| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
10,825.5 |
10,722.0 |
-103.5 |
-1.0% |
10,315.0 |
| High |
10,828.0 |
10,756.5 |
-71.5 |
-0.7% |
10,711.5 |
| Low |
10,596.0 |
10,553.0 |
-43.0 |
-0.4% |
10,153.0 |
| Close |
10,635.0 |
10,693.5 |
58.5 |
0.6% |
10,664.0 |
| Range |
232.0 |
203.5 |
-28.5 |
-12.3% |
558.5 |
| ATR |
242.1 |
239.3 |
-2.8 |
-1.1% |
0.0 |
| Volume |
137,589 |
119,968 |
-17,621 |
-12.8% |
592,649 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,278.2 |
11,189.3 |
10,805.4 |
|
| R3 |
11,074.7 |
10,985.8 |
10,749.5 |
|
| R2 |
10,871.2 |
10,871.2 |
10,730.8 |
|
| R1 |
10,782.3 |
10,782.3 |
10,712.2 |
10,725.0 |
| PP |
10,667.7 |
10,667.7 |
10,667.7 |
10,639.0 |
| S1 |
10,578.8 |
10,578.8 |
10,674.8 |
10,521.5 |
| S2 |
10,464.2 |
10,464.2 |
10,656.2 |
|
| S3 |
10,260.7 |
10,375.3 |
10,637.5 |
|
| S4 |
10,057.2 |
10,171.8 |
10,581.6 |
|
|
| 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 |
10,229.0 |
628.5 |
5.9% |
253.0 |
2.4% |
74% |
False |
False |
137,505 |
| 10 |
10,857.5 |
9,582.5 |
1,275.0 |
11.9% |
259.5 |
2.4% |
87% |
False |
False |
148,931 |
| 20 |
10,857.5 |
9,383.5 |
1,474.0 |
13.8% |
240.2 |
2.2% |
89% |
False |
False |
137,688 |
| 40 |
10,857.5 |
9,227.0 |
1,630.5 |
15.2% |
207.4 |
1.9% |
90% |
False |
False |
88,156 |
| 60 |
10,857.5 |
8,910.0 |
1,947.5 |
18.2% |
185.7 |
1.7% |
92% |
False |
False |
59,344 |
| 80 |
10,857.5 |
8,367.5 |
2,490.0 |
23.3% |
189.7 |
1.8% |
93% |
False |
False |
44,634 |
| 100 |
10,857.5 |
8,367.5 |
2,490.0 |
23.3% |
169.8 |
1.6% |
93% |
False |
False |
35,769 |
| 120 |
10,857.5 |
8,367.5 |
2,490.0 |
23.3% |
155.1 |
1.5% |
93% |
False |
False |
29,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,621.4 |
|
2.618 |
11,289.3 |
|
1.618 |
11,085.8 |
|
1.000 |
10,960.0 |
|
0.618 |
10,882.3 |
|
HIGH |
10,756.5 |
|
0.618 |
10,678.8 |
|
0.500 |
10,654.8 |
|
0.382 |
10,630.7 |
|
LOW |
10,553.0 |
|
0.618 |
10,427.2 |
|
1.000 |
10,349.5 |
|
1.618 |
10,223.7 |
|
2.618 |
10,020.2 |
|
4.250 |
9,688.1 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,680.6 |
10,705.3 |
| PP |
10,667.7 |
10,701.3 |
| S1 |
10,654.8 |
10,697.4 |
|