| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
10,576.0 |
10,825.5 |
249.5 |
2.4% |
10,315.0 |
| High |
10,857.5 |
10,828.0 |
-29.5 |
-0.3% |
10,711.5 |
| Low |
10,572.5 |
10,596.0 |
23.5 |
0.2% |
10,153.0 |
| Close |
10,805.0 |
10,635.0 |
-170.0 |
-1.6% |
10,664.0 |
| Range |
285.0 |
232.0 |
-53.0 |
-18.6% |
558.5 |
| ATR |
242.8 |
242.1 |
-0.8 |
-0.3% |
0.0 |
| Volume |
137,127 |
137,589 |
462 |
0.3% |
592,649 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,382.3 |
11,240.7 |
10,762.6 |
|
| R3 |
11,150.3 |
11,008.7 |
10,698.8 |
|
| R2 |
10,918.3 |
10,918.3 |
10,677.5 |
|
| R1 |
10,776.7 |
10,776.7 |
10,656.3 |
10,731.5 |
| PP |
10,686.3 |
10,686.3 |
10,686.3 |
10,663.8 |
| S1 |
10,544.7 |
10,544.7 |
10,613.7 |
10,499.5 |
| S2 |
10,454.3 |
10,454.3 |
10,592.5 |
|
| S3 |
10,222.3 |
10,312.7 |
10,571.2 |
|
| S4 |
9,990.3 |
10,080.7 |
10,507.4 |
|
|
| 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 |
6.6% |
245.6 |
2.3% |
68% |
False |
False |
143,973 |
| 10 |
10,857.5 |
9,582.5 |
1,275.0 |
12.0% |
262.1 |
2.5% |
83% |
False |
False |
154,600 |
| 20 |
10,857.5 |
9,383.5 |
1,474.0 |
13.9% |
234.2 |
2.2% |
85% |
False |
False |
135,481 |
| 40 |
10,857.5 |
9,227.0 |
1,630.5 |
15.3% |
205.7 |
1.9% |
86% |
False |
False |
85,198 |
| 60 |
10,857.5 |
8,910.0 |
1,947.5 |
18.3% |
185.0 |
1.7% |
89% |
False |
False |
57,349 |
| 80 |
10,857.5 |
8,367.5 |
2,490.0 |
23.4% |
188.3 |
1.8% |
91% |
False |
False |
43,137 |
| 100 |
10,857.5 |
8,367.5 |
2,490.0 |
23.4% |
168.2 |
1.6% |
91% |
False |
False |
34,593 |
| 120 |
10,857.5 |
8,367.5 |
2,490.0 |
23.4% |
153.8 |
1.4% |
91% |
False |
False |
28,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,814.0 |
|
2.618 |
11,435.4 |
|
1.618 |
11,203.4 |
|
1.000 |
11,060.0 |
|
0.618 |
10,971.4 |
|
HIGH |
10,828.0 |
|
0.618 |
10,739.4 |
|
0.500 |
10,712.0 |
|
0.382 |
10,684.6 |
|
LOW |
10,596.0 |
|
0.618 |
10,452.6 |
|
1.000 |
10,364.0 |
|
1.618 |
10,220.6 |
|
2.618 |
9,988.6 |
|
4.250 |
9,610.0 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,712.0 |
10,672.0 |
| PP |
10,686.3 |
10,659.7 |
| S1 |
10,660.7 |
10,647.3 |
|