| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,106.0 |
3,044.0 |
-62.0 |
-2.0% |
3,122.0 |
| High |
3,119.0 |
3,092.0 |
-27.0 |
-0.9% |
3,145.0 |
| Low |
3,013.0 |
3,026.0 |
13.0 |
0.4% |
2,981.0 |
| Close |
3,030.0 |
3,077.0 |
47.0 |
1.6% |
3,030.0 |
| Range |
106.0 |
66.0 |
-40.0 |
-37.7% |
164.0 |
| ATR |
81.6 |
80.5 |
-1.1 |
-1.4% |
0.0 |
| Volume |
1,128,190 |
1,330,677 |
202,487 |
17.9% |
6,684,030 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,263.0 |
3,236.0 |
3,113.3 |
|
| R3 |
3,197.0 |
3,170.0 |
3,095.2 |
|
| R2 |
3,131.0 |
3,131.0 |
3,089.1 |
|
| R1 |
3,104.0 |
3,104.0 |
3,083.1 |
3,117.5 |
| PP |
3,065.0 |
3,065.0 |
3,065.0 |
3,071.8 |
| S1 |
3,038.0 |
3,038.0 |
3,071.0 |
3,051.5 |
| S2 |
2,999.0 |
2,999.0 |
3,064.9 |
|
| S3 |
2,933.0 |
2,972.0 |
3,058.9 |
|
| S4 |
2,867.0 |
2,906.0 |
3,040.7 |
|
|
| 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 |
3,136.0 |
2,981.0 |
155.0 |
5.0% |
78.6 |
2.6% |
62% |
False |
False |
1,296,161 |
| 10 |
3,212.0 |
2,981.0 |
231.0 |
7.5% |
78.9 |
2.6% |
42% |
False |
False |
1,132,911 |
| 20 |
3,222.0 |
2,913.0 |
309.0 |
10.0% |
82.8 |
2.7% |
53% |
False |
False |
1,080,484 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.8% |
64.6 |
2.1% |
45% |
False |
False |
558,274 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.5% |
66.1 |
2.1% |
61% |
False |
False |
377,093 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
62.8 |
2.0% |
60% |
False |
False |
283,328 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
55.6 |
1.8% |
60% |
False |
False |
226,825 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
52.3 |
1.7% |
60% |
False |
False |
189,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,372.5 |
|
2.618 |
3,264.8 |
|
1.618 |
3,198.8 |
|
1.000 |
3,158.0 |
|
0.618 |
3,132.8 |
|
HIGH |
3,092.0 |
|
0.618 |
3,066.8 |
|
0.500 |
3,059.0 |
|
0.382 |
3,051.2 |
|
LOW |
3,026.0 |
|
0.618 |
2,985.2 |
|
1.000 |
2,960.0 |
|
1.618 |
2,919.2 |
|
2.618 |
2,853.2 |
|
4.250 |
2,745.5 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,071.0 |
3,076.2 |
| PP |
3,065.0 |
3,075.3 |
| S1 |
3,059.0 |
3,074.5 |
|