| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,996.50 |
2,020.50 |
24.00 |
1.2% |
2,086.00 |
| High |
2,023.75 |
2,058.50 |
34.75 |
1.7% |
2,088.75 |
| Low |
1,995.75 |
2,020.25 |
24.50 |
1.2% |
2,038.75 |
| Close |
2,019.50 |
2,055.00 |
35.50 |
1.8% |
2,046.25 |
| Range |
28.00 |
38.25 |
10.25 |
36.6% |
50.00 |
| ATR |
25.57 |
26.53 |
0.96 |
3.8% |
0.00 |
| Volume |
1,760,658 |
1,555,733 |
-204,925 |
-11.6% |
3,548,944 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.25 |
2,145.50 |
2,076.00 |
|
| R3 |
2,121.00 |
2,107.25 |
2,065.50 |
|
| R2 |
2,082.75 |
2,082.75 |
2,062.00 |
|
| R1 |
2,069.00 |
2,069.00 |
2,058.50 |
2,076.00 |
| PP |
2,044.50 |
2,044.50 |
2,044.50 |
2,048.00 |
| S1 |
2,030.75 |
2,030.75 |
2,051.50 |
2,037.50 |
| S2 |
2,006.25 |
2,006.25 |
2,048.00 |
|
| S3 |
1,968.00 |
1,992.50 |
2,044.50 |
|
| S4 |
1,929.75 |
1,954.25 |
2,034.00 |
|
|
| 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 |
2,067.25 |
1,984.25 |
83.00 |
4.0% |
34.50 |
1.7% |
85% |
False |
False |
1,810,774 |
| 10 |
2,088.75 |
1,984.25 |
104.50 |
5.1% |
25.00 |
1.2% |
68% |
False |
False |
1,178,880 |
| 20 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
29.50 |
1.4% |
73% |
False |
False |
1,506,865 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
22.00 |
1.1% |
73% |
False |
False |
765,103 |
| 60 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
24.25 |
1.2% |
88% |
False |
False |
511,785 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
25.00 |
1.2% |
88% |
False |
False |
384,370 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
22.25 |
1.1% |
88% |
False |
False |
307,535 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
21.00 |
1.0% |
88% |
False |
False |
256,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.00 |
|
2.618 |
2,158.75 |
|
1.618 |
2,120.50 |
|
1.000 |
2,096.75 |
|
0.618 |
2,082.25 |
|
HIGH |
2,058.50 |
|
0.618 |
2,044.00 |
|
0.500 |
2,039.50 |
|
0.382 |
2,034.75 |
|
LOW |
2,020.25 |
|
0.618 |
1,996.50 |
|
1.000 |
1,982.00 |
|
1.618 |
1,958.25 |
|
2.618 |
1,920.00 |
|
4.250 |
1,857.75 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.75 |
2,043.75 |
| PP |
2,044.50 |
2,032.50 |
| S1 |
2,039.50 |
2,021.50 |
|