| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,009.75 |
1,980.75 |
-29.00 |
-1.4% |
2,034.50 |
| High |
2,027.25 |
2,014.25 |
-13.00 |
-0.6% |
2,051.75 |
| Low |
1,978.25 |
1,970.25 |
-8.00 |
-0.4% |
1,970.25 |
| Close |
1,989.00 |
2,013.00 |
24.00 |
1.2% |
2,013.00 |
| Range |
49.00 |
44.00 |
-5.00 |
-10.2% |
81.50 |
| ATR |
31.00 |
31.93 |
0.93 |
3.0% |
0.00 |
| Volume |
2,259,660 |
2,017,979 |
-241,681 |
-10.7% |
10,912,887 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.25 |
2,116.00 |
2,037.25 |
|
| R3 |
2,087.25 |
2,072.00 |
2,025.00 |
|
| R2 |
2,043.25 |
2,043.25 |
2,021.00 |
|
| R1 |
2,028.00 |
2,028.00 |
2,017.00 |
2,035.50 |
| PP |
1,999.25 |
1,999.25 |
1,999.25 |
2,003.00 |
| S1 |
1,984.00 |
1,984.00 |
2,009.00 |
1,991.50 |
| S2 |
1,955.25 |
1,955.25 |
2,005.00 |
|
| S3 |
1,911.25 |
1,940.00 |
2,001.00 |
|
| S4 |
1,867.25 |
1,896.00 |
1,988.75 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,256.25 |
2,216.00 |
2,057.75 |
|
| R3 |
2,174.75 |
2,134.50 |
2,035.50 |
|
| R2 |
2,093.25 |
2,093.25 |
2,028.00 |
|
| R1 |
2,053.00 |
2,053.00 |
2,020.50 |
2,032.50 |
| PP |
2,011.75 |
2,011.75 |
2,011.75 |
2,001.25 |
| S1 |
1,971.50 |
1,971.50 |
2,005.50 |
1,951.00 |
| S2 |
1,930.25 |
1,930.25 |
1,998.00 |
|
| S3 |
1,848.75 |
1,890.00 |
1,990.50 |
|
| S4 |
1,767.25 |
1,808.50 |
1,968.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,051.75 |
1,970.25 |
81.50 |
4.0% |
43.00 |
2.1% |
52% |
False |
True |
2,182,577 |
| 10 |
2,062.00 |
1,970.25 |
91.75 |
4.6% |
39.00 |
1.9% |
47% |
False |
True |
2,051,598 |
| 20 |
2,088.75 |
1,970.25 |
118.50 |
5.9% |
30.00 |
1.5% |
36% |
False |
True |
1,518,470 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
26.25 |
1.3% |
40% |
False |
False |
1,084,440 |
| 60 |
2,088.75 |
1,912.25 |
176.50 |
8.8% |
23.75 |
1.2% |
57% |
False |
False |
724,863 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
26.75 |
1.3% |
73% |
False |
False |
544,575 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
24.25 |
1.2% |
73% |
False |
False |
435,737 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
22.75 |
1.1% |
73% |
False |
False |
363,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.25 |
|
2.618 |
2,129.50 |
|
1.618 |
2,085.50 |
|
1.000 |
2,058.25 |
|
0.618 |
2,041.50 |
|
HIGH |
2,014.25 |
|
0.618 |
1,997.50 |
|
0.500 |
1,992.25 |
|
0.382 |
1,987.00 |
|
LOW |
1,970.25 |
|
0.618 |
1,943.00 |
|
1.000 |
1,926.25 |
|
1.618 |
1,899.00 |
|
2.618 |
1,855.00 |
|
4.250 |
1,783.25 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,006.00 |
2,008.25 |
| PP |
1,999.25 |
2,003.50 |
| S1 |
1,992.25 |
1,998.75 |
|