| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,122.0 |
3,021.0 |
-101.0 |
-3.2% |
3,200.0 |
| High |
3,145.0 |
3,056.0 |
-89.0 |
-2.8% |
3,212.0 |
| Low |
3,010.0 |
2,981.0 |
-29.0 |
-1.0% |
3,107.0 |
| Close |
3,015.0 |
3,003.0 |
-12.0 |
-0.4% |
3,136.0 |
| Range |
135.0 |
75.0 |
-60.0 |
-44.4% |
105.0 |
| ATR |
76.5 |
76.4 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,533,898 |
1,203,536 |
-330,362 |
-21.5% |
2,667,580 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,238.3 |
3,195.7 |
3,044.3 |
|
| R3 |
3,163.3 |
3,120.7 |
3,023.6 |
|
| R2 |
3,088.3 |
3,088.3 |
3,016.8 |
|
| R1 |
3,045.7 |
3,045.7 |
3,009.9 |
3,029.5 |
| PP |
3,013.3 |
3,013.3 |
3,013.3 |
3,005.3 |
| S1 |
2,970.7 |
2,970.7 |
2,996.1 |
2,954.5 |
| S2 |
2,938.3 |
2,938.3 |
2,989.3 |
|
| S3 |
2,863.3 |
2,895.7 |
2,982.4 |
|
| S4 |
2,788.3 |
2,820.7 |
2,961.8 |
|
|
| 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 |
2,981.0 |
231.0 |
7.7% |
84.4 |
2.8% |
10% |
False |
True |
1,081,002 |
| 10 |
3,212.0 |
2,981.0 |
231.0 |
7.7% |
78.7 |
2.6% |
10% |
False |
True |
1,093,109 |
| 20 |
3,276.0 |
2,913.0 |
363.0 |
12.1% |
78.7 |
2.6% |
25% |
False |
False |
830,295 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
12.1% |
62.4 |
2.1% |
25% |
False |
False |
427,170 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.9% |
65.2 |
2.2% |
46% |
False |
False |
289,259 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.2% |
59.9 |
2.0% |
45% |
False |
False |
217,431 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
17.2% |
54.0 |
1.8% |
45% |
False |
False |
174,070 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
17.2% |
50.1 |
1.7% |
45% |
False |
False |
145,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,374.8 |
|
2.618 |
3,252.4 |
|
1.618 |
3,177.4 |
|
1.000 |
3,131.0 |
|
0.618 |
3,102.4 |
|
HIGH |
3,056.0 |
|
0.618 |
3,027.4 |
|
0.500 |
3,018.5 |
|
0.382 |
3,009.7 |
|
LOW |
2,981.0 |
|
0.618 |
2,934.7 |
|
1.000 |
2,906.0 |
|
1.618 |
2,859.7 |
|
2.618 |
2,784.7 |
|
4.250 |
2,662.3 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,018.5 |
3,078.0 |
| PP |
3,013.3 |
3,053.0 |
| S1 |
3,008.2 |
3,028.0 |
|