| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,017.25 |
2,009.75 |
-7.50 |
-0.4% |
2,045.75 |
| High |
2,019.50 |
2,027.25 |
7.75 |
0.4% |
2,062.00 |
| Low |
1,981.25 |
1,978.25 |
-3.00 |
-0.2% |
1,984.25 |
| Close |
2,007.50 |
1,989.00 |
-18.50 |
-0.9% |
2,035.25 |
| Range |
38.25 |
49.00 |
10.75 |
28.1% |
77.75 |
| ATR |
29.61 |
31.00 |
1.38 |
4.7% |
0.00 |
| Volume |
2,516,599 |
2,259,660 |
-256,939 |
-10.2% |
9,603,097 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.25 |
2,116.00 |
2,016.00 |
|
| R3 |
2,096.25 |
2,067.00 |
2,002.50 |
|
| R2 |
2,047.25 |
2,047.25 |
1,998.00 |
|
| R1 |
2,018.00 |
2,018.00 |
1,993.50 |
2,008.00 |
| PP |
1,998.25 |
1,998.25 |
1,998.25 |
1,993.25 |
| S1 |
1,969.00 |
1,969.00 |
1,984.50 |
1,959.00 |
| S2 |
1,949.25 |
1,949.25 |
1,980.00 |
|
| S3 |
1,900.25 |
1,920.00 |
1,975.50 |
|
| S4 |
1,851.25 |
1,871.00 |
1,962.00 |
|
|
| 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 |
1,978.25 |
83.75 |
4.2% |
40.25 |
2.0% |
13% |
False |
True |
2,160,495 |
| 10 |
2,067.25 |
1,978.25 |
89.00 |
4.5% |
37.50 |
1.9% |
12% |
False |
True |
1,985,635 |
| 20 |
2,088.75 |
1,966.00 |
122.75 |
6.2% |
30.00 |
1.5% |
19% |
False |
False |
1,555,852 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.4% |
25.75 |
1.3% |
22% |
False |
False |
1,034,272 |
| 60 |
2,088.75 |
1,879.50 |
209.25 |
10.5% |
24.00 |
1.2% |
52% |
False |
False |
691,282 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.3% |
26.50 |
1.3% |
65% |
False |
False |
519,364 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.3% |
23.75 |
1.2% |
65% |
False |
False |
415,557 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.3% |
22.50 |
1.1% |
65% |
False |
False |
346,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,235.50 |
|
2.618 |
2,155.50 |
|
1.618 |
2,106.50 |
|
1.000 |
2,076.25 |
|
0.618 |
2,057.50 |
|
HIGH |
2,027.25 |
|
0.618 |
2,008.50 |
|
0.500 |
2,002.75 |
|
0.382 |
1,997.00 |
|
LOW |
1,978.25 |
|
0.618 |
1,948.00 |
|
1.000 |
1,929.25 |
|
1.618 |
1,899.00 |
|
2.618 |
1,850.00 |
|
4.250 |
1,770.00 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.75 |
2,015.00 |
| PP |
1,998.25 |
2,006.25 |
| S1 |
1,993.50 |
1,997.75 |
|