| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,013.0 |
3,072.0 |
59.0 |
2.0% |
3,200.0 |
| High |
3,057.0 |
3,136.0 |
79.0 |
2.6% |
3,212.0 |
| Low |
2,994.0 |
3,053.0 |
59.0 |
2.0% |
3,107.0 |
| Close |
3,014.0 |
3,131.0 |
117.0 |
3.9% |
3,136.0 |
| Range |
63.0 |
83.0 |
20.0 |
31.7% |
105.0 |
| ATR |
75.5 |
78.8 |
3.3 |
4.4% |
0.0 |
| Volume |
1,345,244 |
1,473,162 |
127,918 |
9.5% |
2,667,580 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,355.7 |
3,326.3 |
3,176.7 |
|
| R3 |
3,272.7 |
3,243.3 |
3,153.8 |
|
| R2 |
3,189.7 |
3,189.7 |
3,146.2 |
|
| R1 |
3,160.3 |
3,160.3 |
3,138.6 |
3,175.0 |
| PP |
3,106.7 |
3,106.7 |
3,106.7 |
3,114.0 |
| S1 |
3,077.3 |
3,077.3 |
3,123.4 |
3,092.0 |
| S2 |
3,023.7 |
3,023.7 |
3,115.8 |
|
| S3 |
2,940.7 |
2,994.3 |
3,108.2 |
|
| S4 |
2,857.7 |
2,911.3 |
3,085.4 |
|
|
| 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 |
3,175.0 |
2,981.0 |
194.0 |
6.2% |
84.8 |
2.7% |
77% |
False |
False |
1,410,950 |
| 10 |
3,212.0 |
2,981.0 |
231.0 |
7.4% |
74.9 |
2.4% |
65% |
False |
False |
1,090,335 |
| 20 |
3,276.0 |
2,913.0 |
363.0 |
11.6% |
80.0 |
2.6% |
60% |
False |
False |
962,497 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.6% |
63.3 |
2.0% |
60% |
False |
False |
496,824 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.2% |
65.3 |
2.1% |
71% |
False |
False |
336,218 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
61.0 |
1.9% |
70% |
False |
False |
252,620 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
54.9 |
1.8% |
70% |
False |
False |
202,237 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
51.1 |
1.6% |
70% |
False |
False |
168,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,488.8 |
|
2.618 |
3,353.3 |
|
1.618 |
3,270.3 |
|
1.000 |
3,219.0 |
|
0.618 |
3,187.3 |
|
HIGH |
3,136.0 |
|
0.618 |
3,104.3 |
|
0.500 |
3,094.5 |
|
0.382 |
3,084.7 |
|
LOW |
3,053.0 |
|
0.618 |
3,001.7 |
|
1.000 |
2,970.0 |
|
1.618 |
2,918.7 |
|
2.618 |
2,835.7 |
|
4.250 |
2,700.3 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,118.8 |
3,106.8 |
| PP |
3,106.7 |
3,082.7 |
| S1 |
3,094.5 |
3,058.5 |
|