| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
10,605.0 |
10,799.0 |
194.0 |
1.8% |
10,576.0 |
| High |
10,832.0 |
10,821.5 |
-10.5 |
-0.1% |
10,857.5 |
| Low |
10,599.0 |
10,643.5 |
44.5 |
0.4% |
10,553.0 |
| Close |
10,735.5 |
10,695.0 |
-40.5 |
-0.4% |
10,695.0 |
| Range |
233.0 |
178.0 |
-55.0 |
-23.6% |
304.5 |
| ATR |
238.9 |
234.5 |
-4.3 |
-1.8% |
0.0 |
| Volume |
120,652 |
119,275 |
-1,377 |
-1.1% |
634,611 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,254.0 |
11,152.5 |
10,792.9 |
|
| R3 |
11,076.0 |
10,974.5 |
10,744.0 |
|
| R2 |
10,898.0 |
10,898.0 |
10,727.6 |
|
| R1 |
10,796.5 |
10,796.5 |
10,711.3 |
10,758.3 |
| PP |
10,720.0 |
10,720.0 |
10,720.0 |
10,700.9 |
| S1 |
10,618.5 |
10,618.5 |
10,678.7 |
10,580.3 |
| S2 |
10,542.0 |
10,542.0 |
10,662.4 |
|
| S3 |
10,364.0 |
10,440.5 |
10,646.1 |
|
| S4 |
10,186.0 |
10,262.5 |
10,597.1 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,615.3 |
11,459.7 |
10,862.5 |
|
| R3 |
11,310.8 |
11,155.2 |
10,778.7 |
|
| R2 |
11,006.3 |
11,006.3 |
10,750.8 |
|
| R1 |
10,850.7 |
10,850.7 |
10,722.9 |
10,928.5 |
| PP |
10,701.8 |
10,701.8 |
10,701.8 |
10,740.8 |
| S1 |
10,546.2 |
10,546.2 |
10,667.1 |
10,624.0 |
| S2 |
10,397.3 |
10,397.3 |
10,639.2 |
|
| S3 |
10,092.8 |
10,241.7 |
10,611.3 |
|
| S4 |
9,788.3 |
9,937.2 |
10,527.5 |
|
|
| 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 |
10,553.0 |
304.5 |
2.8% |
226.3 |
2.1% |
47% |
False |
False |
126,922 |
| 10 |
10,857.5 |
9,944.0 |
913.5 |
8.5% |
231.5 |
2.2% |
82% |
False |
False |
130,609 |
| 20 |
10,857.5 |
9,383.5 |
1,474.0 |
13.8% |
244.5 |
2.3% |
89% |
False |
False |
143,255 |
| 40 |
10,857.5 |
9,227.0 |
1,630.5 |
15.2% |
214.1 |
2.0% |
90% |
False |
False |
94,112 |
| 60 |
10,857.5 |
9,145.5 |
1,712.0 |
16.0% |
186.2 |
1.7% |
91% |
False |
False |
63,329 |
| 80 |
10,857.5 |
8,367.5 |
2,490.0 |
23.3% |
189.5 |
1.8% |
93% |
False |
False |
47,624 |
| 100 |
10,857.5 |
8,367.5 |
2,490.0 |
23.3% |
172.0 |
1.6% |
93% |
False |
False |
38,162 |
| 120 |
10,857.5 |
8,367.5 |
2,490.0 |
23.3% |
156.5 |
1.5% |
93% |
False |
False |
31,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,578.0 |
|
2.618 |
11,287.5 |
|
1.618 |
11,109.5 |
|
1.000 |
10,999.5 |
|
0.618 |
10,931.5 |
|
HIGH |
10,821.5 |
|
0.618 |
10,753.5 |
|
0.500 |
10,732.5 |
|
0.382 |
10,711.5 |
|
LOW |
10,643.5 |
|
0.618 |
10,533.5 |
|
1.000 |
10,465.5 |
|
1.618 |
10,355.5 |
|
2.618 |
10,177.5 |
|
4.250 |
9,887.0 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,732.5 |
10,694.2 |
| PP |
10,720.0 |
10,693.3 |
| S1 |
10,707.5 |
10,692.5 |
|