| 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 |
6,589.0 |
6,678.5 |
89.5 |
1.4% |
6,460.0 |
| High |
6,672.5 |
6,785.0 |
112.5 |
1.7% |
6,529.5 |
| Low |
6,582.0 |
6,668.5 |
86.5 |
1.3% |
6,234.5 |
| Close |
6,659.0 |
6,736.5 |
77.5 |
1.2% |
6,489.0 |
| Range |
90.5 |
116.5 |
26.0 |
28.7% |
295.0 |
| ATR |
114.7 |
115.5 |
0.8 |
0.7% |
0.0 |
| Volume |
114,458 |
130,407 |
15,949 |
13.9% |
626,372 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,079.5 |
7,024.5 |
6,800.5 |
|
| R3 |
6,963.0 |
6,908.0 |
6,768.5 |
|
| R2 |
6,846.5 |
6,846.5 |
6,758.0 |
|
| R1 |
6,791.5 |
6,791.5 |
6,747.0 |
6,819.0 |
| PP |
6,730.0 |
6,730.0 |
6,730.0 |
6,744.0 |
| S1 |
6,675.0 |
6,675.0 |
6,726.0 |
6,702.5 |
| S2 |
6,613.5 |
6,613.5 |
6,715.0 |
|
| S3 |
6,497.0 |
6,558.5 |
6,704.5 |
|
| S4 |
6,380.5 |
6,442.0 |
6,672.5 |
|
|
| 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 |
6,785.0 |
6,377.5 |
407.5 |
6.0% |
93.5 |
1.4% |
88% |
True |
False |
99,475 |
| 10 |
6,785.0 |
6,234.5 |
550.5 |
8.2% |
112.0 |
1.7% |
91% |
True |
False |
110,096 |
| 20 |
6,785.0 |
6,234.5 |
550.5 |
8.2% |
101.5 |
1.5% |
91% |
True |
False |
92,173 |
| 40 |
6,785.0 |
6,068.0 |
717.0 |
10.6% |
100.0 |
1.5% |
93% |
True |
False |
67,052 |
| 60 |
6,785.0 |
6,068.0 |
717.0 |
10.6% |
78.5 |
1.2% |
93% |
True |
False |
44,720 |
| 80 |
6,785.0 |
6,010.0 |
775.0 |
11.5% |
73.5 |
1.1% |
94% |
True |
False |
33,581 |
| 100 |
6,808.5 |
6,010.0 |
798.5 |
11.9% |
60.0 |
0.9% |
91% |
False |
False |
26,868 |
| 120 |
6,808.5 |
6,010.0 |
798.5 |
11.9% |
51.5 |
0.8% |
91% |
False |
False |
22,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,280.0 |
|
2.618 |
7,090.0 |
|
1.618 |
6,973.5 |
|
1.000 |
6,901.5 |
|
0.618 |
6,857.0 |
|
HIGH |
6,785.0 |
|
0.618 |
6,740.5 |
|
0.500 |
6,727.0 |
|
0.382 |
6,713.0 |
|
LOW |
6,668.5 |
|
0.618 |
6,596.5 |
|
1.000 |
6,552.0 |
|
1.618 |
6,480.0 |
|
2.618 |
6,363.5 |
|
4.250 |
6,173.5 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
6,733.0 |
6,711.0 |
| PP |
6,730.0 |
6,685.5 |
| S1 |
6,727.0 |
6,660.0 |
|