| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,053.75 |
2,034.50 |
-19.25 |
-0.9% |
2,045.75 |
| High |
2,062.00 |
2,048.25 |
-13.75 |
-0.7% |
2,062.00 |
| Low |
2,031.25 |
2,015.25 |
-16.00 |
-0.8% |
1,984.25 |
| Close |
2,035.25 |
2,022.50 |
-12.75 |
-0.6% |
2,035.25 |
| Range |
30.75 |
33.00 |
2.25 |
7.3% |
77.75 |
| ATR |
26.83 |
27.27 |
0.44 |
1.6% |
0.00 |
| Volume |
1,907,571 |
1,622,204 |
-285,367 |
-15.0% |
9,603,097 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.75 |
2,108.00 |
2,040.75 |
|
| R3 |
2,094.75 |
2,075.00 |
2,031.50 |
|
| R2 |
2,061.75 |
2,061.75 |
2,028.50 |
|
| R1 |
2,042.00 |
2,042.00 |
2,025.50 |
2,035.50 |
| PP |
2,028.75 |
2,028.75 |
2,028.75 |
2,025.25 |
| S1 |
2,009.00 |
2,009.00 |
2,019.50 |
2,002.50 |
| S2 |
1,995.75 |
1,995.75 |
2,016.50 |
|
| S3 |
1,962.75 |
1,976.00 |
2,013.50 |
|
| S4 |
1,929.75 |
1,943.00 |
2,004.25 |
|
|
| 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% |
33.75 |
1.7% |
49% |
False |
False |
1,838,305 |
| 10 |
2,088.75 |
1,984.25 |
104.50 |
5.2% |
29.75 |
1.5% |
37% |
False |
False |
1,477,424 |
| 20 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
29.25 |
1.4% |
48% |
False |
False |
1,624,289 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
23.25 |
1.1% |
48% |
False |
False |
853,175 |
| 60 |
2,088.75 |
1,808.25 |
280.50 |
13.9% |
23.75 |
1.2% |
76% |
False |
False |
570,432 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.0% |
25.25 |
1.3% |
77% |
False |
False |
428,484 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.0% |
22.75 |
1.1% |
77% |
False |
False |
342,832 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.0% |
21.50 |
1.1% |
77% |
False |
False |
285,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.50 |
|
2.618 |
2,134.75 |
|
1.618 |
2,101.75 |
|
1.000 |
2,081.25 |
|
0.618 |
2,068.75 |
|
HIGH |
2,048.25 |
|
0.618 |
2,035.75 |
|
0.500 |
2,031.75 |
|
0.382 |
2,027.75 |
|
LOW |
2,015.25 |
|
0.618 |
1,994.75 |
|
1.000 |
1,982.25 |
|
1.618 |
1,961.75 |
|
2.618 |
1,928.75 |
|
4.250 |
1,875.00 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.75 |
2,038.50 |
| PP |
2,028.75 |
2,033.25 |
| S1 |
2,025.50 |
2,028.00 |
|