| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,179.0 |
3,134.0 |
-45.0 |
-1.4% |
3,200.0 |
| High |
3,183.0 |
3,175.0 |
-8.0 |
-0.3% |
3,212.0 |
| Low |
3,124.0 |
3,107.0 |
-17.0 |
-0.5% |
3,107.0 |
| Close |
3,133.0 |
3,136.0 |
3.0 |
0.1% |
3,136.0 |
| Range |
59.0 |
68.0 |
9.0 |
15.3% |
105.0 |
| ATR |
72.3 |
72.0 |
-0.3 |
-0.4% |
0.0 |
| Volume |
647,820 |
1,498,910 |
851,090 |
131.4% |
2,667,580 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,343.3 |
3,307.7 |
3,173.4 |
|
| R3 |
3,275.3 |
3,239.7 |
3,154.7 |
|
| R2 |
3,207.3 |
3,207.3 |
3,148.5 |
|
| R1 |
3,171.7 |
3,171.7 |
3,142.2 |
3,189.5 |
| PP |
3,139.3 |
3,139.3 |
3,139.3 |
3,148.3 |
| S1 |
3,103.7 |
3,103.7 |
3,129.8 |
3,121.5 |
| S2 |
3,071.3 |
3,071.3 |
3,123.5 |
|
| S3 |
3,003.3 |
3,035.7 |
3,117.3 |
|
| S4 |
2,935.3 |
2,967.7 |
3,098.6 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,466.7 |
3,406.3 |
3,193.8 |
|
| R3 |
3,361.7 |
3,301.3 |
3,164.9 |
|
| R2 |
3,256.7 |
3,256.7 |
3,155.3 |
|
| R1 |
3,196.3 |
3,196.3 |
3,145.6 |
3,174.0 |
| PP |
3,151.7 |
3,151.7 |
3,151.7 |
3,140.5 |
| S1 |
3,091.3 |
3,091.3 |
3,126.4 |
3,069.0 |
| S2 |
3,046.7 |
3,046.7 |
3,116.8 |
|
| S3 |
2,941.7 |
2,986.3 |
3,107.1 |
|
| S4 |
2,836.7 |
2,881.3 |
3,078.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,212.0 |
3,107.0 |
105.0 |
3.3% |
59.8 |
1.9% |
28% |
False |
True |
767,743 |
| 10 |
3,212.0 |
2,913.0 |
299.0 |
9.5% |
83.7 |
2.7% |
75% |
False |
False |
1,131,198 |
| 20 |
3,276.0 |
2,913.0 |
363.0 |
11.6% |
71.5 |
2.3% |
61% |
False |
False |
697,792 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.6% |
59.7 |
1.9% |
61% |
False |
False |
358,996 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.2% |
64.0 |
2.0% |
72% |
False |
False |
243,643 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
57.8 |
1.8% |
71% |
False |
False |
183,223 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
52.1 |
1.7% |
71% |
False |
False |
146,696 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
48.7 |
1.6% |
71% |
False |
False |
122,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,464.0 |
|
2.618 |
3,353.0 |
|
1.618 |
3,285.0 |
|
1.000 |
3,243.0 |
|
0.618 |
3,217.0 |
|
HIGH |
3,175.0 |
|
0.618 |
3,149.0 |
|
0.500 |
3,141.0 |
|
0.382 |
3,133.0 |
|
LOW |
3,107.0 |
|
0.618 |
3,065.0 |
|
1.000 |
3,039.0 |
|
1.618 |
2,997.0 |
|
2.618 |
2,929.0 |
|
4.250 |
2,818.0 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,141.0 |
3,159.5 |
| PP |
3,139.3 |
3,151.7 |
| S1 |
3,137.7 |
3,143.8 |
|