| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,076.25 |
2,055.00 |
-21.25 |
-1.0% |
2,086.00 |
| High |
2,082.75 |
2,067.25 |
-15.50 |
-0.7% |
2,088.75 |
| Low |
2,050.75 |
2,038.75 |
-12.00 |
-0.6% |
2,038.75 |
| Close |
2,052.50 |
2,046.25 |
-6.25 |
-0.3% |
2,046.25 |
| Range |
32.00 |
28.50 |
-3.50 |
-10.9% |
50.00 |
| ATR |
22.68 |
23.09 |
0.42 |
1.8% |
0.00 |
| Volume |
836,223 |
1,358,348 |
522,125 |
62.4% |
3,548,944 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.25 |
2,119.75 |
2,062.00 |
|
| R3 |
2,107.75 |
2,091.25 |
2,054.00 |
|
| R2 |
2,079.25 |
2,079.25 |
2,051.50 |
|
| R1 |
2,062.75 |
2,062.75 |
2,048.75 |
2,056.75 |
| PP |
2,050.75 |
2,050.75 |
2,050.75 |
2,047.75 |
| S1 |
2,034.25 |
2,034.25 |
2,043.75 |
2,028.25 |
| S2 |
2,022.25 |
2,022.25 |
2,041.00 |
|
| S3 |
1,993.75 |
2,005.75 |
2,038.50 |
|
| S4 |
1,965.25 |
1,977.25 |
2,030.50 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.00 |
2,177.00 |
2,073.75 |
|
| R3 |
2,158.00 |
2,127.00 |
2,060.00 |
|
| R2 |
2,108.00 |
2,108.00 |
2,055.50 |
|
| R1 |
2,077.00 |
2,077.00 |
2,050.75 |
2,067.50 |
| PP |
2,058.00 |
2,058.00 |
2,058.00 |
2,053.00 |
| S1 |
2,027.00 |
2,027.00 |
2,041.75 |
2,017.50 |
| S2 |
2,008.00 |
2,008.00 |
2,037.00 |
|
| S3 |
1,958.00 |
1,977.00 |
2,032.50 |
|
| S4 |
1,908.00 |
1,927.00 |
2,018.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,088.75 |
2,038.75 |
50.00 |
2.4% |
19.75 |
1.0% |
15% |
False |
True |
771,645 |
| 10 |
2,088.75 |
2,004.50 |
84.25 |
4.1% |
20.75 |
1.0% |
50% |
False |
False |
985,342 |
| 20 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
26.25 |
1.3% |
67% |
False |
False |
1,135,808 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
20.00 |
1.0% |
67% |
False |
False |
573,026 |
| 60 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
24.75 |
1.2% |
85% |
False |
False |
383,787 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
23.75 |
1.2% |
85% |
False |
False |
288,202 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
21.25 |
1.0% |
85% |
False |
False |
230,581 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
20.50 |
1.0% |
85% |
False |
False |
192,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.50 |
|
2.618 |
2,141.75 |
|
1.618 |
2,113.25 |
|
1.000 |
2,095.75 |
|
0.618 |
2,084.75 |
|
HIGH |
2,067.25 |
|
0.618 |
2,056.25 |
|
0.500 |
2,053.00 |
|
0.382 |
2,049.75 |
|
LOW |
2,038.75 |
|
0.618 |
2,021.25 |
|
1.000 |
2,010.25 |
|
1.618 |
1,992.75 |
|
2.618 |
1,964.25 |
|
4.250 |
1,917.50 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,053.00 |
2,063.50 |
| PP |
2,050.75 |
2,057.75 |
| S1 |
2,048.50 |
2,052.00 |
|