| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
6,765.0 |
6,744.0 |
-21.0 |
-0.3% |
6,491.0 |
| High |
6,789.0 |
6,832.0 |
43.0 |
0.6% |
6,789.0 |
| Low |
6,737.0 |
6,733.0 |
-4.0 |
-0.1% |
6,487.0 |
| Close |
6,769.0 |
6,795.0 |
26.0 |
0.4% |
6,769.0 |
| Range |
52.0 |
99.0 |
47.0 |
90.4% |
302.0 |
| ATR |
111.0 |
110.2 |
-0.9 |
-0.8% |
0.0 |
| Volume |
95,957 |
87,555 |
-8,402 |
-8.8% |
475,823 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,083.5 |
7,038.5 |
6,849.5 |
|
| R3 |
6,984.5 |
6,939.5 |
6,822.0 |
|
| R2 |
6,885.5 |
6,885.5 |
6,813.0 |
|
| R1 |
6,840.5 |
6,840.5 |
6,804.0 |
6,863.0 |
| PP |
6,786.5 |
6,786.5 |
6,786.5 |
6,798.0 |
| S1 |
6,741.5 |
6,741.5 |
6,786.0 |
6,764.0 |
| S2 |
6,687.5 |
6,687.5 |
6,777.0 |
|
| S3 |
6,588.5 |
6,642.5 |
6,768.0 |
|
| S4 |
6,489.5 |
6,543.5 |
6,740.5 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,587.5 |
7,480.5 |
6,935.0 |
|
| R3 |
7,285.5 |
7,178.5 |
6,852.0 |
|
| R2 |
6,983.5 |
6,983.5 |
6,824.5 |
|
| R1 |
6,876.5 |
6,876.5 |
6,796.5 |
6,930.0 |
| PP |
6,681.5 |
6,681.5 |
6,681.5 |
6,708.5 |
| S1 |
6,574.5 |
6,574.5 |
6,741.5 |
6,628.0 |
| S2 |
6,379.5 |
6,379.5 |
6,713.5 |
|
| S3 |
6,077.5 |
6,272.5 |
6,686.0 |
|
| S4 |
5,775.5 |
5,970.5 |
6,603.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,832.0 |
6,534.5 |
297.5 |
4.4% |
82.5 |
1.2% |
88% |
True |
False |
102,017 |
| 10 |
6,832.0 |
6,234.5 |
597.5 |
8.8% |
107.0 |
1.6% |
94% |
True |
False |
110,600 |
| 20 |
6,832.0 |
6,234.5 |
597.5 |
8.8% |
105.5 |
1.6% |
94% |
True |
False |
98,580 |
| 40 |
6,832.0 |
6,068.0 |
764.0 |
11.2% |
102.0 |
1.5% |
95% |
True |
False |
71,586 |
| 60 |
6,832.0 |
6,068.0 |
764.0 |
11.2% |
80.5 |
1.2% |
95% |
True |
False |
47,776 |
| 80 |
6,832.0 |
6,010.0 |
822.0 |
12.1% |
75.0 |
1.1% |
95% |
True |
False |
35,875 |
| 100 |
6,832.0 |
6,010.0 |
822.0 |
12.1% |
61.5 |
0.9% |
95% |
True |
False |
28,703 |
| 120 |
6,832.0 |
6,010.0 |
822.0 |
12.1% |
52.5 |
0.8% |
95% |
True |
False |
23,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,253.0 |
|
2.618 |
7,091.0 |
|
1.618 |
6,992.0 |
|
1.000 |
6,931.0 |
|
0.618 |
6,893.0 |
|
HIGH |
6,832.0 |
|
0.618 |
6,794.0 |
|
0.500 |
6,782.5 |
|
0.382 |
6,771.0 |
|
LOW |
6,733.0 |
|
0.618 |
6,672.0 |
|
1.000 |
6,634.0 |
|
1.618 |
6,573.0 |
|
2.618 |
6,474.0 |
|
4.250 |
6,312.0 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
6,791.0 |
6,780.0 |
| PP |
6,786.5 |
6,765.0 |
| S1 |
6,782.5 |
6,750.0 |
|