| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,019.00 |
1,996.50 |
-22.50 |
-1.1% |
2,086.00 |
| High |
2,023.50 |
2,023.75 |
0.25 |
0.0% |
2,088.75 |
| Low |
1,984.25 |
1,995.75 |
11.50 |
0.6% |
2,038.75 |
| Close |
1,994.50 |
2,019.50 |
25.00 |
1.3% |
2,046.25 |
| Range |
39.25 |
28.00 |
-11.25 |
-28.7% |
50.00 |
| ATR |
25.29 |
25.57 |
0.28 |
1.1% |
0.00 |
| Volume |
2,345,361 |
1,760,658 |
-584,703 |
-24.9% |
3,548,944 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.00 |
2,086.25 |
2,035.00 |
|
| R3 |
2,069.00 |
2,058.25 |
2,027.25 |
|
| R2 |
2,041.00 |
2,041.00 |
2,024.75 |
|
| R1 |
2,030.25 |
2,030.25 |
2,022.00 |
2,035.50 |
| PP |
2,013.00 |
2,013.00 |
2,013.00 |
2,015.75 |
| S1 |
2,002.25 |
2,002.25 |
2,017.00 |
2,007.50 |
| S2 |
1,985.00 |
1,985.00 |
2,014.25 |
|
| S3 |
1,957.00 |
1,974.25 |
2,011.75 |
|
| S4 |
1,929.00 |
1,946.25 |
2,004.00 |
|
|
| 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 |
2,082.75 |
1,984.25 |
98.50 |
4.9% |
33.25 |
1.6% |
36% |
False |
False |
1,666,872 |
| 10 |
2,088.75 |
1,984.25 |
104.50 |
5.2% |
22.50 |
1.1% |
34% |
False |
False |
1,101,088 |
| 20 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
29.00 |
1.4% |
46% |
False |
False |
1,436,570 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
21.50 |
1.1% |
46% |
False |
False |
726,341 |
| 60 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
24.50 |
1.2% |
76% |
False |
False |
485,921 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
24.75 |
1.2% |
76% |
False |
False |
364,931 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
22.00 |
1.1% |
76% |
False |
False |
291,978 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
21.00 |
1.0% |
76% |
False |
False |
243,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,142.75 |
|
2.618 |
2,097.00 |
|
1.618 |
2,069.00 |
|
1.000 |
2,051.75 |
|
0.618 |
2,041.00 |
|
HIGH |
2,023.75 |
|
0.618 |
2,013.00 |
|
0.500 |
2,009.75 |
|
0.382 |
2,006.50 |
|
LOW |
1,995.75 |
|
0.618 |
1,978.50 |
|
1.000 |
1,967.75 |
|
1.618 |
1,950.50 |
|
2.618 |
1,922.50 |
|
4.250 |
1,876.75 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,016.25 |
2,018.50 |
| PP |
2,013.00 |
2,017.25 |
| S1 |
2,009.75 |
2,016.25 |
|