| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,034.50 |
2,023.75 |
-10.75 |
-0.5% |
2,045.75 |
| High |
2,048.25 |
2,051.75 |
3.50 |
0.2% |
2,062.00 |
| Low |
2,015.25 |
2,001.00 |
-14.25 |
-0.7% |
1,984.25 |
| Close |
2,022.50 |
2,016.00 |
-6.50 |
-0.3% |
2,035.25 |
| Range |
33.00 |
50.75 |
17.75 |
53.8% |
77.75 |
| ATR |
27.27 |
28.95 |
1.68 |
6.1% |
0.00 |
| Volume |
1,622,204 |
2,496,445 |
874,241 |
53.9% |
9,603,097 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.25 |
2,146.25 |
2,044.00 |
|
| R3 |
2,124.50 |
2,095.50 |
2,030.00 |
|
| R2 |
2,073.75 |
2,073.75 |
2,025.25 |
|
| R1 |
2,044.75 |
2,044.75 |
2,020.75 |
2,034.00 |
| PP |
2,023.00 |
2,023.00 |
2,023.00 |
2,017.50 |
| S1 |
1,994.00 |
1,994.00 |
2,011.25 |
1,983.00 |
| S2 |
1,972.25 |
1,972.25 |
2,006.75 |
|
| S3 |
1,921.50 |
1,943.25 |
2,002.00 |
|
| S4 |
1,870.75 |
1,892.50 |
1,988.00 |
|
|
| 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 |
1,995.75 |
66.25 |
3.3% |
36.25 |
1.8% |
31% |
False |
False |
1,868,522 |
| 10 |
2,088.50 |
1,984.25 |
104.25 |
5.2% |
33.50 |
1.7% |
30% |
False |
False |
1,663,434 |
| 20 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
30.00 |
1.5% |
43% |
False |
False |
1,625,908 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
24.00 |
1.2% |
43% |
False |
False |
915,218 |
| 60 |
2,088.75 |
1,843.50 |
245.25 |
12.2% |
23.75 |
1.2% |
70% |
False |
False |
611,843 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
25.75 |
1.3% |
74% |
False |
False |
459,683 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
23.00 |
1.1% |
74% |
False |
False |
367,796 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
22.00 |
1.1% |
74% |
False |
False |
306,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,267.50 |
|
2.618 |
2,184.50 |
|
1.618 |
2,133.75 |
|
1.000 |
2,102.50 |
|
0.618 |
2,083.00 |
|
HIGH |
2,051.75 |
|
0.618 |
2,032.25 |
|
0.500 |
2,026.50 |
|
0.382 |
2,020.50 |
|
LOW |
2,001.00 |
|
0.618 |
1,969.75 |
|
1.000 |
1,950.25 |
|
1.618 |
1,919.00 |
|
2.618 |
1,868.25 |
|
4.250 |
1,785.25 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,026.50 |
2,031.50 |
| PP |
2,023.00 |
2,026.25 |
| S1 |
2,019.50 |
2,021.25 |
|