| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,035.00 |
2,054.00 |
19.00 |
0.9% |
2,013.50 |
| High |
2,055.00 |
2,054.75 |
-0.25 |
0.0% |
2,062.50 |
| Low |
2,025.50 |
2,013.25 |
-12.25 |
-0.6% |
1,997.50 |
| Close |
2,053.50 |
2,030.00 |
-23.50 |
-1.1% |
2,044.00 |
| Range |
29.50 |
41.50 |
12.00 |
40.7% |
65.00 |
| ATR |
31.07 |
31.81 |
0.75 |
2.4% |
0.00 |
| Volume |
1,264,468 |
1,957,000 |
692,532 |
54.8% |
6,634,478 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.25 |
2,135.00 |
2,052.75 |
|
| R3 |
2,115.75 |
2,093.50 |
2,041.50 |
|
| R2 |
2,074.25 |
2,074.25 |
2,037.50 |
|
| R1 |
2,052.00 |
2,052.00 |
2,033.75 |
2,042.50 |
| PP |
2,032.75 |
2,032.75 |
2,032.75 |
2,027.75 |
| S1 |
2,010.50 |
2,010.50 |
2,026.25 |
2,001.00 |
| S2 |
1,991.25 |
1,991.25 |
2,022.50 |
|
| S3 |
1,949.75 |
1,969.00 |
2,018.50 |
|
| S4 |
1,908.25 |
1,927.50 |
2,007.25 |
|
|
| 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 |
2,005.25 |
57.25 |
2.8% |
31.75 |
1.6% |
43% |
False |
False |
1,609,637 |
| 10 |
2,062.50 |
1,970.25 |
92.25 |
4.5% |
37.00 |
1.8% |
65% |
False |
False |
1,914,662 |
| 20 |
2,088.75 |
1,970.25 |
118.50 |
5.8% |
33.25 |
1.6% |
50% |
False |
False |
1,696,043 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
29.00 |
1.4% |
54% |
False |
False |
1,328,803 |
| 60 |
2,088.75 |
1,952.00 |
136.75 |
6.7% |
24.50 |
1.2% |
57% |
False |
False |
888,598 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.0% |
27.25 |
1.3% |
79% |
False |
False |
667,650 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.0% |
25.50 |
1.3% |
79% |
False |
False |
534,291 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.0% |
23.25 |
1.1% |
79% |
False |
False |
445,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.00 |
|
2.618 |
2,163.50 |
|
1.618 |
2,122.00 |
|
1.000 |
2,096.25 |
|
0.618 |
2,080.50 |
|
HIGH |
2,054.75 |
|
0.618 |
2,039.00 |
|
0.500 |
2,034.00 |
|
0.382 |
2,029.00 |
|
LOW |
2,013.25 |
|
0.618 |
1,987.50 |
|
1.000 |
1,971.75 |
|
1.618 |
1,946.00 |
|
2.618 |
1,904.50 |
|
4.250 |
1,837.00 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.00 |
2,038.00 |
| PP |
2,032.75 |
2,035.25 |
| S1 |
2,031.25 |
2,032.50 |
|