| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,021.0 |
3,013.0 |
-8.0 |
-0.3% |
3,200.0 |
| High |
3,056.0 |
3,057.0 |
1.0 |
0.0% |
3,212.0 |
| Low |
2,981.0 |
2,994.0 |
13.0 |
0.4% |
3,107.0 |
| Close |
3,003.0 |
3,014.0 |
11.0 |
0.4% |
3,136.0 |
| Range |
75.0 |
63.0 |
-12.0 |
-16.0% |
105.0 |
| ATR |
76.4 |
75.5 |
-1.0 |
-1.3% |
0.0 |
| Volume |
1,203,536 |
1,345,244 |
141,708 |
11.8% |
2,667,580 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,210.7 |
3,175.3 |
3,048.7 |
|
| R3 |
3,147.7 |
3,112.3 |
3,031.3 |
|
| R2 |
3,084.7 |
3,084.7 |
3,025.6 |
|
| R1 |
3,049.3 |
3,049.3 |
3,019.8 |
3,067.0 |
| PP |
3,021.7 |
3,021.7 |
3,021.7 |
3,030.5 |
| S1 |
2,986.3 |
2,986.3 |
3,008.2 |
3,004.0 |
| S2 |
2,958.7 |
2,958.7 |
3,002.5 |
|
| S3 |
2,895.7 |
2,923.3 |
2,996.7 |
|
| S4 |
2,832.7 |
2,860.3 |
2,979.4 |
|
|
| 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 |
3,183.0 |
2,981.0 |
202.0 |
6.7% |
80.0 |
2.7% |
16% |
False |
False |
1,245,881 |
| 10 |
3,212.0 |
2,981.0 |
231.0 |
7.7% |
75.6 |
2.5% |
14% |
False |
False |
1,093,898 |
| 20 |
3,276.0 |
2,913.0 |
363.0 |
12.0% |
80.7 |
2.7% |
28% |
False |
False |
892,945 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
12.0% |
62.9 |
2.1% |
28% |
False |
False |
460,565 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.9% |
65.4 |
2.2% |
48% |
False |
False |
311,677 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.2% |
60.3 |
2.0% |
48% |
False |
False |
234,240 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
17.2% |
54.4 |
1.8% |
48% |
False |
False |
187,505 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
17.2% |
50.5 |
1.7% |
48% |
False |
False |
156,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,324.8 |
|
2.618 |
3,221.9 |
|
1.618 |
3,158.9 |
|
1.000 |
3,120.0 |
|
0.618 |
3,095.9 |
|
HIGH |
3,057.0 |
|
0.618 |
3,032.9 |
|
0.500 |
3,025.5 |
|
0.382 |
3,018.1 |
|
LOW |
2,994.0 |
|
0.618 |
2,955.1 |
|
1.000 |
2,931.0 |
|
1.618 |
2,892.1 |
|
2.618 |
2,829.1 |
|
4.250 |
2,726.3 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,025.5 |
3,063.0 |
| PP |
3,021.7 |
3,046.7 |
| S1 |
3,017.8 |
3,030.3 |
|