| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,283.3 |
1,258.0 |
-25.3 |
-2.0% |
1,292.8 |
| High |
1,285.4 |
1,284.3 |
-1.1 |
-0.1% |
1,299.2 |
| Low |
1,251.0 |
1,257.0 |
6.0 |
0.5% |
1,251.0 |
| Close |
1,254.6 |
1,278.5 |
23.9 |
1.9% |
1,278.5 |
| Range |
34.4 |
27.3 |
-7.1 |
-20.6% |
48.2 |
| ATR |
23.4 |
23.8 |
0.5 |
1.9% |
0.0 |
| Volume |
67,983 |
8,626 |
-59,357 |
-87.3% |
612,834 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.2 |
1,344.1 |
1,293.5 |
|
| R3 |
1,327.9 |
1,316.8 |
1,286.0 |
|
| R2 |
1,300.6 |
1,300.6 |
1,283.5 |
|
| R1 |
1,289.5 |
1,289.5 |
1,281.0 |
1,295.1 |
| PP |
1,273.3 |
1,273.3 |
1,273.3 |
1,276.0 |
| S1 |
1,262.2 |
1,262.2 |
1,276.0 |
1,267.8 |
| S2 |
1,246.0 |
1,246.0 |
1,273.5 |
|
| S3 |
1,218.7 |
1,234.9 |
1,271.0 |
|
| S4 |
1,191.4 |
1,207.6 |
1,263.5 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.8 |
1,397.9 |
1,305.0 |
|
| R3 |
1,372.6 |
1,349.7 |
1,291.8 |
|
| R2 |
1,324.4 |
1,324.4 |
1,287.3 |
|
| R1 |
1,301.5 |
1,301.5 |
1,282.9 |
1,288.9 |
| PP |
1,276.2 |
1,276.2 |
1,276.2 |
1,269.9 |
| S1 |
1,253.3 |
1,253.3 |
1,274.1 |
1,240.7 |
| S2 |
1,228.0 |
1,228.0 |
1,269.7 |
|
| S3 |
1,179.8 |
1,205.1 |
1,265.2 |
|
| S4 |
1,131.6 |
1,156.9 |
1,252.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,299.2 |
1,251.0 |
48.2 |
3.8% |
25.0 |
2.0% |
57% |
False |
False |
122,566 |
| 10 |
1,307.8 |
1,251.0 |
56.8 |
4.4% |
24.7 |
1.9% |
48% |
False |
False |
165,653 |
| 20 |
1,307.8 |
1,167.3 |
140.5 |
11.0% |
23.1 |
1.8% |
79% |
False |
False |
165,615 |
| 40 |
1,307.8 |
1,167.3 |
140.5 |
11.0% |
22.5 |
1.8% |
79% |
False |
False |
147,499 |
| 60 |
1,307.8 |
1,132.0 |
175.8 |
13.8% |
23.2 |
1.8% |
83% |
False |
False |
122,549 |
| 80 |
1,307.8 |
1,132.0 |
175.8 |
13.8% |
20.9 |
1.6% |
83% |
False |
False |
93,351 |
| 100 |
1,307.8 |
1,132.0 |
175.8 |
13.8% |
19.5 |
1.5% |
83% |
False |
False |
75,160 |
| 120 |
1,319.4 |
1,132.0 |
187.4 |
14.7% |
18.2 |
1.4% |
78% |
False |
False |
62,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,400.3 |
|
2.618 |
1,355.8 |
|
1.618 |
1,328.5 |
|
1.000 |
1,311.6 |
|
0.618 |
1,301.2 |
|
HIGH |
1,284.3 |
|
0.618 |
1,273.9 |
|
0.500 |
1,270.7 |
|
0.382 |
1,267.4 |
|
LOW |
1,257.0 |
|
0.618 |
1,240.1 |
|
1.000 |
1,229.7 |
|
1.618 |
1,212.8 |
|
2.618 |
1,185.5 |
|
4.250 |
1,141.0 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,275.9 |
1,276.4 |
| PP |
1,273.3 |
1,274.3 |
| S1 |
1,270.7 |
1,272.2 |
|