| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
10,315.0 |
10,276.0 |
-39.0 |
-0.4% |
9,661.5 |
| High |
10,315.0 |
10,319.5 |
4.5 |
0.0% |
10,316.0 |
| Low |
10,215.0 |
10,153.0 |
-62.0 |
-0.6% |
9,582.5 |
| Close |
10,249.0 |
10,298.5 |
49.5 |
0.5% |
10,201.0 |
| Range |
100.0 |
166.5 |
66.5 |
66.5% |
733.5 |
| ATR |
236.1 |
231.1 |
-5.0 |
-2.1% |
0.0 |
| Volume |
147,497 |
152,307 |
4,810 |
3.3% |
823,619 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,756.5 |
10,694.0 |
10,390.1 |
|
| R3 |
10,590.0 |
10,527.5 |
10,344.3 |
|
| R2 |
10,423.5 |
10,423.5 |
10,329.0 |
|
| R1 |
10,361.0 |
10,361.0 |
10,313.8 |
10,392.3 |
| PP |
10,257.0 |
10,257.0 |
10,257.0 |
10,272.6 |
| S1 |
10,194.5 |
10,194.5 |
10,283.2 |
10,225.8 |
| S2 |
10,090.5 |
10,090.5 |
10,268.0 |
|
| S3 |
9,924.0 |
10,028.0 |
10,252.7 |
|
| S4 |
9,757.5 |
9,861.5 |
10,206.9 |
|
|
| 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 |
10,319.5 |
9,582.5 |
737.0 |
7.2% |
265.9 |
2.6% |
97% |
True |
False |
160,357 |
| 10 |
10,319.5 |
9,463.0 |
856.5 |
8.3% |
242.1 |
2.4% |
98% |
True |
False |
152,851 |
| 20 |
10,319.5 |
9,383.5 |
936.0 |
9.1% |
222.7 |
2.2% |
98% |
True |
False |
128,276 |
| 40 |
10,319.5 |
9,227.0 |
1,092.5 |
10.6% |
192.4 |
1.9% |
98% |
True |
False |
71,561 |
| 60 |
10,319.5 |
8,833.5 |
1,486.0 |
14.4% |
178.8 |
1.7% |
99% |
True |
False |
47,914 |
| 80 |
10,319.5 |
8,367.5 |
1,952.0 |
19.0% |
182.9 |
1.8% |
99% |
True |
False |
36,054 |
| 100 |
10,319.5 |
8,367.5 |
1,952.0 |
19.0% |
160.0 |
1.6% |
99% |
True |
False |
28,921 |
| 120 |
10,319.5 |
8,367.5 |
1,952.0 |
19.0% |
148.8 |
1.4% |
99% |
True |
False |
24,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,027.1 |
|
2.618 |
10,755.4 |
|
1.618 |
10,588.9 |
|
1.000 |
10,486.0 |
|
0.618 |
10,422.4 |
|
HIGH |
10,319.5 |
|
0.618 |
10,255.9 |
|
0.500 |
10,236.3 |
|
0.382 |
10,216.6 |
|
LOW |
10,153.0 |
|
0.618 |
10,050.1 |
|
1.000 |
9,986.5 |
|
1.618 |
9,883.6 |
|
2.618 |
9,717.1 |
|
4.250 |
9,445.4 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,277.8 |
10,242.9 |
| PP |
10,257.0 |
10,187.3 |
| S1 |
10,236.3 |
10,131.8 |
|