| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,212.2 |
1,209.6 |
-2.6 |
-0.2% |
1,187.9 |
| High |
1,217.1 |
1,224.9 |
7.8 |
0.6% |
1,224.9 |
| Low |
1,205.5 |
1,208.7 |
3.2 |
0.3% |
1,179.3 |
| Close |
1,209.3 |
1,217.0 |
7.7 |
0.6% |
1,217.0 |
| Range |
11.6 |
16.2 |
4.6 |
39.7% |
45.6 |
| ATR |
20.6 |
20.3 |
-0.3 |
-1.5% |
0.0 |
| Volume |
8,241 |
20,769 |
12,528 |
152.0% |
64,645 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.5 |
1,257.4 |
1,225.9 |
|
| R3 |
1,249.3 |
1,241.2 |
1,221.5 |
|
| R2 |
1,233.1 |
1,233.1 |
1,220.0 |
|
| R1 |
1,225.0 |
1,225.0 |
1,218.5 |
1,229.1 |
| PP |
1,216.9 |
1,216.9 |
1,216.9 |
1,218.9 |
| S1 |
1,208.8 |
1,208.8 |
1,215.5 |
1,212.9 |
| S2 |
1,200.7 |
1,200.7 |
1,214.0 |
|
| S3 |
1,184.5 |
1,192.6 |
1,212.5 |
|
| S4 |
1,168.3 |
1,176.4 |
1,208.1 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,343.9 |
1,326.0 |
1,242.1 |
|
| R3 |
1,298.3 |
1,280.4 |
1,229.5 |
|
| R2 |
1,252.7 |
1,252.7 |
1,225.4 |
|
| R1 |
1,234.8 |
1,234.8 |
1,221.2 |
1,243.8 |
| PP |
1,207.1 |
1,207.1 |
1,207.1 |
1,211.5 |
| S1 |
1,189.2 |
1,189.2 |
1,212.8 |
1,198.2 |
| S2 |
1,161.5 |
1,161.5 |
1,208.6 |
|
| S3 |
1,115.9 |
1,143.6 |
1,204.5 |
|
| S4 |
1,070.3 |
1,098.0 |
1,191.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,224.9 |
1,179.3 |
45.6 |
3.7% |
17.5 |
1.4% |
83% |
True |
False |
12,929 |
| 10 |
1,224.9 |
1,168.3 |
56.6 |
4.7% |
20.7 |
1.7% |
86% |
True |
False |
8,281 |
| 20 |
1,233.3 |
1,168.3 |
65.0 |
5.3% |
20.2 |
1.7% |
75% |
False |
False |
6,193 |
| 40 |
1,239.4 |
1,143.4 |
96.0 |
7.9% |
21.2 |
1.7% |
77% |
False |
False |
5,512 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.1% |
19.6 |
1.6% |
69% |
False |
False |
4,382 |
| 80 |
1,255.2 |
1,132.1 |
123.1 |
10.1% |
17.8 |
1.5% |
69% |
False |
False |
3,625 |
| 100 |
1,303.8 |
1,132.1 |
171.7 |
14.1% |
16.0 |
1.3% |
49% |
False |
False |
3,156 |
| 120 |
1,321.1 |
1,132.1 |
189.0 |
15.5% |
14.6 |
1.2% |
45% |
False |
False |
2,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,293.8 |
|
2.618 |
1,267.3 |
|
1.618 |
1,251.1 |
|
1.000 |
1,241.1 |
|
0.618 |
1,234.9 |
|
HIGH |
1,224.9 |
|
0.618 |
1,218.7 |
|
0.500 |
1,216.8 |
|
0.382 |
1,214.9 |
|
LOW |
1,208.7 |
|
0.618 |
1,198.7 |
|
1.000 |
1,192.5 |
|
1.618 |
1,182.5 |
|
2.618 |
1,166.3 |
|
4.250 |
1,139.9 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,216.9 |
1,216.4 |
| PP |
1,216.9 |
1,215.8 |
| S1 |
1,216.8 |
1,215.2 |
|