| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,026.75 |
2,056.50 |
29.75 |
1.5% |
2,013.50 |
| High |
2,059.25 |
2,062.50 |
3.25 |
0.2% |
2,062.50 |
| Low |
2,019.25 |
2,042.25 |
23.00 |
1.1% |
1,997.50 |
| Close |
2,056.50 |
2,044.00 |
-12.50 |
-0.6% |
2,044.00 |
| Range |
40.00 |
20.25 |
-19.75 |
-49.4% |
65.00 |
| ATR |
32.03 |
31.19 |
-0.84 |
-2.6% |
0.00 |
| Volume |
1,834,361 |
1,353,089 |
-481,272 |
-26.2% |
6,634,478 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,110.25 |
2,097.50 |
2,055.25 |
|
| R3 |
2,090.00 |
2,077.25 |
2,049.50 |
|
| R2 |
2,069.75 |
2,069.75 |
2,047.75 |
|
| R1 |
2,057.00 |
2,057.00 |
2,045.75 |
2,053.25 |
| PP |
2,049.50 |
2,049.50 |
2,049.50 |
2,047.75 |
| S1 |
2,036.75 |
2,036.75 |
2,042.25 |
2,033.00 |
| S2 |
2,029.25 |
2,029.25 |
2,040.25 |
|
| S3 |
2,009.00 |
2,016.50 |
2,038.50 |
|
| S4 |
1,988.75 |
1,996.25 |
2,032.75 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.75 |
2,201.75 |
2,079.75 |
|
| R3 |
2,164.75 |
2,136.75 |
2,062.00 |
|
| R2 |
2,099.75 |
2,099.75 |
2,056.00 |
|
| R1 |
2,071.75 |
2,071.75 |
2,050.00 |
2,085.75 |
| PP |
2,034.75 |
2,034.75 |
2,034.75 |
2,041.50 |
| S1 |
2,006.75 |
2,006.75 |
2,038.00 |
2,020.75 |
| S2 |
1,969.75 |
1,969.75 |
2,032.00 |
|
| S3 |
1,904.75 |
1,941.75 |
2,026.00 |
|
| S4 |
1,839.75 |
1,876.75 |
2,008.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,062.50 |
1,970.25 |
92.25 |
4.5% |
32.25 |
1.6% |
80% |
True |
False |
1,730,491 |
| 10 |
2,062.50 |
1,970.25 |
92.25 |
4.5% |
36.25 |
1.8% |
80% |
True |
False |
1,945,493 |
| 20 |
2,088.75 |
1,970.25 |
118.50 |
5.8% |
30.50 |
1.5% |
62% |
False |
False |
1,562,187 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
27.75 |
1.4% |
65% |
False |
False |
1,248,645 |
| 60 |
2,088.75 |
1,949.25 |
139.50 |
6.8% |
24.00 |
1.2% |
68% |
False |
False |
835,121 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
27.00 |
1.3% |
84% |
False |
False |
627,429 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
25.00 |
1.2% |
84% |
False |
False |
502,080 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
23.00 |
1.1% |
84% |
False |
False |
418,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,148.50 |
|
2.618 |
2,115.50 |
|
1.618 |
2,095.25 |
|
1.000 |
2,082.75 |
|
0.618 |
2,075.00 |
|
HIGH |
2,062.50 |
|
0.618 |
2,054.75 |
|
0.500 |
2,052.50 |
|
0.382 |
2,050.00 |
|
LOW |
2,042.25 |
|
0.618 |
2,029.75 |
|
1.000 |
2,022.00 |
|
1.618 |
2,009.50 |
|
2.618 |
1,989.25 |
|
4.250 |
1,956.25 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.50 |
2,040.50 |
| PP |
2,049.50 |
2,037.25 |
| S1 |
2,046.75 |
2,034.00 |
|