| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,054.00 |
2,036.50 |
-17.50 |
-0.9% |
2,013.50 |
| High |
2,054.75 |
2,046.50 |
-8.25 |
-0.4% |
2,062.50 |
| Low |
2,013.25 |
1,991.25 |
-22.00 |
-1.1% |
1,997.50 |
| Close |
2,030.00 |
1,991.50 |
-38.50 |
-1.9% |
2,044.00 |
| Range |
41.50 |
55.25 |
13.75 |
33.1% |
65.00 |
| ATR |
31.81 |
33.49 |
1.67 |
5.3% |
0.00 |
| Volume |
1,957,000 |
2,087,277 |
130,277 |
6.7% |
6,634,478 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.50 |
2,138.75 |
2,022.00 |
|
| R3 |
2,120.25 |
2,083.50 |
2,006.75 |
|
| R2 |
2,065.00 |
2,065.00 |
2,001.75 |
|
| R1 |
2,028.25 |
2,028.25 |
1,996.50 |
2,019.00 |
| PP |
2,009.75 |
2,009.75 |
2,009.75 |
2,005.00 |
| S1 |
1,973.00 |
1,973.00 |
1,986.50 |
1,963.75 |
| S2 |
1,954.50 |
1,954.50 |
1,981.25 |
|
| S3 |
1,899.25 |
1,917.75 |
1,976.25 |
|
| S4 |
1,844.00 |
1,862.50 |
1,961.00 |
|
|
| 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 |
1,991.25 |
71.25 |
3.6% |
37.25 |
1.9% |
0% |
False |
True |
1,699,239 |
| 10 |
2,062.50 |
1,970.25 |
92.25 |
4.6% |
37.50 |
1.9% |
23% |
False |
False |
1,873,746 |
| 20 |
2,088.50 |
1,970.25 |
118.25 |
5.9% |
35.50 |
1.8% |
18% |
False |
False |
1,768,590 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.4% |
30.00 |
1.5% |
24% |
False |
False |
1,380,787 |
| 60 |
2,088.75 |
1,961.50 |
127.25 |
6.4% |
24.75 |
1.2% |
24% |
False |
False |
923,281 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.2% |
27.50 |
1.4% |
66% |
False |
False |
693,695 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.2% |
25.75 |
1.3% |
66% |
False |
False |
555,162 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.2% |
23.75 |
1.2% |
66% |
False |
False |
462,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,281.25 |
|
2.618 |
2,191.25 |
|
1.618 |
2,136.00 |
|
1.000 |
2,101.75 |
|
0.618 |
2,080.75 |
|
HIGH |
2,046.50 |
|
0.618 |
2,025.50 |
|
0.500 |
2,019.00 |
|
0.382 |
2,012.25 |
|
LOW |
1,991.25 |
|
0.618 |
1,957.00 |
|
1.000 |
1,936.00 |
|
1.618 |
1,901.75 |
|
2.618 |
1,846.50 |
|
4.250 |
1,756.50 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,019.00 |
2,023.00 |
| PP |
2,009.75 |
2,012.50 |
| S1 |
2,000.50 |
2,002.00 |
|