| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,142.9 |
1,166.7 |
23.8 |
2.1% |
1,179.2 |
| High |
1,174.4 |
1,178.9 |
4.5 |
0.4% |
1,199.5 |
| Low |
1,139.4 |
1,156.3 |
16.9 |
1.5% |
1,139.4 |
| Close |
1,171.8 |
1,166.6 |
-5.2 |
-0.4% |
1,171.8 |
| Range |
35.0 |
22.6 |
-12.4 |
-35.4% |
60.1 |
| ATR |
23.2 |
23.1 |
0.0 |
-0.2% |
0.0 |
| Volume |
121,955 |
104,318 |
-17,637 |
-14.5% |
654,381 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.0 |
1,223.5 |
1,179.0 |
|
| R3 |
1,212.5 |
1,200.8 |
1,172.8 |
|
| R2 |
1,189.8 |
1,189.8 |
1,170.8 |
|
| R1 |
1,178.3 |
1,178.3 |
1,168.8 |
1,172.8 |
| PP |
1,167.3 |
1,167.3 |
1,167.3 |
1,164.5 |
| S1 |
1,155.8 |
1,155.8 |
1,164.5 |
1,150.3 |
| S2 |
1,144.8 |
1,144.8 |
1,162.5 |
|
| S3 |
1,122.0 |
1,133.0 |
1,160.5 |
|
| S4 |
1,099.5 |
1,110.5 |
1,154.3 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.5 |
1,321.3 |
1,204.8 |
|
| R3 |
1,290.5 |
1,261.3 |
1,188.3 |
|
| R2 |
1,230.3 |
1,230.3 |
1,182.8 |
|
| R1 |
1,201.0 |
1,201.0 |
1,177.3 |
1,185.8 |
| PP |
1,170.3 |
1,170.3 |
1,170.3 |
1,162.5 |
| S1 |
1,141.0 |
1,141.0 |
1,166.3 |
1,125.5 |
| S2 |
1,110.3 |
1,110.3 |
1,160.8 |
|
| S3 |
1,050.0 |
1,080.8 |
1,155.3 |
|
| S4 |
990.0 |
1,020.8 |
1,138.8 |
|
|
| 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 |
1,139.4 |
60.1 |
5.2% |
31.8 |
2.7% |
45% |
False |
False |
133,143 |
| 10 |
1,199.5 |
1,139.4 |
60.1 |
5.2% |
26.8 |
2.3% |
45% |
False |
False |
122,422 |
| 20 |
1,220.2 |
1,139.4 |
80.8 |
6.9% |
20.8 |
1.8% |
34% |
False |
False |
98,416 |
| 40 |
1,220.2 |
1,128.2 |
92.0 |
7.9% |
20.5 |
1.8% |
42% |
False |
False |
79,616 |
| 60 |
1,220.2 |
1,104.9 |
115.3 |
9.9% |
17.5 |
1.5% |
54% |
False |
False |
53,091 |
| 80 |
1,220.2 |
1,038.8 |
181.4 |
15.5% |
16.8 |
1.4% |
70% |
False |
False |
39,825 |
| 100 |
1,220.2 |
1,038.8 |
181.4 |
15.5% |
13.8 |
1.2% |
70% |
False |
False |
31,861 |
| 120 |
1,220.2 |
1,038.8 |
181.4 |
15.5% |
11.3 |
1.0% |
70% |
False |
False |
26,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,275.0 |
|
2.618 |
1,238.0 |
|
1.618 |
1,215.5 |
|
1.000 |
1,201.5 |
|
0.618 |
1,192.8 |
|
HIGH |
1,179.0 |
|
0.618 |
1,170.3 |
|
0.500 |
1,167.5 |
|
0.382 |
1,165.0 |
|
LOW |
1,156.3 |
|
0.618 |
1,142.3 |
|
1.000 |
1,133.8 |
|
1.618 |
1,119.8 |
|
2.618 |
1,097.3 |
|
4.250 |
1,060.3 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,167.5 |
1,165.5 |
| PP |
1,167.3 |
1,164.3 |
| S1 |
1,167.0 |
1,163.0 |
|