| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,015.75 |
2,026.75 |
11.00 |
0.5% |
2,034.50 |
| High |
2,032.75 |
2,059.25 |
26.50 |
1.3% |
2,051.75 |
| Low |
2,005.25 |
2,019.25 |
14.00 |
0.7% |
1,970.25 |
| Close |
2,026.50 |
2,056.50 |
30.00 |
1.5% |
2,013.00 |
| Range |
27.50 |
40.00 |
12.50 |
45.5% |
81.50 |
| ATR |
31.42 |
32.03 |
0.61 |
2.0% |
0.00 |
| Volume |
1,639,269 |
1,834,361 |
195,092 |
11.9% |
10,912,887 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.00 |
2,150.75 |
2,078.50 |
|
| R3 |
2,125.00 |
2,110.75 |
2,067.50 |
|
| R2 |
2,085.00 |
2,085.00 |
2,063.75 |
|
| R1 |
2,070.75 |
2,070.75 |
2,060.25 |
2,078.00 |
| PP |
2,045.00 |
2,045.00 |
2,045.00 |
2,048.50 |
| S1 |
2,030.75 |
2,030.75 |
2,052.75 |
2,038.00 |
| S2 |
2,005.00 |
2,005.00 |
2,049.25 |
|
| S3 |
1,965.00 |
1,990.75 |
2,045.50 |
|
| S4 |
1,925.00 |
1,950.75 |
2,034.50 |
|
|
| 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 |
2,059.25 |
1,970.25 |
89.00 |
4.3% |
38.00 |
1.8% |
97% |
True |
False |
1,911,805 |
| 10 |
2,062.00 |
1,970.25 |
91.75 |
4.5% |
38.00 |
1.9% |
94% |
False |
False |
1,965,758 |
| 20 |
2,088.75 |
1,970.25 |
118.50 |
5.8% |
30.25 |
1.5% |
73% |
False |
False |
1,533,423 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
27.25 |
1.3% |
75% |
False |
False |
1,215,335 |
| 60 |
2,088.75 |
1,936.75 |
152.00 |
7.4% |
24.00 |
1.2% |
79% |
False |
False |
812,626 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
27.00 |
1.3% |
89% |
False |
False |
610,536 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
25.00 |
1.2% |
89% |
False |
False |
488,550 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
23.00 |
1.1% |
89% |
False |
False |
407,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,229.25 |
|
2.618 |
2,164.00 |
|
1.618 |
2,124.00 |
|
1.000 |
2,099.25 |
|
0.618 |
2,084.00 |
|
HIGH |
2,059.25 |
|
0.618 |
2,044.00 |
|
0.500 |
2,039.25 |
|
0.382 |
2,034.50 |
|
LOW |
2,019.25 |
|
0.618 |
1,994.50 |
|
1.000 |
1,979.25 |
|
1.618 |
1,954.50 |
|
2.618 |
1,914.50 |
|
4.250 |
1,849.25 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.75 |
2,047.00 |
| PP |
2,045.00 |
2,037.75 |
| S1 |
2,039.25 |
2,028.50 |
|