| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,245.0 |
3,277.0 |
32.0 |
1.0% |
3,044.0 |
| High |
3,272.0 |
3,362.0 |
90.0 |
2.8% |
3,230.0 |
| Low |
3,206.0 |
3,257.0 |
51.0 |
1.6% |
2,996.0 |
| Close |
3,263.0 |
3,321.0 |
58.0 |
1.8% |
3,202.0 |
| Range |
66.0 |
105.0 |
39.0 |
59.1% |
234.0 |
| ATR |
84.6 |
86.0 |
1.5 |
1.7% |
0.0 |
| Volume |
1,982,970 |
1,757,805 |
-225,165 |
-11.4% |
8,067,625 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,628.3 |
3,579.7 |
3,378.8 |
|
| R3 |
3,523.3 |
3,474.7 |
3,349.9 |
|
| R2 |
3,418.3 |
3,418.3 |
3,340.3 |
|
| R1 |
3,369.7 |
3,369.7 |
3,330.6 |
3,394.0 |
| PP |
3,313.3 |
3,313.3 |
3,313.3 |
3,325.5 |
| S1 |
3,264.7 |
3,264.7 |
3,311.4 |
3,289.0 |
| S2 |
3,208.3 |
3,208.3 |
3,301.8 |
|
| S3 |
3,103.3 |
3,159.7 |
3,292.1 |
|
| S4 |
2,998.3 |
3,054.7 |
3,263.3 |
|
|
| 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 |
3,362.0 |
2,996.0 |
366.0 |
11.0% |
96.0 |
2.9% |
89% |
True |
False |
1,644,011 |
| 10 |
3,362.0 |
2,996.0 |
366.0 |
11.0% |
90.0 |
2.7% |
89% |
True |
False |
1,592,665 |
| 20 |
3,362.0 |
2,981.0 |
381.0 |
11.5% |
82.8 |
2.5% |
89% |
True |
False |
1,343,281 |
| 40 |
3,362.0 |
2,913.0 |
449.0 |
13.5% |
72.6 |
2.2% |
91% |
True |
False |
855,586 |
| 60 |
3,362.0 |
2,913.0 |
449.0 |
13.5% |
66.0 |
2.0% |
91% |
True |
False |
573,342 |
| 80 |
3,362.0 |
2,768.0 |
594.0 |
17.9% |
67.7 |
2.0% |
93% |
True |
False |
432,879 |
| 100 |
3,362.0 |
2,768.0 |
594.0 |
17.9% |
60.3 |
1.8% |
93% |
True |
False |
346,696 |
| 120 |
3,362.0 |
2,768.0 |
594.0 |
17.9% |
56.0 |
1.7% |
93% |
True |
False |
288,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,808.3 |
|
2.618 |
3,636.9 |
|
1.618 |
3,531.9 |
|
1.000 |
3,467.0 |
|
0.618 |
3,426.9 |
|
HIGH |
3,362.0 |
|
0.618 |
3,321.9 |
|
0.500 |
3,309.5 |
|
0.382 |
3,297.1 |
|
LOW |
3,257.0 |
|
0.618 |
3,192.1 |
|
1.000 |
3,152.0 |
|
1.618 |
3,087.1 |
|
2.618 |
2,982.1 |
|
4.250 |
2,810.8 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,317.2 |
3,308.7 |
| PP |
3,313.3 |
3,296.3 |
| S1 |
3,309.5 |
3,284.0 |
|