| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
6,472.0 |
6,355.0 |
-117.0 |
-1.8% |
6,604.5 |
| High |
6,519.5 |
6,390.5 |
-129.0 |
-2.0% |
6,615.0 |
| Low |
6,325.5 |
6,265.0 |
-60.5 |
-1.0% |
6,453.0 |
| Close |
6,345.5 |
6,306.0 |
-39.5 |
-0.6% |
6,486.5 |
| Range |
194.0 |
125.5 |
-68.5 |
-35.3% |
162.0 |
| ATR |
103.4 |
105.0 |
1.6 |
1.5% |
0.0 |
| Volume |
125,245 |
145,422 |
20,177 |
16.1% |
209,415 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,697.0 |
6,627.0 |
6,375.0 |
|
| R3 |
6,571.5 |
6,501.5 |
6,340.5 |
|
| R2 |
6,446.0 |
6,446.0 |
6,329.0 |
|
| R1 |
6,376.0 |
6,376.0 |
6,317.5 |
6,348.0 |
| PP |
6,320.5 |
6,320.5 |
6,320.5 |
6,306.5 |
| S1 |
6,250.5 |
6,250.5 |
6,294.5 |
6,223.0 |
| S2 |
6,195.0 |
6,195.0 |
6,283.0 |
|
| S3 |
6,069.5 |
6,125.0 |
6,271.5 |
|
| S4 |
5,944.0 |
5,999.5 |
6,237.0 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,004.0 |
6,907.5 |
6,575.5 |
|
| R3 |
6,842.0 |
6,745.5 |
6,531.0 |
|
| R2 |
6,680.0 |
6,680.0 |
6,516.0 |
|
| R1 |
6,583.5 |
6,583.5 |
6,501.5 |
6,551.0 |
| PP |
6,518.0 |
6,518.0 |
6,518.0 |
6,502.0 |
| S1 |
6,421.5 |
6,421.5 |
6,471.5 |
6,389.0 |
| S2 |
6,356.0 |
6,356.0 |
6,457.0 |
|
| S3 |
6,194.0 |
6,259.5 |
6,442.0 |
|
| S4 |
6,032.0 |
6,097.5 |
6,397.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,569.5 |
6,265.0 |
304.5 |
4.8% |
112.5 |
1.8% |
13% |
False |
True |
83,784 |
| 10 |
6,615.0 |
6,265.0 |
350.0 |
5.6% |
89.0 |
1.4% |
12% |
False |
True |
74,153 |
| 20 |
6,700.0 |
6,068.0 |
632.0 |
10.0% |
116.0 |
1.8% |
38% |
False |
False |
68,077 |
| 40 |
6,715.0 |
6,068.0 |
647.0 |
10.3% |
77.5 |
1.2% |
37% |
False |
False |
34,357 |
| 60 |
6,715.0 |
6,010.0 |
705.0 |
11.2% |
70.5 |
1.1% |
42% |
False |
False |
22,974 |
| 80 |
6,766.0 |
6,010.0 |
756.0 |
12.0% |
58.0 |
0.9% |
39% |
False |
False |
17,234 |
| 100 |
6,808.5 |
6,010.0 |
798.5 |
12.7% |
48.0 |
0.8% |
37% |
False |
False |
13,791 |
| 120 |
6,808.5 |
6,010.0 |
798.5 |
12.7% |
41.0 |
0.6% |
37% |
False |
False |
11,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,924.0 |
|
2.618 |
6,719.0 |
|
1.618 |
6,593.5 |
|
1.000 |
6,516.0 |
|
0.618 |
6,468.0 |
|
HIGH |
6,390.5 |
|
0.618 |
6,342.5 |
|
0.500 |
6,328.0 |
|
0.382 |
6,313.0 |
|
LOW |
6,265.0 |
|
0.618 |
6,187.5 |
|
1.000 |
6,139.5 |
|
1.618 |
6,062.0 |
|
2.618 |
5,936.5 |
|
4.250 |
5,731.5 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
6,328.0 |
6,412.0 |
| PP |
6,320.5 |
6,376.5 |
| S1 |
6,313.0 |
6,341.5 |
|