| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
6,340.5 |
6,423.0 |
82.5 |
1.3% |
6,604.5 |
| High |
6,398.5 |
6,519.0 |
120.5 |
1.9% |
6,615.0 |
| Low |
6,303.0 |
6,411.5 |
108.5 |
1.7% |
6,453.0 |
| Close |
6,347.0 |
6,509.0 |
162.0 |
2.6% |
6,486.5 |
| Range |
95.5 |
107.5 |
12.0 |
12.6% |
162.0 |
| ATR |
104.3 |
109.2 |
4.8 |
4.6% |
0.0 |
| Volume |
101,295 |
105,757 |
4,462 |
4.4% |
209,415 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,802.5 |
6,763.0 |
6,568.0 |
|
| R3 |
6,695.0 |
6,655.5 |
6,538.5 |
|
| R2 |
6,587.5 |
6,587.5 |
6,528.5 |
|
| R1 |
6,548.0 |
6,548.0 |
6,519.0 |
6,568.0 |
| PP |
6,480.0 |
6,480.0 |
6,480.0 |
6,489.5 |
| S1 |
6,440.5 |
6,440.5 |
6,499.0 |
6,460.0 |
| S2 |
6,372.5 |
6,372.5 |
6,489.5 |
|
| S3 |
6,265.0 |
6,333.0 |
6,479.5 |
|
| S4 |
6,157.5 |
6,225.5 |
6,450.0 |
|
|
| 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 |
6,559.0 |
6,265.0 |
294.0 |
4.5% |
125.5 |
1.9% |
83% |
False |
False |
109,361 |
| 10 |
6,615.0 |
6,265.0 |
350.0 |
5.4% |
91.0 |
1.4% |
70% |
False |
False |
74,251 |
| 20 |
6,615.0 |
6,068.0 |
547.0 |
8.4% |
119.5 |
1.8% |
81% |
False |
False |
78,258 |
| 40 |
6,715.0 |
6,068.0 |
647.0 |
9.9% |
81.0 |
1.2% |
68% |
False |
False |
39,532 |
| 60 |
6,715.0 |
6,010.0 |
705.0 |
10.8% |
71.5 |
1.1% |
71% |
False |
False |
26,424 |
| 80 |
6,766.0 |
6,010.0 |
756.0 |
11.6% |
60.5 |
0.9% |
66% |
False |
False |
19,822 |
| 100 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
49.5 |
0.8% |
62% |
False |
False |
15,860 |
| 120 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
42.5 |
0.7% |
62% |
False |
False |
13,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,976.0 |
|
2.618 |
6,800.5 |
|
1.618 |
6,693.0 |
|
1.000 |
6,626.5 |
|
0.618 |
6,585.5 |
|
HIGH |
6,519.0 |
|
0.618 |
6,478.0 |
|
0.500 |
6,465.0 |
|
0.382 |
6,452.5 |
|
LOW |
6,411.5 |
|
0.618 |
6,345.0 |
|
1.000 |
6,304.0 |
|
1.618 |
6,237.5 |
|
2.618 |
6,130.0 |
|
4.250 |
5,954.5 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
6,494.5 |
6,470.0 |
| PP |
6,480.0 |
6,431.0 |
| S1 |
6,465.0 |
6,392.0 |
|