
67,983 |
-112,404 |
-62.3% |
824,290 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.9 |
1,345.1 |
1,273.5 |
|
| R3 |
1,332.5 |
1,310.7 |
1,264.1 |
|
| R2 |
1,298.1 |
1,298.1 |
1,260.9 |
|
| R1 |
1,276.3 |
1,276.3 |
1,257.8 |
1,270.0 |
| PP |
1,263.7 |
1,263.7 |
1,263.7 |
1,260.5 |
| S1 |
1,241.9 |
1,241.9 |
1,251.4 |
1,235.6 |
| S2 |
1,229.3 |
1,229.3 |
1,248.3 |
|
| S3 |
1,194.9 |
1,207.5 |
1,245.1 |
|
| S4 |
1,160.5 |
1,173.1 |
1,235.7 |
|
|
| 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 |
1,302.9 |
1,251.0 |
51.9 |
4.1% |
23.3 |
1.9% |
7% |
False |
True |
150,684 |
| 10 |
1,307.8 |
1,226.1 |
81.7 |
6.5% |
26.1 |
2.1% |
35% |
False |
False |
193,669 |
| 20 |
1,307.8 |
1,167.3 |
140.5 |
11.2% |
23.0 |
1.8% |
62% |
False |
False |
168,710 |
| 40 |
1,307.8 |
1,167.3 |
140.5 |
11.2% |
22.3 |
1.8% |
62% |
False |
False |
151,517 |
| 60 |
1,307.8 |
1,132.0 |
175.8 |
14.0% |
22.9 |
1.8% |
70% |
False |
False |
122,581 |
| 80 |
1,307.8 |
1,132.0 |
175.8 |
14.0% |
20.9 |
1.7% |
70% |
False |
False |
93,256 |
| 100 |
1,307.8 |
1,132.0 |
175.8 |
14.0% |
19.4 |
1.5% |
70% |
False |
False |
75,083 |
| 120 |
1,323.0 |
1,132.0 |
191.0 |
15.2% |
18.0 |
1.4% |
64% |
False |
False |
62,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,431.6 |
|
2.618 |
1,375.5 |
|
1.618 |
1,341.1 |
|
1.000 |
1,319.8 |
|
0.618 |
1,306.7 |
|
HIGH |
1,285.4 |
|
0.618 |
1,272.3 |
|
0.500 |
1,268.2 |
|
0.382 |
1,264.1 |
|
LOW |
1,251.0 |
|
0.618 |
1,229.7 |
|
1.000 |
1,216.6 |
|
1.618 |
1,195.3 |
|
2.618 |
1,160.9 |
|
4.250 |
1,104.8 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,268.2 |
1,274.2 |
| PP |
1,263.7 |
1,267.7 |
| S1 |
1,259.1 |
1,261.1 |
|