| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
10,276.0 |
10,320.0 |
44.0 |
0.4% |
9,661.5 |
| High |
10,319.5 |
10,548.5 |
229.0 |
2.2% |
10,316.0 |
| Low |
10,153.0 |
10,229.0 |
76.0 |
0.7% |
9,582.5 |
| Close |
10,298.5 |
10,443.5 |
145.0 |
1.4% |
10,201.0 |
| Range |
166.5 |
319.5 |
153.0 |
91.9% |
733.5 |
| ATR |
231.1 |
237.4 |
6.3 |
2.7% |
0.0 |
| Volume |
152,307 |
158,572 |
6,265 |
4.1% |
823,619 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,365.5 |
11,224.0 |
10,619.2 |
|
| R3 |
11,046.0 |
10,904.5 |
10,531.4 |
|
| R2 |
10,726.5 |
10,726.5 |
10,502.1 |
|
| R1 |
10,585.0 |
10,585.0 |
10,472.8 |
10,655.8 |
| PP |
10,407.0 |
10,407.0 |
10,407.0 |
10,442.4 |
| S1 |
10,265.5 |
10,265.5 |
10,414.2 |
10,336.3 |
| S2 |
10,087.5 |
10,087.5 |
10,384.9 |
|
| S3 |
9,768.0 |
9,946.0 |
10,355.6 |
|
| S4 |
9,448.5 |
9,626.5 |
10,267.8 |
|
|
| 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 |
10,548.5 |
9,582.5 |
966.0 |
9.2% |
289.1 |
2.8% |
89% |
True |
False |
149,757 |
| 10 |
10,548.5 |
9,582.5 |
966.0 |
9.2% |
259.2 |
2.5% |
89% |
True |
False |
155,425 |
| 20 |
10,548.5 |
9,383.5 |
1,165.0 |
11.2% |
226.4 |
2.2% |
91% |
True |
False |
131,731 |
| 40 |
10,548.5 |
9,227.0 |
1,321.5 |
12.7% |
198.4 |
1.9% |
92% |
True |
False |
75,186 |
| 60 |
10,548.5 |
8,833.5 |
1,715.0 |
16.4% |
182.3 |
1.7% |
94% |
True |
False |
50,551 |
| 80 |
10,548.5 |
8,367.5 |
2,181.0 |
20.9% |
185.1 |
1.8% |
95% |
True |
False |
38,031 |
| 100 |
10,548.5 |
8,367.5 |
2,181.0 |
20.9% |
162.8 |
1.6% |
95% |
True |
False |
30,505 |
| 120 |
10,548.5 |
8,367.5 |
2,181.0 |
20.9% |
150.5 |
1.4% |
95% |
True |
False |
25,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,906.4 |
|
2.618 |
11,385.0 |
|
1.618 |
11,065.5 |
|
1.000 |
10,868.0 |
|
0.618 |
10,746.0 |
|
HIGH |
10,548.5 |
|
0.618 |
10,426.5 |
|
0.500 |
10,388.8 |
|
0.382 |
10,351.0 |
|
LOW |
10,229.0 |
|
0.618 |
10,031.5 |
|
1.000 |
9,909.5 |
|
1.618 |
9,712.0 |
|
2.618 |
9,392.5 |
|
4.250 |
8,871.1 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,425.3 |
10,412.6 |
| PP |
10,407.0 |
10,381.7 |
| S1 |
10,388.8 |
10,350.8 |
|