| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
10,722.0 |
10,605.0 |
-117.0 |
-1.1% |
10,315.0 |
| High |
10,756.5 |
10,832.0 |
75.5 |
0.7% |
10,711.5 |
| Low |
10,553.0 |
10,599.0 |
46.0 |
0.4% |
10,153.0 |
| Close |
10,693.5 |
10,735.5 |
42.0 |
0.4% |
10,664.0 |
| Range |
203.5 |
233.0 |
29.5 |
14.5% |
558.5 |
| ATR |
239.3 |
238.9 |
-0.5 |
-0.2% |
0.0 |
| Volume |
119,968 |
120,652 |
684 |
0.6% |
592,649 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,421.2 |
11,311.3 |
10,863.7 |
|
| R3 |
11,188.2 |
11,078.3 |
10,799.6 |
|
| R2 |
10,955.2 |
10,955.2 |
10,778.2 |
|
| R1 |
10,845.3 |
10,845.3 |
10,756.9 |
10,900.3 |
| PP |
10,722.2 |
10,722.2 |
10,722.2 |
10,749.6 |
| S1 |
10,612.3 |
10,612.3 |
10,714.1 |
10,667.3 |
| S2 |
10,489.2 |
10,489.2 |
10,692.8 |
|
| S3 |
10,256.2 |
10,379.3 |
10,671.4 |
|
| S4 |
10,023.2 |
10,146.3 |
10,607.4 |
|
|
| 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 |
10,486.5 |
371.0 |
3.5% |
235.7 |
2.2% |
67% |
False |
False |
129,921 |
| 10 |
10,857.5 |
9,582.5 |
1,275.0 |
11.9% |
262.4 |
2.4% |
90% |
False |
False |
139,839 |
| 20 |
10,857.5 |
9,383.5 |
1,474.0 |
13.7% |
243.5 |
2.3% |
92% |
False |
False |
141,233 |
| 40 |
10,857.5 |
9,227.0 |
1,630.5 |
15.2% |
211.4 |
2.0% |
93% |
False |
False |
91,146 |
| 60 |
10,857.5 |
8,910.0 |
1,947.5 |
18.1% |
187.5 |
1.7% |
94% |
False |
False |
61,352 |
| 80 |
10,857.5 |
8,367.5 |
2,490.0 |
23.2% |
190.2 |
1.8% |
95% |
False |
False |
46,137 |
| 100 |
10,857.5 |
8,367.5 |
2,490.0 |
23.2% |
171.8 |
1.6% |
95% |
False |
False |
36,975 |
| 120 |
10,857.5 |
8,367.5 |
2,490.0 |
23.2% |
156.2 |
1.5% |
95% |
False |
False |
30,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,822.3 |
|
2.618 |
11,442.0 |
|
1.618 |
11,209.0 |
|
1.000 |
11,065.0 |
|
0.618 |
10,976.0 |
|
HIGH |
10,832.0 |
|
0.618 |
10,743.0 |
|
0.500 |
10,715.5 |
|
0.382 |
10,688.0 |
|
LOW |
10,599.0 |
|
0.618 |
10,455.0 |
|
1.000 |
10,366.0 |
|
1.618 |
10,222.0 |
|
2.618 |
9,989.0 |
|
4.250 |
9,608.8 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,728.8 |
10,721.2 |
| PP |
10,722.2 |
10,706.8 |
| S1 |
10,715.5 |
10,692.5 |
|