| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,020.50 |
2,053.75 |
33.25 |
1.6% |
2,045.75 |
| High |
2,058.50 |
2,062.00 |
3.50 |
0.2% |
2,062.00 |
| Low |
2,020.25 |
2,031.25 |
11.00 |
0.5% |
1,984.25 |
| Close |
2,055.00 |
2,035.25 |
-19.75 |
-1.0% |
2,035.25 |
| Range |
38.25 |
30.75 |
-7.50 |
-19.6% |
77.75 |
| ATR |
26.53 |
26.83 |
0.30 |
1.1% |
0.00 |
| Volume |
1,555,733 |
1,907,571 |
351,838 |
22.6% |
9,603,097 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.00 |
2,116.00 |
2,052.25 |
|
| R3 |
2,104.25 |
2,085.25 |
2,043.75 |
|
| R2 |
2,073.50 |
2,073.50 |
2,041.00 |
|
| R1 |
2,054.50 |
2,054.50 |
2,038.00 |
2,048.50 |
| PP |
2,042.75 |
2,042.75 |
2,042.75 |
2,040.00 |
| S1 |
2,023.75 |
2,023.75 |
2,032.50 |
2,018.00 |
| S2 |
2,012.00 |
2,012.00 |
2,029.50 |
|
| S3 |
1,981.25 |
1,993.00 |
2,026.75 |
|
| S4 |
1,950.50 |
1,962.25 |
2,018.25 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.50 |
2,225.50 |
2,078.00 |
|
| R3 |
2,182.75 |
2,147.75 |
2,056.75 |
|
| R2 |
2,105.00 |
2,105.00 |
2,049.50 |
|
| R1 |
2,070.00 |
2,070.00 |
2,042.50 |
2,048.50 |
| PP |
2,027.25 |
2,027.25 |
2,027.25 |
2,016.50 |
| S1 |
1,992.25 |
1,992.25 |
2,028.00 |
1,971.00 |
| S2 |
1,949.50 |
1,949.50 |
2,021.00 |
|
| S3 |
1,871.75 |
1,914.50 |
2,013.75 |
|
| S4 |
1,794.00 |
1,836.75 |
1,992.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,062.00 |
1,984.25 |
77.75 |
3.8% |
35.00 |
1.7% |
66% |
True |
False |
1,920,619 |
| 10 |
2,088.75 |
1,984.25 |
104.50 |
5.1% |
27.50 |
1.3% |
49% |
False |
False |
1,346,132 |
| 20 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
29.25 |
1.4% |
58% |
False |
False |
1,586,858 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
22.50 |
1.1% |
58% |
False |
False |
812,739 |
| 60 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
24.25 |
1.2% |
81% |
False |
False |
543,491 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
25.00 |
1.2% |
81% |
False |
False |
408,211 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
22.50 |
1.1% |
81% |
False |
False |
326,610 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
21.25 |
1.0% |
81% |
False |
False |
272,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,192.75 |
|
2.618 |
2,142.50 |
|
1.618 |
2,111.75 |
|
1.000 |
2,092.75 |
|
0.618 |
2,081.00 |
|
HIGH |
2,062.00 |
|
0.618 |
2,050.25 |
|
0.500 |
2,046.50 |
|
0.382 |
2,043.00 |
|
LOW |
2,031.25 |
|
0.618 |
2,012.25 |
|
1.000 |
2,000.50 |
|
1.618 |
1,981.50 |
|
2.618 |
1,950.75 |
|
4.250 |
1,900.50 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.50 |
2,033.00 |
| PP |
2,042.75 |
2,031.00 |
| S1 |
2,039.00 |
2,029.00 |
|