| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,055.00 |
2,045.75 |
-9.25 |
-0.5% |
2,086.00 |
| High |
2,067.25 |
2,048.25 |
-19.00 |
-0.9% |
2,088.75 |
| Low |
2,038.75 |
2,009.50 |
-29.25 |
-1.4% |
2,038.75 |
| Close |
2,046.25 |
2,016.00 |
-30.25 |
-1.5% |
2,046.25 |
| Range |
28.50 |
38.75 |
10.25 |
36.0% |
50.00 |
| ATR |
23.09 |
24.21 |
1.12 |
4.8% |
0.00 |
| Volume |
1,358,348 |
2,033,774 |
675,426 |
49.7% |
3,548,944 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.75 |
2,117.25 |
2,037.25 |
|
| R3 |
2,102.00 |
2,078.50 |
2,026.75 |
|
| R2 |
2,063.25 |
2,063.25 |
2,023.00 |
|
| R1 |
2,039.75 |
2,039.75 |
2,019.50 |
2,032.00 |
| PP |
2,024.50 |
2,024.50 |
2,024.50 |
2,020.75 |
| S1 |
2,001.00 |
2,001.00 |
2,012.50 |
1,993.50 |
| S2 |
1,985.75 |
1,985.75 |
2,009.00 |
|
| S3 |
1,947.00 |
1,962.25 |
2,005.25 |
|
| S4 |
1,908.25 |
1,923.50 |
1,994.75 |
|
|
| 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 |
2,009.50 |
79.25 |
3.9% |
25.50 |
1.3% |
8% |
False |
True |
1,116,543 |
| 10 |
2,088.75 |
2,009.50 |
79.25 |
3.9% |
19.00 |
0.9% |
8% |
False |
True |
952,903 |
| 20 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
27.25 |
1.4% |
43% |
False |
False |
1,235,952 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
20.50 |
1.0% |
43% |
False |
False |
623,815 |
| 60 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
24.75 |
1.2% |
74% |
False |
False |
417,642 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
24.25 |
1.2% |
74% |
False |
False |
313,616 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
21.50 |
1.1% |
74% |
False |
False |
250,919 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
20.75 |
1.0% |
74% |
False |
False |
209,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,213.00 |
|
2.618 |
2,149.75 |
|
1.618 |
2,111.00 |
|
1.000 |
2,087.00 |
|
0.618 |
2,072.25 |
|
HIGH |
2,048.25 |
|
0.618 |
2,033.50 |
|
0.500 |
2,029.00 |
|
0.382 |
2,024.25 |
|
LOW |
2,009.50 |
|
0.618 |
1,985.50 |
|
1.000 |
1,970.75 |
|
1.618 |
1,946.75 |
|
2.618 |
1,908.00 |
|
4.250 |
1,844.75 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.00 |
2,046.00 |
| PP |
2,024.50 |
2,036.00 |
| S1 |
2,020.25 |
2,026.00 |
|