| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,980.75 |
2,013.50 |
32.75 |
1.7% |
2,034.50 |
| High |
2,014.25 |
2,026.50 |
12.25 |
0.6% |
2,051.75 |
| Low |
1,970.25 |
1,997.50 |
27.25 |
1.4% |
1,970.25 |
| Close |
2,013.00 |
2,016.75 |
3.75 |
0.2% |
2,013.00 |
| Range |
44.00 |
29.00 |
-15.00 |
-34.1% |
81.50 |
| ATR |
31.93 |
31.72 |
-0.21 |
-0.7% |
0.00 |
| Volume |
2,017,979 |
1,807,759 |
-210,220 |
-10.4% |
10,912,887 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.50 |
2,087.75 |
2,032.75 |
|
| R3 |
2,071.50 |
2,058.75 |
2,024.75 |
|
| R2 |
2,042.50 |
2,042.50 |
2,022.00 |
|
| R1 |
2,029.75 |
2,029.75 |
2,019.50 |
2,036.00 |
| PP |
2,013.50 |
2,013.50 |
2,013.50 |
2,016.75 |
| S1 |
2,000.75 |
2,000.75 |
2,014.00 |
2,007.00 |
| S2 |
1,984.50 |
1,984.50 |
2,011.50 |
|
| S3 |
1,955.50 |
1,971.75 |
2,008.75 |
|
| S4 |
1,926.50 |
1,942.75 |
2,000.75 |
|
|
| 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% |
42.25 |
2.1% |
57% |
False |
False |
2,219,688 |
| 10 |
2,062.00 |
1,970.25 |
91.75 |
4.5% |
38.00 |
1.9% |
51% |
False |
False |
2,028,996 |
| 20 |
2,088.75 |
1,970.25 |
118.50 |
5.9% |
28.50 |
1.4% |
39% |
False |
False |
1,490,950 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
26.75 |
1.3% |
43% |
False |
False |
1,129,232 |
| 60 |
2,088.75 |
1,914.75 |
174.00 |
8.6% |
24.00 |
1.2% |
59% |
False |
False |
754,900 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
26.75 |
1.3% |
75% |
False |
False |
567,151 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
24.50 |
1.2% |
75% |
False |
False |
453,814 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
22.75 |
1.1% |
75% |
False |
False |
378,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.75 |
|
2.618 |
2,102.50 |
|
1.618 |
2,073.50 |
|
1.000 |
2,055.50 |
|
0.618 |
2,044.50 |
|
HIGH |
2,026.50 |
|
0.618 |
2,015.50 |
|
0.500 |
2,012.00 |
|
0.382 |
2,008.50 |
|
LOW |
1,997.50 |
|
0.618 |
1,979.50 |
|
1.000 |
1,968.50 |
|
1.618 |
1,950.50 |
|
2.618 |
1,921.50 |
|
4.250 |
1,874.25 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,015.25 |
2,010.75 |
| PP |
2,013.50 |
2,004.75 |
| S1 |
2,012.00 |
1,998.75 |
|