| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,185.0 |
1,187.9 |
2.9 |
0.2% |
1,195.0 |
| High |
1,195.2 |
1,208.2 |
13.0 |
1.1% |
1,210.8 |
| Low |
1,168.3 |
1,179.3 |
11.0 |
0.9% |
1,168.3 |
| Close |
1,187.1 |
1,204.9 |
17.8 |
1.5% |
1,187.1 |
| Range |
26.9 |
28.9 |
2.0 |
7.4% |
42.5 |
| ATR |
21.8 |
22.3 |
0.5 |
2.3% |
0.0 |
| Volume |
3,704 |
5,413 |
1,709 |
46.1% |
15,435 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.2 |
1,273.4 |
1,220.8 |
|
| R3 |
1,255.3 |
1,244.5 |
1,212.8 |
|
| R2 |
1,226.4 |
1,226.4 |
1,210.2 |
|
| R1 |
1,215.6 |
1,215.6 |
1,207.5 |
1,221.0 |
| PP |
1,197.5 |
1,197.5 |
1,197.5 |
1,200.2 |
| S1 |
1,186.7 |
1,186.7 |
1,202.3 |
1,192.1 |
| S2 |
1,168.6 |
1,168.6 |
1,199.6 |
|
| S3 |
1,139.7 |
1,157.8 |
1,197.0 |
|
| S4 |
1,110.8 |
1,128.9 |
1,189.0 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.2 |
1,294.2 |
1,210.5 |
|
| R3 |
1,273.7 |
1,251.7 |
1,198.8 |
|
| R2 |
1,231.2 |
1,231.2 |
1,194.9 |
|
| R1 |
1,209.2 |
1,209.2 |
1,191.0 |
1,199.0 |
| PP |
1,188.7 |
1,188.7 |
1,188.7 |
1,183.6 |
| S1 |
1,166.7 |
1,166.7 |
1,183.2 |
1,156.5 |
| S2 |
1,146.2 |
1,146.2 |
1,179.3 |
|
| S3 |
1,103.7 |
1,124.2 |
1,175.4 |
|
| S4 |
1,061.2 |
1,081.7 |
1,163.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,210.8 |
1,168.3 |
42.5 |
3.5% |
25.0 |
2.1% |
86% |
False |
False |
4,169 |
| 10 |
1,210.8 |
1,168.3 |
42.5 |
3.5% |
20.6 |
1.7% |
86% |
False |
False |
3,637 |
| 20 |
1,239.4 |
1,168.3 |
71.1 |
5.9% |
21.9 |
1.8% |
51% |
False |
False |
3,930 |
| 40 |
1,239.4 |
1,132.1 |
107.3 |
8.9% |
22.2 |
1.8% |
68% |
False |
False |
4,393 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
19.1 |
1.6% |
59% |
False |
False |
3,510 |
| 80 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
17.6 |
1.5% |
59% |
False |
False |
2,936 |
| 100 |
1,319.3 |
1,132.1 |
187.2 |
15.5% |
15.8 |
1.3% |
39% |
False |
False |
2,601 |
| 120 |
1,324.3 |
1,132.1 |
192.2 |
16.0% |
14.3 |
1.2% |
38% |
False |
False |
2,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,331.0 |
|
2.618 |
1,283.9 |
|
1.618 |
1,255.0 |
|
1.000 |
1,237.1 |
|
0.618 |
1,226.1 |
|
HIGH |
1,208.2 |
|
0.618 |
1,197.2 |
|
0.500 |
1,193.8 |
|
0.382 |
1,190.3 |
|
LOW |
1,179.3 |
|
0.618 |
1,161.4 |
|
1.000 |
1,150.4 |
|
1.618 |
1,132.5 |
|
2.618 |
1,103.6 |
|
4.250 |
1,056.5 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,201.2 |
1,199.4 |
| PP |
1,197.5 |
1,193.8 |
| S1 |
1,193.8 |
1,188.3 |
|