| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,036.50 |
1,993.50 |
-43.00 |
-2.1% |
2,013.50 |
| High |
2,046.50 |
2,020.00 |
-26.50 |
-1.3% |
2,062.50 |
| Low |
1,991.25 |
1,982.00 |
-9.25 |
-0.5% |
1,997.50 |
| Close |
1,991.50 |
2,018.50 |
27.00 |
1.4% |
2,044.00 |
| Range |
55.25 |
38.00 |
-17.25 |
-31.2% |
65.00 |
| ATR |
33.49 |
33.81 |
0.32 |
1.0% |
0.00 |
| Volume |
2,087,277 |
2,124,643 |
37,366 |
1.8% |
6,634,478 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.75 |
2,107.75 |
2,039.50 |
|
| R3 |
2,082.75 |
2,069.75 |
2,029.00 |
|
| R2 |
2,044.75 |
2,044.75 |
2,025.50 |
|
| R1 |
2,031.75 |
2,031.75 |
2,022.00 |
2,038.25 |
| PP |
2,006.75 |
2,006.75 |
2,006.75 |
2,010.00 |
| S1 |
1,993.75 |
1,993.75 |
2,015.00 |
2,000.25 |
| S2 |
1,968.75 |
1,968.75 |
2,011.50 |
|
| S3 |
1,930.75 |
1,955.75 |
2,008.00 |
|
| S4 |
1,892.75 |
1,917.75 |
1,997.50 |
|
|
| 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 |
1,982.00 |
80.50 |
4.0% |
37.00 |
1.8% |
45% |
False |
True |
1,757,295 |
| 10 |
2,062.50 |
1,970.25 |
92.25 |
4.6% |
37.50 |
1.9% |
52% |
False |
False |
1,834,550 |
| 20 |
2,082.75 |
1,970.25 |
112.50 |
5.6% |
36.50 |
1.8% |
43% |
False |
False |
1,838,921 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
30.50 |
1.5% |
45% |
False |
False |
1,433,591 |
| 60 |
2,088.75 |
1,961.50 |
127.25 |
6.3% |
25.00 |
1.2% |
45% |
False |
False |
958,589 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
27.75 |
1.4% |
75% |
False |
False |
720,202 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
26.00 |
1.3% |
75% |
False |
False |
576,407 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.1% |
23.75 |
1.2% |
75% |
False |
False |
480,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,181.50 |
|
2.618 |
2,119.50 |
|
1.618 |
2,081.50 |
|
1.000 |
2,058.00 |
|
0.618 |
2,043.50 |
|
HIGH |
2,020.00 |
|
0.618 |
2,005.50 |
|
0.500 |
2,001.00 |
|
0.382 |
1,996.50 |
|
LOW |
1,982.00 |
|
0.618 |
1,958.50 |
|
1.000 |
1,944.00 |
|
1.618 |
1,920.50 |
|
2.618 |
1,882.50 |
|
4.250 |
1,820.50 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.75 |
2,018.50 |
| PP |
2,006.75 |
2,018.50 |
| S1 |
2,001.00 |
2,018.50 |
|