| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,179.2 |
1,177.8 |
-1.4 |
-0.1% |
1,192.5 |
| High |
1,187.0 |
1,199.5 |
12.5 |
1.1% |
1,195.2 |
| Low |
1,166.7 |
1,162.7 |
-4.0 |
-0.3% |
1,147.6 |
| Close |
1,177.3 |
1,177.8 |
0.5 |
0.0% |
1,180.5 |
| Range |
20.3 |
36.8 |
16.5 |
81.3% |
47.6 |
| ATR |
19.3 |
20.6 |
1.2 |
6.5% |
0.0 |
| Volume |
92,982 |
159,129 |
66,147 |
71.1% |
602,744 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.5 |
1,271.0 |
1,198.0 |
|
| R3 |
1,253.5 |
1,234.0 |
1,188.0 |
|
| R2 |
1,216.8 |
1,216.8 |
1,184.5 |
|
| R1 |
1,197.3 |
1,197.3 |
1,181.3 |
1,196.3 |
| PP |
1,180.0 |
1,180.0 |
1,180.0 |
1,179.5 |
| S1 |
1,160.5 |
1,160.5 |
1,174.5 |
1,159.5 |
| S2 |
1,143.3 |
1,143.3 |
1,171.0 |
|
| S3 |
1,106.5 |
1,123.8 |
1,167.8 |
|
| S4 |
1,069.5 |
1,087.0 |
1,157.5 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.3 |
1,296.5 |
1,206.8 |
|
| R3 |
1,269.8 |
1,248.8 |
1,193.5 |
|
| R2 |
1,222.0 |
1,222.0 |
1,189.3 |
|
| R1 |
1,201.3 |
1,201.3 |
1,184.8 |
1,187.8 |
| PP |
1,174.5 |
1,174.5 |
1,174.5 |
1,167.8 |
| S1 |
1,153.8 |
1,153.8 |
1,176.3 |
1,140.3 |
| S2 |
1,126.8 |
1,126.8 |
1,171.8 |
|
| S3 |
1,079.3 |
1,106.0 |
1,167.5 |
|
| S4 |
1,031.8 |
1,058.5 |
1,154.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,199.5 |
1,158.4 |
41.1 |
3.5% |
22.0 |
1.9% |
47% |
True |
False |
111,521 |
| 10 |
1,220.2 |
1,147.6 |
72.6 |
6.2% |
22.8 |
1.9% |
42% |
False |
False |
109,315 |
| 20 |
1,220.2 |
1,128.2 |
92.0 |
7.8% |
20.5 |
1.7% |
54% |
False |
False |
117,366 |
| 40 |
1,220.2 |
1,128.2 |
92.0 |
7.8% |
18.8 |
1.6% |
54% |
False |
False |
66,959 |
| 60 |
1,220.2 |
1,077.5 |
142.7 |
12.1% |
15.8 |
1.3% |
70% |
False |
False |
44,649 |
| 80 |
1,220.2 |
1,038.8 |
181.4 |
15.4% |
15.5 |
1.3% |
77% |
False |
False |
33,494 |
| 100 |
1,220.2 |
1,038.8 |
181.4 |
15.4% |
12.5 |
1.1% |
77% |
False |
False |
26,795 |
| 120 |
1,220.2 |
1,038.8 |
181.4 |
15.4% |
10.3 |
0.9% |
77% |
False |
False |
22,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.0 |
|
2.618 |
1,295.8 |
|
1.618 |
1,259.0 |
|
1.000 |
1,236.3 |
|
0.618 |
1,222.3 |
|
HIGH |
1,199.5 |
|
0.618 |
1,185.5 |
|
0.500 |
1,181.0 |
|
0.382 |
1,176.8 |
|
LOW |
1,162.8 |
|
0.618 |
1,140.0 |
|
1.000 |
1,126.0 |
|
1.618 |
1,103.3 |
|
2.618 |
1,066.3 |
|
4.250 |
1,006.3 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.0 |
1,181.0 |
| PP |
1,180.0 |
1,180.0 |
| S1 |
1,179.0 |
1,179.0 |
|