| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,045.75 |
2,019.00 |
-26.75 |
-1.3% |
2,086.00 |
| High |
2,048.25 |
2,023.50 |
-24.75 |
-1.2% |
2,088.75 |
| Low |
2,009.50 |
1,984.25 |
-25.25 |
-1.3% |
2,038.75 |
| Close |
2,016.00 |
1,994.50 |
-21.50 |
-1.1% |
2,046.25 |
| Range |
38.75 |
39.25 |
0.50 |
1.3% |
50.00 |
| ATR |
24.21 |
25.29 |
1.07 |
4.4% |
0.00 |
| Volume |
2,033,774 |
2,345,361 |
311,587 |
15.3% |
3,548,944 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.50 |
2,095.75 |
2,016.00 |
|
| R3 |
2,079.25 |
2,056.50 |
2,005.25 |
|
| R2 |
2,040.00 |
2,040.00 |
2,001.75 |
|
| R1 |
2,017.25 |
2,017.25 |
1,998.00 |
2,009.00 |
| PP |
2,000.75 |
2,000.75 |
2,000.75 |
1,996.50 |
| S1 |
1,978.00 |
1,978.00 |
1,991.00 |
1,969.75 |
| S2 |
1,961.50 |
1,961.50 |
1,987.25 |
|
| S3 |
1,922.25 |
1,938.75 |
1,983.75 |
|
| S4 |
1,883.00 |
1,899.50 |
1,973.00 |
|
|
| 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 |
2,088.50 |
1,984.25 |
104.25 |
5.2% |
30.75 |
1.5% |
10% |
False |
True |
1,458,346 |
| 10 |
2,088.75 |
1,984.25 |
104.50 |
5.2% |
20.75 |
1.0% |
10% |
False |
True |
1,010,878 |
| 20 |
2,088.75 |
1,961.50 |
127.25 |
6.4% |
28.75 |
1.4% |
26% |
False |
False |
1,351,593 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.4% |
21.00 |
1.1% |
26% |
False |
False |
682,374 |
| 60 |
2,088.75 |
1,805.00 |
283.75 |
14.2% |
24.50 |
1.2% |
67% |
False |
False |
456,646 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.2% |
24.50 |
1.2% |
67% |
False |
False |
342,926 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.2% |
21.75 |
1.1% |
67% |
False |
False |
274,372 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.2% |
21.00 |
1.1% |
67% |
False |
False |
228,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,190.25 |
|
2.618 |
2,126.25 |
|
1.618 |
2,087.00 |
|
1.000 |
2,062.75 |
|
0.618 |
2,047.75 |
|
HIGH |
2,023.50 |
|
0.618 |
2,008.50 |
|
0.500 |
2,004.00 |
|
0.382 |
1,999.25 |
|
LOW |
1,984.25 |
|
0.618 |
1,960.00 |
|
1.000 |
1,945.00 |
|
1.618 |
1,920.75 |
|
2.618 |
1,881.50 |
|
4.250 |
1,817.50 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,004.00 |
2,025.75 |
| PP |
2,000.75 |
2,015.25 |
| S1 |
1,997.50 |
2,005.00 |
|