| Trading Metrics calculated at close of trading on 19-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
19-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
6,388.0 |
6,491.0 |
103.0 |
1.6% |
6,460.0 |
| High |
6,529.5 |
6,541.5 |
12.0 |
0.2% |
6,529.5 |
| Low |
6,377.5 |
6,487.0 |
109.5 |
1.7% |
6,234.5 |
| Close |
6,489.0 |
6,523.0 |
34.0 |
0.5% |
6,489.0 |
| Range |
152.0 |
54.5 |
-97.5 |
-64.1% |
295.0 |
| ATR |
123.0 |
118.1 |
-4.9 |
-4.0% |
0.0 |
| Volume |
117,511 |
53,290 |
-64,221 |
-54.7% |
626,372 |
|
| Daily Pivots for day following 19-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,680.5 |
6,656.5 |
6,553.0 |
|
| R3 |
6,626.0 |
6,602.0 |
6,538.0 |
|
| R2 |
6,571.5 |
6,571.5 |
6,533.0 |
|
| R1 |
6,547.5 |
6,547.5 |
6,528.0 |
6,559.5 |
| PP |
6,517.0 |
6,517.0 |
6,517.0 |
6,523.0 |
| S1 |
6,493.0 |
6,493.0 |
6,518.0 |
6,505.0 |
| S2 |
6,462.5 |
6,462.5 |
6,513.0 |
|
| S3 |
6,408.0 |
6,438.5 |
6,508.0 |
|
| S4 |
6,353.5 |
6,384.0 |
6,493.0 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,302.5 |
7,191.0 |
6,651.0 |
|
| R3 |
7,007.5 |
6,896.0 |
6,570.0 |
|
| R2 |
6,712.5 |
6,712.5 |
6,543.0 |
|
| R1 |
6,601.0 |
6,601.0 |
6,516.0 |
6,657.0 |
| PP |
6,417.5 |
6,417.5 |
6,417.5 |
6,445.5 |
| S1 |
6,306.0 |
6,306.0 |
6,462.0 |
6,362.0 |
| S2 |
6,122.5 |
6,122.5 |
6,435.0 |
|
| S3 |
5,827.5 |
6,011.0 |
6,408.0 |
|
| S4 |
5,532.5 |
5,716.0 |
6,327.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,541.5 |
6,234.5 |
307.0 |
4.7% |
131.5 |
2.0% |
94% |
True |
False |
119,184 |
| 10 |
6,541.5 |
6,234.5 |
307.0 |
4.7% |
118.5 |
1.8% |
94% |
True |
False |
112,685 |
| 20 |
6,615.0 |
6,234.5 |
380.5 |
5.8% |
105.0 |
1.6% |
76% |
False |
False |
92,827 |
| 40 |
6,715.0 |
6,068.0 |
647.0 |
9.9% |
97.0 |
1.5% |
70% |
False |
False |
58,887 |
| 60 |
6,715.0 |
6,068.0 |
647.0 |
9.9% |
76.5 |
1.2% |
70% |
False |
False |
39,300 |
| 80 |
6,715.0 |
6,010.0 |
705.0 |
10.8% |
70.0 |
1.1% |
73% |
False |
False |
29,499 |
| 100 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
57.5 |
0.9% |
64% |
False |
False |
23,603 |
| 120 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
49.5 |
0.8% |
64% |
False |
False |
19,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,773.0 |
|
2.618 |
6,684.0 |
|
1.618 |
6,629.5 |
|
1.000 |
6,596.0 |
|
0.618 |
6,575.0 |
|
HIGH |
6,541.5 |
|
0.618 |
6,520.5 |
|
0.500 |
6,514.0 |
|
0.382 |
6,508.0 |
|
LOW |
6,487.0 |
|
0.618 |
6,453.5 |
|
1.000 |
6,432.5 |
|
1.618 |
6,399.0 |
|
2.618 |
6,344.5 |
|
4.250 |
6,255.5 |
|
|
| Fisher Pivots for day following 19-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
6,520.0 |
6,478.0 |
| PP |
6,517.0 |
6,433.0 |
| S1 |
6,514.0 |
6,388.0 |
|