| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
10,500.0 |
10,576.0 |
76.0 |
0.7% |
10,315.0 |
| High |
10,711.5 |
10,857.5 |
146.0 |
1.4% |
10,711.5 |
| Low |
10,486.5 |
10,572.5 |
86.0 |
0.8% |
10,153.0 |
| Close |
10,664.0 |
10,805.0 |
141.0 |
1.3% |
10,664.0 |
| Range |
225.0 |
285.0 |
60.0 |
26.7% |
558.5 |
| ATR |
239.6 |
242.8 |
3.2 |
1.4% |
0.0 |
| Volume |
134,273 |
137,127 |
2,854 |
2.1% |
592,649 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,600.0 |
11,487.5 |
10,961.8 |
|
| R3 |
11,315.0 |
11,202.5 |
10,883.4 |
|
| R2 |
11,030.0 |
11,030.0 |
10,857.3 |
|
| R1 |
10,917.5 |
10,917.5 |
10,831.1 |
10,973.8 |
| PP |
10,745.0 |
10,745.0 |
10,745.0 |
10,773.1 |
| S1 |
10,632.5 |
10,632.5 |
10,778.9 |
10,688.8 |
| S2 |
10,460.0 |
10,460.0 |
10,752.8 |
|
| S3 |
10,175.0 |
10,347.5 |
10,726.6 |
|
| S4 |
9,890.0 |
10,062.5 |
10,648.3 |
|
|
| 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 |
10,857.5 |
10,153.0 |
704.5 |
6.5% |
219.2 |
2.0% |
93% |
True |
False |
145,955 |
| 10 |
10,857.5 |
9,582.5 |
1,275.0 |
11.8% |
258.7 |
2.4% |
96% |
True |
False |
155,339 |
| 20 |
10,857.5 |
9,383.5 |
1,474.0 |
13.6% |
229.1 |
2.1% |
96% |
True |
False |
131,716 |
| 40 |
10,857.5 |
9,227.0 |
1,630.5 |
15.1% |
202.8 |
1.9% |
97% |
True |
False |
81,798 |
| 60 |
10,857.5 |
8,843.5 |
2,014.0 |
18.6% |
185.3 |
1.7% |
97% |
True |
False |
55,064 |
| 80 |
10,857.5 |
8,367.5 |
2,490.0 |
23.0% |
187.3 |
1.7% |
98% |
True |
False |
41,419 |
| 100 |
10,857.5 |
8,367.5 |
2,490.0 |
23.0% |
165.9 |
1.5% |
98% |
True |
False |
33,217 |
| 120 |
10,857.5 |
8,367.5 |
2,490.0 |
23.0% |
152.7 |
1.4% |
98% |
True |
False |
27,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,068.8 |
|
2.618 |
11,603.6 |
|
1.618 |
11,318.6 |
|
1.000 |
11,142.5 |
|
0.618 |
11,033.6 |
|
HIGH |
10,857.5 |
|
0.618 |
10,748.6 |
|
0.500 |
10,715.0 |
|
0.382 |
10,681.4 |
|
LOW |
10,572.5 |
|
0.618 |
10,396.4 |
|
1.000 |
10,287.5 |
|
1.618 |
10,111.4 |
|
2.618 |
9,826.4 |
|
4.250 |
9,361.3 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,775.0 |
10,717.8 |
| PP |
10,745.0 |
10,630.5 |
| S1 |
10,715.0 |
10,543.3 |
|