| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
10,320.0 |
10,500.0 |
180.0 |
1.7% |
10,315.0 |
| High |
10,548.5 |
10,711.5 |
163.0 |
1.5% |
10,711.5 |
| Low |
10,229.0 |
10,486.5 |
257.5 |
2.5% |
10,153.0 |
| Close |
10,443.5 |
10,664.0 |
220.5 |
2.1% |
10,664.0 |
| Range |
319.5 |
225.0 |
-94.5 |
-29.6% |
558.5 |
| ATR |
237.4 |
239.6 |
2.2 |
0.9% |
0.0 |
| Volume |
158,572 |
134,273 |
-24,299 |
-15.3% |
592,649 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,295.7 |
11,204.8 |
10,787.8 |
|
| R3 |
11,070.7 |
10,979.8 |
10,725.9 |
|
| R2 |
10,845.7 |
10,845.7 |
10,705.3 |
|
| R1 |
10,754.8 |
10,754.8 |
10,684.6 |
10,800.3 |
| PP |
10,620.7 |
10,620.7 |
10,620.7 |
10,643.4 |
| S1 |
10,529.8 |
10,529.8 |
10,643.4 |
10,575.3 |
| S2 |
10,395.7 |
10,395.7 |
10,622.8 |
|
| S3 |
10,170.7 |
10,304.8 |
10,602.1 |
|
| S4 |
9,945.7 |
10,079.8 |
10,540.3 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,185.0 |
11,983.0 |
10,971.2 |
|
| R3 |
11,626.5 |
11,424.5 |
10,817.6 |
|
| R2 |
11,068.0 |
11,068.0 |
10,766.4 |
|
| R1 |
10,866.0 |
10,866.0 |
10,715.2 |
10,967.0 |
| PP |
10,509.5 |
10,509.5 |
10,509.5 |
10,560.0 |
| S1 |
10,307.5 |
10,307.5 |
10,612.8 |
10,408.5 |
| S2 |
9,951.0 |
9,951.0 |
10,561.6 |
|
| S3 |
9,392.5 |
9,749.0 |
10,510.4 |
|
| S4 |
8,834.0 |
9,190.5 |
10,356.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,711.5 |
9,944.0 |
767.5 |
7.2% |
236.6 |
2.2% |
94% |
True |
False |
134,297 |
| 10 |
10,711.5 |
9,582.5 |
1,129.0 |
10.6% |
256.7 |
2.4% |
96% |
True |
False |
154,765 |
| 20 |
10,711.5 |
9,383.5 |
1,328.0 |
12.5% |
226.5 |
2.1% |
96% |
True |
False |
131,652 |
| 40 |
10,711.5 |
9,227.0 |
1,484.5 |
13.9% |
201.3 |
1.9% |
97% |
True |
False |
78,495 |
| 60 |
10,711.5 |
8,843.5 |
1,868.0 |
17.5% |
182.0 |
1.7% |
97% |
True |
False |
52,783 |
| 80 |
10,711.5 |
8,367.5 |
2,344.0 |
22.0% |
184.8 |
1.7% |
98% |
True |
False |
39,707 |
| 100 |
10,711.5 |
8,367.5 |
2,344.0 |
22.0% |
164.1 |
1.5% |
98% |
True |
False |
31,846 |
| 120 |
10,711.5 |
8,367.5 |
2,344.0 |
22.0% |
152.4 |
1.4% |
98% |
True |
False |
26,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,667.8 |
|
2.618 |
11,300.6 |
|
1.618 |
11,075.6 |
|
1.000 |
10,936.5 |
|
0.618 |
10,850.6 |
|
HIGH |
10,711.5 |
|
0.618 |
10,625.6 |
|
0.500 |
10,599.0 |
|
0.382 |
10,572.5 |
|
LOW |
10,486.5 |
|
0.618 |
10,347.5 |
|
1.000 |
10,261.5 |
|
1.618 |
10,122.5 |
|
2.618 |
9,897.5 |
|
4.250 |
9,530.3 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,642.3 |
10,586.8 |
| PP |
10,620.7 |
10,509.5 |
| S1 |
10,599.0 |
10,432.3 |
|