| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,072.0 |
3,106.0 |
34.0 |
1.1% |
3,122.0 |
| High |
3,136.0 |
3,119.0 |
-17.0 |
-0.5% |
3,145.0 |
| Low |
3,053.0 |
3,013.0 |
-40.0 |
-1.3% |
2,981.0 |
| Close |
3,131.0 |
3,030.0 |
-101.0 |
-3.2% |
3,030.0 |
| Range |
83.0 |
106.0 |
23.0 |
27.7% |
164.0 |
| ATR |
78.8 |
81.6 |
2.8 |
3.6% |
0.0 |
| Volume |
1,473,162 |
1,128,190 |
-344,972 |
-23.4% |
6,684,030 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,372.0 |
3,307.0 |
3,088.3 |
|
| R3 |
3,266.0 |
3,201.0 |
3,059.2 |
|
| R2 |
3,160.0 |
3,160.0 |
3,049.4 |
|
| R1 |
3,095.0 |
3,095.0 |
3,039.7 |
3,074.5 |
| PP |
3,054.0 |
3,054.0 |
3,054.0 |
3,043.8 |
| S1 |
2,989.0 |
2,989.0 |
3,020.3 |
2,968.5 |
| S2 |
2,948.0 |
2,948.0 |
3,010.6 |
|
| S3 |
2,842.0 |
2,883.0 |
3,000.9 |
|
| S4 |
2,736.0 |
2,777.0 |
2,971.7 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,544.0 |
3,451.0 |
3,120.2 |
|
| R3 |
3,380.0 |
3,287.0 |
3,075.1 |
|
| R2 |
3,216.0 |
3,216.0 |
3,060.1 |
|
| R1 |
3,123.0 |
3,123.0 |
3,045.0 |
3,087.5 |
| PP |
3,052.0 |
3,052.0 |
3,052.0 |
3,034.3 |
| S1 |
2,959.0 |
2,959.0 |
3,015.0 |
2,923.5 |
| S2 |
2,888.0 |
2,888.0 |
2,999.9 |
|
| S3 |
2,724.0 |
2,795.0 |
2,984.9 |
|
| S4 |
2,560.0 |
2,631.0 |
2,939.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,145.0 |
2,981.0 |
164.0 |
5.4% |
92.4 |
3.0% |
30% |
False |
False |
1,336,806 |
| 10 |
3,212.0 |
2,981.0 |
231.0 |
7.6% |
76.1 |
2.5% |
21% |
False |
False |
1,052,274 |
| 20 |
3,270.0 |
2,913.0 |
357.0 |
11.8% |
81.9 |
2.7% |
33% |
False |
False |
1,017,790 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
12.0% |
63.9 |
2.1% |
32% |
False |
False |
525,011 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.8% |
66.2 |
2.2% |
52% |
False |
False |
354,919 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
62.1 |
2.0% |
51% |
False |
False |
266,700 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
55.1 |
1.8% |
51% |
False |
False |
213,518 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
17.1% |
51.7 |
1.7% |
51% |
False |
False |
177,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,569.5 |
|
2.618 |
3,396.5 |
|
1.618 |
3,290.5 |
|
1.000 |
3,225.0 |
|
0.618 |
3,184.5 |
|
HIGH |
3,119.0 |
|
0.618 |
3,078.5 |
|
0.500 |
3,066.0 |
|
0.382 |
3,053.5 |
|
LOW |
3,013.0 |
|
0.618 |
2,947.5 |
|
1.000 |
2,907.0 |
|
1.618 |
2,841.5 |
|
2.618 |
2,735.5 |
|
4.250 |
2,562.5 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,066.0 |
3,065.0 |
| PP |
3,054.0 |
3,053.3 |
| S1 |
3,042.0 |
3,041.7 |
|