| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,069.0 |
3,128.0 |
59.0 |
1.9% |
3,122.0 |
| High |
3,146.0 |
3,167.0 |
21.0 |
0.7% |
3,145.0 |
| Low |
3,065.0 |
2,996.0 |
-69.0 |
-2.3% |
2,981.0 |
| Close |
3,089.0 |
3,146.0 |
57.0 |
1.8% |
3,030.0 |
| Range |
81.0 |
171.0 |
90.0 |
111.1% |
164.0 |
| ATR |
80.7 |
87.2 |
6.4 |
8.0% |
0.0 |
| Volume |
2,154,246 |
2,154,246 |
0 |
0.0% |
6,684,030 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,616.0 |
3,552.0 |
3,240.1 |
|
| R3 |
3,445.0 |
3,381.0 |
3,193.0 |
|
| R2 |
3,274.0 |
3,274.0 |
3,177.4 |
|
| R1 |
3,210.0 |
3,210.0 |
3,161.7 |
3,242.0 |
| PP |
3,103.0 |
3,103.0 |
3,103.0 |
3,119.0 |
| S1 |
3,039.0 |
3,039.0 |
3,130.3 |
3,071.0 |
| S2 |
2,932.0 |
2,932.0 |
3,114.7 |
|
| S3 |
2,761.0 |
2,868.0 |
3,099.0 |
|
| S4 |
2,590.0 |
2,697.0 |
3,052.0 |
|
|
| 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 |
3,167.0 |
2,996.0 |
171.0 |
5.4% |
101.6 |
3.2% |
88% |
True |
True |
1,677,535 |
| 10 |
3,175.0 |
2,981.0 |
194.0 |
6.2% |
93.2 |
3.0% |
85% |
False |
False |
1,544,242 |
| 20 |
3,212.0 |
2,913.0 |
299.0 |
9.5% |
90.3 |
2.9% |
78% |
False |
False |
1,317,588 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.5% |
69.6 |
2.2% |
64% |
False |
False |
705,660 |
| 60 |
3,276.0 |
2,852.0 |
424.0 |
13.5% |
65.8 |
2.1% |
69% |
False |
False |
474,996 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
66.1 |
2.1% |
73% |
False |
False |
357,212 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
58.4 |
1.9% |
73% |
False |
False |
286,039 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
54.3 |
1.7% |
73% |
False |
False |
238,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,893.8 |
|
2.618 |
3,614.7 |
|
1.618 |
3,443.7 |
|
1.000 |
3,338.0 |
|
0.618 |
3,272.7 |
|
HIGH |
3,167.0 |
|
0.618 |
3,101.7 |
|
0.500 |
3,081.5 |
|
0.382 |
3,061.3 |
|
LOW |
2,996.0 |
|
0.618 |
2,890.3 |
|
1.000 |
2,825.0 |
|
1.618 |
2,719.3 |
|
2.618 |
2,548.3 |
|
4.250 |
2,269.3 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,124.5 |
3,124.5 |
| PP |
3,103.0 |
3,103.0 |
| S1 |
3,081.5 |
3,081.5 |
|