| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,993.50 |
2,019.25 |
25.75 |
1.3% |
2,035.00 |
| High |
2,020.00 |
2,020.50 |
0.50 |
0.0% |
2,055.00 |
| Low |
1,982.00 |
1,986.25 |
4.25 |
0.2% |
1,982.00 |
| Close |
2,018.50 |
1,988.50 |
-30.00 |
-1.5% |
1,988.50 |
| Range |
38.00 |
34.25 |
-3.75 |
-9.9% |
73.00 |
| ATR |
33.81 |
33.84 |
0.03 |
0.1% |
0.00 |
| Volume |
2,124,643 |
2,353,992 |
229,349 |
10.8% |
9,787,380 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.25 |
2,079.00 |
2,007.25 |
|
| R3 |
2,067.00 |
2,044.75 |
1,998.00 |
|
| R2 |
2,032.75 |
2,032.75 |
1,994.75 |
|
| R1 |
2,010.50 |
2,010.50 |
1,991.75 |
2,004.50 |
| PP |
1,998.50 |
1,998.50 |
1,998.50 |
1,995.50 |
| S1 |
1,976.25 |
1,976.25 |
1,985.25 |
1,970.25 |
| S2 |
1,964.25 |
1,964.25 |
1,982.25 |
|
| S3 |
1,930.00 |
1,942.00 |
1,979.00 |
|
| S4 |
1,895.75 |
1,907.75 |
1,969.75 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.50 |
2,181.00 |
2,028.75 |
|
| R3 |
2,154.50 |
2,108.00 |
2,008.50 |
|
| R2 |
2,081.50 |
2,081.50 |
2,002.00 |
|
| R1 |
2,035.00 |
2,035.00 |
1,995.25 |
2,021.75 |
| PP |
2,008.50 |
2,008.50 |
2,008.50 |
2,002.00 |
| S1 |
1,962.00 |
1,962.00 |
1,981.75 |
1,948.75 |
| S2 |
1,935.50 |
1,935.50 |
1,975.00 |
|
| S3 |
1,862.50 |
1,889.00 |
1,968.50 |
|
| S4 |
1,789.50 |
1,816.00 |
1,948.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,055.00 |
1,982.00 |
73.00 |
3.7% |
39.75 |
2.0% |
9% |
False |
False |
1,957,476 |
| 10 |
2,062.50 |
1,970.25 |
92.25 |
4.6% |
36.00 |
1.8% |
20% |
False |
False |
1,843,983 |
| 20 |
2,067.25 |
1,970.25 |
97.00 |
4.9% |
36.75 |
1.8% |
19% |
False |
False |
1,914,809 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.4% |
31.00 |
1.6% |
21% |
False |
False |
1,492,057 |
| 60 |
2,088.75 |
1,961.50 |
127.25 |
6.4% |
25.25 |
1.3% |
21% |
False |
False |
997,728 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
14.3% |
27.75 |
1.4% |
65% |
False |
False |
749,598 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
14.3% |
26.25 |
1.3% |
65% |
False |
False |
599,946 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
14.3% |
23.75 |
1.2% |
65% |
False |
False |
499,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.00 |
|
2.618 |
2,110.25 |
|
1.618 |
2,076.00 |
|
1.000 |
2,054.75 |
|
0.618 |
2,041.75 |
|
HIGH |
2,020.50 |
|
0.618 |
2,007.50 |
|
0.500 |
2,003.50 |
|
0.382 |
1,999.25 |
|
LOW |
1,986.25 |
|
0.618 |
1,965.00 |
|
1.000 |
1,952.00 |
|
1.618 |
1,930.75 |
|
2.618 |
1,896.50 |
|
4.250 |
1,840.75 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,003.50 |
2,014.25 |
| PP |
1,998.50 |
2,005.75 |
| S1 |
1,993.50 |
1,997.00 |
|