| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,023.75 |
2,017.25 |
-6.50 |
-0.3% |
2,045.75 |
| High |
2,051.75 |
2,019.50 |
-32.25 |
-1.6% |
2,062.00 |
| Low |
2,001.00 |
1,981.25 |
-19.75 |
-1.0% |
1,984.25 |
| Close |
2,016.00 |
2,007.50 |
-8.50 |
-0.4% |
2,035.25 |
| Range |
50.75 |
38.25 |
-12.50 |
-24.6% |
77.75 |
| ATR |
28.95 |
29.61 |
0.66 |
2.3% |
0.00 |
| Volume |
2,496,445 |
2,516,599 |
20,154 |
0.8% |
9,603,097 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.50 |
2,100.75 |
2,028.50 |
|
| R3 |
2,079.25 |
2,062.50 |
2,018.00 |
|
| R2 |
2,041.00 |
2,041.00 |
2,014.50 |
|
| R1 |
2,024.25 |
2,024.25 |
2,011.00 |
2,013.50 |
| PP |
2,002.75 |
2,002.75 |
2,002.75 |
1,997.50 |
| S1 |
1,986.00 |
1,986.00 |
2,004.00 |
1,975.25 |
| S2 |
1,964.50 |
1,964.50 |
2,000.50 |
|
| S3 |
1,926.25 |
1,947.75 |
1,997.00 |
|
| S4 |
1,888.00 |
1,909.50 |
1,986.50 |
|
|
| 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 |
1,981.25 |
80.75 |
4.0% |
38.25 |
1.9% |
33% |
False |
True |
2,019,710 |
| 10 |
2,082.75 |
1,981.25 |
101.50 |
5.1% |
35.75 |
1.8% |
26% |
False |
True |
1,843,291 |
| 20 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
30.00 |
1.5% |
36% |
False |
False |
1,611,141 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
24.75 |
1.2% |
36% |
False |
False |
978,008 |
| 60 |
2,088.75 |
1,865.00 |
223.75 |
11.1% |
23.75 |
1.2% |
64% |
False |
False |
653,726 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
26.00 |
1.3% |
71% |
False |
False |
491,137 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
23.50 |
1.2% |
71% |
False |
False |
392,961 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
22.25 |
1.1% |
71% |
False |
False |
327,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,182.00 |
|
2.618 |
2,119.75 |
|
1.618 |
2,081.50 |
|
1.000 |
2,057.75 |
|
0.618 |
2,043.25 |
|
HIGH |
2,019.50 |
|
0.618 |
2,005.00 |
|
0.500 |
2,000.50 |
|
0.382 |
1,995.75 |
|
LOW |
1,981.25 |
|
0.618 |
1,957.50 |
|
1.000 |
1,943.00 |
|
1.618 |
1,919.25 |
|
2.618 |
1,881.00 |
|
4.250 |
1,818.75 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.00 |
2,016.50 |
| PP |
2,002.75 |
2,013.50 |
| S1 |
2,000.50 |
2,010.50 |
|