| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,074.0 |
3,069.0 |
-5.0 |
-0.2% |
3,122.0 |
| High |
3,142.0 |
3,146.0 |
4.0 |
0.1% |
3,145.0 |
| Low |
3,058.0 |
3,065.0 |
7.0 |
0.2% |
2,981.0 |
| Close |
3,125.0 |
3,089.0 |
-36.0 |
-1.2% |
3,030.0 |
| Range |
84.0 |
81.0 |
-3.0 |
-3.6% |
164.0 |
| ATR |
80.7 |
80.7 |
0.0 |
0.0% |
0.0 |
| Volume |
1,620,318 |
2,154,246 |
533,928 |
33.0% |
6,684,030 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,343.0 |
3,297.0 |
3,133.6 |
|
| R3 |
3,262.0 |
3,216.0 |
3,111.3 |
|
| R2 |
3,181.0 |
3,181.0 |
3,103.9 |
|
| R1 |
3,135.0 |
3,135.0 |
3,096.4 |
3,158.0 |
| PP |
3,100.0 |
3,100.0 |
3,100.0 |
3,111.5 |
| S1 |
3,054.0 |
3,054.0 |
3,081.6 |
3,077.0 |
| S2 |
3,019.0 |
3,019.0 |
3,074.2 |
|
| S3 |
2,938.0 |
2,973.0 |
3,066.7 |
|
| S4 |
2,857.0 |
2,892.0 |
3,044.5 |
|
|
| 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 |
3,146.0 |
3,013.0 |
133.0 |
4.3% |
84.0 |
2.7% |
57% |
True |
False |
1,541,318 |
| 10 |
3,183.0 |
2,981.0 |
202.0 |
6.5% |
82.0 |
2.7% |
53% |
False |
False |
1,393,600 |
| 20 |
3,212.0 |
2,913.0 |
299.0 |
9.7% |
84.1 |
2.7% |
59% |
False |
False |
1,232,976 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.8% |
66.7 |
2.2% |
48% |
False |
False |
651,996 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.4% |
65.3 |
2.1% |
63% |
False |
False |
439,879 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
64.2 |
2.1% |
62% |
False |
False |
330,385 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
56.9 |
1.8% |
62% |
False |
False |
264,498 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
53.2 |
1.7% |
62% |
False |
False |
220,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,490.3 |
|
2.618 |
3,358.1 |
|
1.618 |
3,277.1 |
|
1.000 |
3,227.0 |
|
0.618 |
3,196.1 |
|
HIGH |
3,146.0 |
|
0.618 |
3,115.1 |
|
0.500 |
3,105.5 |
|
0.382 |
3,095.9 |
|
LOW |
3,065.0 |
|
0.618 |
3,014.9 |
|
1.000 |
2,984.0 |
|
1.618 |
2,933.9 |
|
2.618 |
2,852.9 |
|
4.250 |
2,720.8 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,105.5 |
3,088.0 |
| PP |
3,100.0 |
3,087.0 |
| S1 |
3,094.5 |
3,086.0 |
|