| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,127.0 |
3,238.0 |
111.0 |
3.5% |
3,044.0 |
| High |
3,230.0 |
3,257.0 |
27.0 |
0.8% |
3,230.0 |
| Low |
3,126.0 |
3,223.0 |
97.0 |
3.1% |
2,996.0 |
| Close |
3,202.0 |
3,238.0 |
36.0 |
1.1% |
3,202.0 |
| Range |
104.0 |
34.0 |
-70.0 |
-67.3% |
234.0 |
| ATR |
88.4 |
86.0 |
-2.4 |
-2.7% |
0.0 |
| Volume |
808,138 |
1,516,899 |
708,761 |
87.7% |
8,067,625 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,341.3 |
3,323.7 |
3,256.7 |
|
| R3 |
3,307.3 |
3,289.7 |
3,247.4 |
|
| R2 |
3,273.3 |
3,273.3 |
3,244.2 |
|
| R1 |
3,255.7 |
3,255.7 |
3,241.1 |
3,255.0 |
| PP |
3,239.3 |
3,239.3 |
3,239.3 |
3,239.0 |
| S1 |
3,221.7 |
3,221.7 |
3,234.9 |
3,221.0 |
| S2 |
3,205.3 |
3,205.3 |
3,231.8 |
|
| S3 |
3,171.3 |
3,187.7 |
3,228.7 |
|
| S4 |
3,137.3 |
3,153.7 |
3,219.3 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,844.7 |
3,757.3 |
3,330.7 |
|
| R3 |
3,610.7 |
3,523.3 |
3,266.4 |
|
| R2 |
3,376.7 |
3,376.7 |
3,244.9 |
|
| R1 |
3,289.3 |
3,289.3 |
3,223.5 |
3,333.0 |
| PP |
3,142.7 |
3,142.7 |
3,142.7 |
3,164.5 |
| S1 |
3,055.3 |
3,055.3 |
3,180.6 |
3,099.0 |
| S2 |
2,908.7 |
2,908.7 |
3,159.1 |
|
| S3 |
2,674.7 |
2,821.3 |
3,137.7 |
|
| S4 |
2,440.7 |
2,587.3 |
3,073.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,257.0 |
2,996.0 |
261.0 |
8.1% |
94.8 |
2.9% |
93% |
True |
False |
1,650,769 |
| 10 |
3,257.0 |
2,981.0 |
276.0 |
8.5% |
86.7 |
2.7% |
93% |
True |
False |
1,473,465 |
| 20 |
3,257.0 |
2,913.0 |
344.0 |
10.6% |
85.7 |
2.6% |
94% |
True |
False |
1,286,271 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.2% |
70.3 |
2.2% |
90% |
False |
False |
762,208 |
| 60 |
3,276.0 |
2,891.0 |
385.0 |
11.9% |
65.5 |
2.0% |
90% |
False |
False |
513,691 |
| 80 |
3,276.0 |
2,768.0 |
508.0 |
15.7% |
67.0 |
2.1% |
93% |
False |
False |
386,261 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
59.1 |
1.8% |
91% |
False |
False |
309,289 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
54.9 |
1.7% |
91% |
False |
False |
257,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,401.5 |
|
2.618 |
3,346.0 |
|
1.618 |
3,312.0 |
|
1.000 |
3,291.0 |
|
0.618 |
3,278.0 |
|
HIGH |
3,257.0 |
|
0.618 |
3,244.0 |
|
0.500 |
3,240.0 |
|
0.382 |
3,236.0 |
|
LOW |
3,223.0 |
|
0.618 |
3,202.0 |
|
1.000 |
3,189.0 |
|
1.618 |
3,168.0 |
|
2.618 |
3,134.0 |
|
4.250 |
3,078.5 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,240.0 |
3,200.8 |
| PP |
3,239.3 |
3,163.7 |
| S1 |
3,238.7 |
3,126.5 |
|