| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,044.0 |
3,074.0 |
30.0 |
1.0% |
3,122.0 |
| High |
3,092.0 |
3,142.0 |
50.0 |
1.6% |
3,145.0 |
| Low |
3,026.0 |
3,058.0 |
32.0 |
1.1% |
2,981.0 |
| Close |
3,077.0 |
3,125.0 |
48.0 |
1.6% |
3,030.0 |
| Range |
66.0 |
84.0 |
18.0 |
27.3% |
164.0 |
| ATR |
80.5 |
80.7 |
0.3 |
0.3% |
0.0 |
| Volume |
1,330,677 |
1,620,318 |
289,641 |
21.8% |
6,684,030 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,360.3 |
3,326.7 |
3,171.2 |
|
| R3 |
3,276.3 |
3,242.7 |
3,148.1 |
|
| R2 |
3,192.3 |
3,192.3 |
3,140.4 |
|
| R1 |
3,158.7 |
3,158.7 |
3,132.7 |
3,175.5 |
| PP |
3,108.3 |
3,108.3 |
3,108.3 |
3,116.8 |
| S1 |
3,074.7 |
3,074.7 |
3,117.3 |
3,091.5 |
| S2 |
3,024.3 |
3,024.3 |
3,109.6 |
|
| S3 |
2,940.3 |
2,990.7 |
3,101.9 |
|
| S4 |
2,856.3 |
2,906.7 |
3,078.8 |
|
|
| 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 |
3,142.0 |
2,994.0 |
148.0 |
4.7% |
80.4 |
2.6% |
89% |
True |
False |
1,379,518 |
| 10 |
3,212.0 |
2,981.0 |
231.0 |
7.4% |
82.4 |
2.6% |
62% |
False |
False |
1,230,260 |
| 20 |
3,212.0 |
2,913.0 |
299.0 |
9.6% |
83.6 |
2.7% |
71% |
False |
False |
1,146,910 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.6% |
66.1 |
2.1% |
58% |
False |
False |
598,155 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.3% |
66.5 |
2.1% |
70% |
False |
False |
404,069 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
63.5 |
2.0% |
69% |
False |
False |
303,579 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
56.4 |
1.8% |
69% |
False |
False |
243,016 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
52.6 |
1.7% |
69% |
False |
False |
202,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,499.0 |
|
2.618 |
3,361.9 |
|
1.618 |
3,277.9 |
|
1.000 |
3,226.0 |
|
0.618 |
3,193.9 |
|
HIGH |
3,142.0 |
|
0.618 |
3,109.9 |
|
0.500 |
3,100.0 |
|
0.382 |
3,090.1 |
|
LOW |
3,058.0 |
|
0.618 |
3,006.1 |
|
1.000 |
2,974.0 |
|
1.618 |
2,922.1 |
|
2.618 |
2,838.1 |
|
4.250 |
2,701.0 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,116.7 |
3,109.2 |
| PP |
3,108.3 |
3,093.3 |
| S1 |
3,100.0 |
3,077.5 |
|