| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
6,799.0 |
6,802.0 |
3.0 |
0.0% |
6,491.0 |
| High |
6,810.0 |
6,806.0 |
-4.0 |
-0.1% |
6,789.0 |
| Low |
6,716.0 |
6,695.5 |
-20.5 |
-0.3% |
6,487.0 |
| Close |
6,762.0 |
6,754.5 |
-7.5 |
-0.1% |
6,769.0 |
| Range |
94.0 |
110.5 |
16.5 |
17.6% |
302.0 |
| ATR |
109.0 |
109.1 |
0.1 |
0.1% |
0.0 |
| Volume |
100,967 |
101,307 |
340 |
0.3% |
475,823 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,083.5 |
7,029.5 |
6,815.5 |
|
| R3 |
6,973.0 |
6,919.0 |
6,785.0 |
|
| R2 |
6,862.5 |
6,862.5 |
6,775.0 |
|
| R1 |
6,808.5 |
6,808.5 |
6,764.5 |
6,780.0 |
| PP |
6,752.0 |
6,752.0 |
6,752.0 |
6,738.0 |
| S1 |
6,698.0 |
6,698.0 |
6,744.5 |
6,670.0 |
| S2 |
6,641.5 |
6,641.5 |
6,734.0 |
|
| S3 |
6,531.0 |
6,587.5 |
6,724.0 |
|
| S4 |
6,420.5 |
6,477.0 |
6,693.5 |
|
|
| 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 |
6,668.5 |
163.5 |
2.4% |
94.5 |
1.4% |
53% |
False |
False |
103,238 |
| 10 |
6,832.0 |
6,234.5 |
597.5 |
8.8% |
103.5 |
1.5% |
87% |
False |
False |
105,211 |
| 20 |
6,832.0 |
6,234.5 |
597.5 |
8.8% |
107.0 |
1.6% |
87% |
False |
False |
102,446 |
| 40 |
6,832.0 |
6,068.0 |
764.0 |
11.3% |
104.5 |
1.5% |
90% |
False |
False |
76,638 |
| 60 |
6,832.0 |
6,068.0 |
764.0 |
11.3% |
82.0 |
1.2% |
90% |
False |
False |
51,146 |
| 80 |
6,832.0 |
6,010.0 |
822.0 |
12.2% |
76.5 |
1.1% |
91% |
False |
False |
38,403 |
| 100 |
6,832.0 |
6,010.0 |
822.0 |
12.2% |
63.5 |
0.9% |
91% |
False |
False |
30,725 |
| 120 |
6,832.0 |
6,010.0 |
822.0 |
12.2% |
54.5 |
0.8% |
91% |
False |
False |
25,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,275.5 |
|
2.618 |
7,095.5 |
|
1.618 |
6,985.0 |
|
1.000 |
6,916.5 |
|
0.618 |
6,874.5 |
|
HIGH |
6,806.0 |
|
0.618 |
6,764.0 |
|
0.500 |
6,751.0 |
|
0.382 |
6,737.5 |
|
LOW |
6,695.5 |
|
0.618 |
6,627.0 |
|
1.000 |
6,585.0 |
|
1.618 |
6,516.5 |
|
2.618 |
6,406.0 |
|
4.250 |
6,226.0 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
6,753.0 |
6,764.0 |
| PP |
6,752.0 |
6,760.5 |
| S1 |
6,751.0 |
6,757.5 |
|