| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,013.50 |
2,015.75 |
2.25 |
0.1% |
2,034.50 |
| High |
2,026.50 |
2,032.75 |
6.25 |
0.3% |
2,051.75 |
| Low |
1,997.50 |
2,005.25 |
7.75 |
0.4% |
1,970.25 |
| Close |
2,016.75 |
2,026.50 |
9.75 |
0.5% |
2,013.00 |
| Range |
29.00 |
27.50 |
-1.50 |
-5.2% |
81.50 |
| ATR |
31.72 |
31.42 |
-0.30 |
-0.9% |
0.00 |
| Volume |
1,807,759 |
1,639,269 |
-168,490 |
-9.3% |
10,912,887 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.00 |
2,092.75 |
2,041.50 |
|
| R3 |
2,076.50 |
2,065.25 |
2,034.00 |
|
| R2 |
2,049.00 |
2,049.00 |
2,031.50 |
|
| R1 |
2,037.75 |
2,037.75 |
2,029.00 |
2,043.50 |
| PP |
2,021.50 |
2,021.50 |
2,021.50 |
2,024.25 |
| S1 |
2,010.25 |
2,010.25 |
2,024.00 |
2,016.00 |
| S2 |
1,994.00 |
1,994.00 |
2,021.50 |
|
| S3 |
1,966.50 |
1,982.75 |
2,019.00 |
|
| S4 |
1,939.00 |
1,955.25 |
2,011.50 |
|
|
| 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 |
2,032.75 |
1,970.25 |
62.50 |
3.1% |
37.50 |
1.9% |
90% |
True |
False |
2,048,253 |
| 10 |
2,062.00 |
1,970.25 |
91.75 |
4.5% |
36.75 |
1.8% |
61% |
False |
False |
1,958,387 |
| 20 |
2,088.75 |
1,970.25 |
118.50 |
5.8% |
28.75 |
1.4% |
47% |
False |
False |
1,484,632 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
27.00 |
1.3% |
51% |
False |
False |
1,169,824 |
| 60 |
2,088.75 |
1,924.25 |
164.50 |
8.1% |
23.75 |
1.2% |
62% |
False |
False |
782,128 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.0% |
26.75 |
1.3% |
78% |
False |
False |
587,628 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.0% |
24.75 |
1.2% |
78% |
False |
False |
470,206 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.0% |
23.00 |
1.1% |
78% |
False |
False |
391,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.50 |
|
2.618 |
2,104.75 |
|
1.618 |
2,077.25 |
|
1.000 |
2,060.25 |
|
0.618 |
2,049.75 |
|
HIGH |
2,032.75 |
|
0.618 |
2,022.25 |
|
0.500 |
2,019.00 |
|
0.382 |
2,015.75 |
|
LOW |
2,005.25 |
|
0.618 |
1,988.25 |
|
1.000 |
1,977.75 |
|
1.618 |
1,960.75 |
|
2.618 |
1,933.25 |
|
4.250 |
1,888.50 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,024.00 |
2,018.25 |
| PP |
2,021.50 |
2,009.75 |
| S1 |
2,019.00 |
2,001.50 |
|