| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
9,961.0 |
10,315.0 |
354.0 |
3.6% |
9,661.5 |
| High |
10,316.0 |
10,315.0 |
-1.0 |
0.0% |
10,316.0 |
| Low |
9,944.0 |
10,215.0 |
271.0 |
2.7% |
9,582.5 |
| Close |
10,201.0 |
10,249.0 |
48.0 |
0.5% |
10,201.0 |
| Range |
372.0 |
100.0 |
-272.0 |
-73.1% |
733.5 |
| ATR |
245.5 |
236.1 |
-9.4 |
-3.8% |
0.0 |
| Volume |
78,838 |
147,497 |
68,659 |
87.1% |
823,619 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,559.7 |
10,504.3 |
10,304.0 |
|
| R3 |
10,459.7 |
10,404.3 |
10,276.5 |
|
| R2 |
10,359.7 |
10,359.7 |
10,267.3 |
|
| R1 |
10,304.3 |
10,304.3 |
10,258.2 |
10,282.0 |
| PP |
10,259.7 |
10,259.7 |
10,259.7 |
10,248.5 |
| S1 |
10,204.3 |
10,204.3 |
10,239.8 |
10,182.0 |
| S2 |
10,159.7 |
10,159.7 |
10,230.7 |
|
| S3 |
10,059.7 |
10,104.3 |
10,221.5 |
|
| S4 |
9,959.7 |
10,004.3 |
10,194.0 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,233.7 |
11,950.8 |
10,604.4 |
|
| R3 |
11,500.2 |
11,217.3 |
10,402.7 |
|
| R2 |
10,766.7 |
10,766.7 |
10,335.5 |
|
| R1 |
10,483.8 |
10,483.8 |
10,268.2 |
10,625.3 |
| PP |
10,033.2 |
10,033.2 |
10,033.2 |
10,103.9 |
| S1 |
9,750.3 |
9,750.3 |
10,133.8 |
9,891.8 |
| S2 |
9,299.7 |
9,299.7 |
10,066.5 |
|
| S3 |
8,566.2 |
9,016.8 |
9,999.3 |
|
| S4 |
7,832.7 |
8,283.3 |
9,797.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,316.0 |
9,582.5 |
733.5 |
7.2% |
278.5 |
2.7% |
91% |
False |
False |
165,226 |
| 10 |
10,316.0 |
9,383.5 |
932.5 |
9.1% |
250.3 |
2.4% |
93% |
False |
False |
149,304 |
| 20 |
10,316.0 |
9,227.0 |
1,089.0 |
10.6% |
232.3 |
2.3% |
94% |
False |
False |
124,323 |
| 40 |
10,316.0 |
9,227.0 |
1,089.0 |
10.6% |
192.3 |
1.9% |
94% |
False |
False |
67,760 |
| 60 |
10,316.0 |
8,667.5 |
1,648.5 |
16.1% |
180.7 |
1.8% |
96% |
False |
False |
45,385 |
| 80 |
10,316.0 |
8,367.5 |
1,948.5 |
19.0% |
182.9 |
1.8% |
97% |
False |
False |
34,152 |
| 100 |
10,316.0 |
8,367.5 |
1,948.5 |
19.0% |
159.5 |
1.6% |
97% |
False |
False |
27,400 |
| 120 |
10,316.0 |
8,367.5 |
1,948.5 |
19.0% |
148.2 |
1.4% |
97% |
False |
False |
22,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,740.0 |
|
2.618 |
10,576.8 |
|
1.618 |
10,476.8 |
|
1.000 |
10,415.0 |
|
0.618 |
10,376.8 |
|
HIGH |
10,315.0 |
|
0.618 |
10,276.8 |
|
0.500 |
10,265.0 |
|
0.382 |
10,253.2 |
|
LOW |
10,215.0 |
|
0.618 |
10,153.2 |
|
1.000 |
10,115.0 |
|
1.618 |
10,053.2 |
|
2.618 |
9,953.2 |
|
4.250 |
9,790.0 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,265.0 |
10,149.1 |
| PP |
10,259.7 |
10,049.2 |
| S1 |
10,254.3 |
9,949.3 |
|