| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,056.50 |
2,035.00 |
-21.50 |
-1.0% |
2,013.50 |
| High |
2,062.50 |
2,055.00 |
-7.50 |
-0.4% |
2,062.50 |
| Low |
2,042.25 |
2,025.50 |
-16.75 |
-0.8% |
1,997.50 |
| Close |
2,044.00 |
2,053.50 |
9.50 |
0.5% |
2,044.00 |
| Range |
20.25 |
29.50 |
9.25 |
45.7% |
65.00 |
| ATR |
31.19 |
31.07 |
-0.12 |
-0.4% |
0.00 |
| Volume |
1,353,089 |
1,264,468 |
-88,621 |
-6.5% |
6,634,478 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.25 |
2,122.75 |
2,069.75 |
|
| R3 |
2,103.75 |
2,093.25 |
2,061.50 |
|
| R2 |
2,074.25 |
2,074.25 |
2,059.00 |
|
| R1 |
2,063.75 |
2,063.75 |
2,056.25 |
2,069.00 |
| PP |
2,044.75 |
2,044.75 |
2,044.75 |
2,047.25 |
| S1 |
2,034.25 |
2,034.25 |
2,050.75 |
2,039.50 |
| S2 |
2,015.25 |
2,015.25 |
2,048.00 |
|
| S3 |
1,985.75 |
2,004.75 |
2,045.50 |
|
| S4 |
1,956.25 |
1,975.25 |
2,037.25 |
|
|
| 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 |
1,997.50 |
65.00 |
3.2% |
29.25 |
1.4% |
86% |
False |
False |
1,579,789 |
| 10 |
2,062.50 |
1,970.25 |
92.25 |
4.5% |
36.00 |
1.8% |
90% |
False |
False |
1,881,183 |
| 20 |
2,088.75 |
1,970.25 |
118.50 |
5.8% |
31.75 |
1.5% |
70% |
False |
False |
1,613,657 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
28.25 |
1.4% |
72% |
False |
False |
1,280,034 |
| 60 |
2,088.75 |
1,952.00 |
136.75 |
6.7% |
24.00 |
1.2% |
74% |
False |
False |
856,078 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
27.00 |
1.3% |
88% |
False |
False |
643,210 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
25.25 |
1.2% |
88% |
False |
False |
514,725 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
23.00 |
1.1% |
88% |
False |
False |
428,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,180.50 |
|
2.618 |
2,132.25 |
|
1.618 |
2,102.75 |
|
1.000 |
2,084.50 |
|
0.618 |
2,073.25 |
|
HIGH |
2,055.00 |
|
0.618 |
2,043.75 |
|
0.500 |
2,040.25 |
|
0.382 |
2,036.75 |
|
LOW |
2,025.50 |
|
0.618 |
2,007.25 |
|
1.000 |
1,996.00 |
|
1.618 |
1,977.75 |
|
2.618 |
1,948.25 |
|
4.250 |
1,900.00 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.00 |
2,049.25 |
| PP |
2,044.75 |
2,045.00 |
| S1 |
2,040.25 |
2,041.00 |
|