| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
6,494.0 |
6,460.0 |
-34.0 |
-0.5% |
6,472.0 |
| High |
6,508.0 |
6,482.0 |
-26.0 |
-0.4% |
6,519.5 |
| Low |
6,406.5 |
6,383.5 |
-23.0 |
-0.4% |
6,265.0 |
| Close |
6,418.0 |
6,430.5 |
12.5 |
0.2% |
6,418.0 |
| Range |
101.5 |
98.5 |
-3.0 |
-3.0% |
254.5 |
| ATR |
108.7 |
108.0 |
-0.7 |
-0.7% |
0.0 |
| Volume |
94,722 |
83,741 |
-10,981 |
-11.6% |
572,441 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,727.5 |
6,677.5 |
6,484.5 |
|
| R3 |
6,629.0 |
6,579.0 |
6,457.5 |
|
| R2 |
6,530.5 |
6,530.5 |
6,448.5 |
|
| R1 |
6,480.5 |
6,480.5 |
6,439.5 |
6,456.0 |
| PP |
6,432.0 |
6,432.0 |
6,432.0 |
6,420.0 |
| S1 |
6,382.0 |
6,382.0 |
6,421.5 |
6,358.0 |
| S2 |
6,333.5 |
6,333.5 |
6,412.5 |
|
| S3 |
6,235.0 |
6,283.5 |
6,403.5 |
|
| S4 |
6,136.5 |
6,185.0 |
6,376.5 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,164.5 |
7,045.5 |
6,558.0 |
|
| R3 |
6,910.0 |
6,791.0 |
6,488.0 |
|
| R2 |
6,655.5 |
6,655.5 |
6,464.5 |
|
| R1 |
6,536.5 |
6,536.5 |
6,441.5 |
6,469.0 |
| PP |
6,401.0 |
6,401.0 |
6,401.0 |
6,367.0 |
| S1 |
6,282.0 |
6,282.0 |
6,394.5 |
6,214.0 |
| S2 |
6,146.5 |
6,146.5 |
6,371.5 |
|
| S3 |
5,892.0 |
6,027.5 |
6,348.0 |
|
| S4 |
5,637.5 |
5,773.0 |
6,278.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,519.0 |
6,265.0 |
254.0 |
3.9% |
105.5 |
1.6% |
65% |
False |
False |
106,187 |
| 10 |
6,615.0 |
6,265.0 |
350.0 |
5.4% |
104.0 |
1.6% |
47% |
False |
False |
86,559 |
| 20 |
6,615.0 |
6,068.0 |
547.0 |
8.5% |
118.0 |
1.8% |
66% |
False |
False |
86,236 |
| 40 |
6,715.0 |
6,068.0 |
647.0 |
10.1% |
85.0 |
1.3% |
56% |
False |
False |
43,993 |
| 60 |
6,715.0 |
6,010.0 |
705.0 |
11.0% |
72.5 |
1.1% |
60% |
False |
False |
29,397 |
| 80 |
6,766.0 |
6,010.0 |
756.0 |
11.8% |
63.0 |
1.0% |
56% |
False |
False |
22,052 |
| 100 |
6,808.5 |
6,010.0 |
798.5 |
12.4% |
51.5 |
0.8% |
53% |
False |
False |
17,644 |
| 120 |
6,808.5 |
6,010.0 |
798.5 |
12.4% |
44.0 |
0.7% |
53% |
False |
False |
14,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,900.5 |
|
2.618 |
6,740.0 |
|
1.618 |
6,641.5 |
|
1.000 |
6,580.5 |
|
0.618 |
6,543.0 |
|
HIGH |
6,482.0 |
|
0.618 |
6,444.5 |
|
0.500 |
6,433.0 |
|
0.382 |
6,421.0 |
|
LOW |
6,383.5 |
|
0.618 |
6,322.5 |
|
1.000 |
6,285.0 |
|
1.618 |
6,224.0 |
|
2.618 |
6,125.5 |
|
4.250 |
5,965.0 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
6,433.0 |
6,451.0 |
| PP |
6,432.0 |
6,444.5 |
| S1 |
6,431.0 |
6,437.5 |
|