| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,134.0 |
3,122.0 |
-12.0 |
-0.4% |
3,200.0 |
| High |
3,175.0 |
3,145.0 |
-30.0 |
-0.9% |
3,212.0 |
| Low |
3,107.0 |
3,010.0 |
-97.0 |
-3.1% |
3,107.0 |
| Close |
3,136.0 |
3,015.0 |
-121.0 |
-3.9% |
3,136.0 |
| Range |
68.0 |
135.0 |
67.0 |
98.5% |
105.0 |
| ATR |
72.0 |
76.5 |
4.5 |
6.2% |
0.0 |
| Volume |
1,498,910 |
1,533,898 |
34,988 |
2.3% |
2,667,580 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,461.7 |
3,373.3 |
3,089.3 |
|
| R3 |
3,326.7 |
3,238.3 |
3,052.1 |
|
| R2 |
3,191.7 |
3,191.7 |
3,039.8 |
|
| R1 |
3,103.3 |
3,103.3 |
3,027.4 |
3,080.0 |
| PP |
3,056.7 |
3,056.7 |
3,056.7 |
3,045.0 |
| S1 |
2,968.3 |
2,968.3 |
3,002.6 |
2,945.0 |
| S2 |
2,921.7 |
2,921.7 |
2,990.3 |
|
| S3 |
2,786.7 |
2,833.3 |
2,977.9 |
|
| S4 |
2,651.7 |
2,698.3 |
2,940.8 |
|
|
| 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 |
3,010.0 |
202.0 |
6.7% |
79.2 |
2.6% |
2% |
False |
True |
969,661 |
| 10 |
3,212.0 |
2,913.0 |
299.0 |
9.9% |
84.6 |
2.8% |
34% |
False |
False |
1,099,078 |
| 20 |
3,276.0 |
2,913.0 |
363.0 |
12.0% |
76.9 |
2.6% |
28% |
False |
False |
772,508 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
12.0% |
62.1 |
2.1% |
28% |
False |
False |
397,341 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.8% |
65.2 |
2.2% |
49% |
False |
False |
269,206 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
59.2 |
2.0% |
48% |
False |
False |
202,395 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
53.4 |
1.8% |
48% |
False |
False |
162,034 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
49.7 |
1.6% |
48% |
False |
False |
135,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,718.8 |
|
2.618 |
3,498.4 |
|
1.618 |
3,363.4 |
|
1.000 |
3,280.0 |
|
0.618 |
3,228.4 |
|
HIGH |
3,145.0 |
|
0.618 |
3,093.4 |
|
0.500 |
3,077.5 |
|
0.382 |
3,061.6 |
|
LOW |
3,010.0 |
|
0.618 |
2,926.6 |
|
1.000 |
2,875.0 |
|
1.618 |
2,791.6 |
|
2.618 |
2,656.6 |
|
4.250 |
2,436.3 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,077.5 |
3,096.5 |
| PP |
3,056.7 |
3,069.3 |
| S1 |
3,035.8 |
3,042.2 |
|