| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,224.3 |
1,233.9 |
9.6 |
0.8% |
1,187.9 |
| High |
1,236.6 |
1,245.2 |
8.6 |
0.7% |
1,224.9 |
| Low |
1,218.5 |
1,229.7 |
11.2 |
0.9% |
1,179.3 |
| Close |
1,233.7 |
1,235.3 |
1.6 |
0.1% |
1,217.0 |
| Range |
18.1 |
15.5 |
-2.6 |
-14.4% |
45.6 |
| ATR |
20.3 |
19.9 |
-0.3 |
-1.7% |
0.0 |
| Volume |
18,282 |
21,697 |
3,415 |
18.7% |
64,645 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.2 |
1,274.8 |
1,243.8 |
|
| R3 |
1,267.7 |
1,259.3 |
1,239.6 |
|
| R2 |
1,252.2 |
1,252.2 |
1,238.1 |
|
| R1 |
1,243.8 |
1,243.8 |
1,236.7 |
1,248.0 |
| PP |
1,236.7 |
1,236.7 |
1,236.7 |
1,238.9 |
| S1 |
1,228.3 |
1,228.3 |
1,233.9 |
1,232.5 |
| S2 |
1,221.2 |
1,221.2 |
1,232.5 |
|
| S3 |
1,205.7 |
1,212.8 |
1,231.0 |
|
| S4 |
1,190.2 |
1,197.3 |
1,226.8 |
|
|
| 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 |
1,245.2 |
1,205.5 |
39.7 |
3.2% |
14.4 |
1.2% |
75% |
True |
False |
18,653 |
| 10 |
1,245.2 |
1,168.3 |
76.9 |
6.2% |
19.9 |
1.6% |
87% |
True |
False |
11,777 |
| 20 |
1,245.2 |
1,168.3 |
76.9 |
6.2% |
20.4 |
1.7% |
87% |
True |
False |
7,972 |
| 40 |
1,245.2 |
1,143.4 |
101.8 |
8.2% |
21.4 |
1.7% |
90% |
True |
False |
6,212 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.0% |
19.6 |
1.6% |
84% |
False |
False |
4,987 |
| 80 |
1,255.2 |
1,132.1 |
123.1 |
10.0% |
17.9 |
1.4% |
84% |
False |
False |
4,092 |
| 100 |
1,297.5 |
1,132.1 |
165.4 |
13.4% |
16.3 |
1.3% |
62% |
False |
False |
3,548 |
| 120 |
1,321.1 |
1,132.1 |
189.0 |
15.3% |
14.8 |
1.2% |
55% |
False |
False |
3,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,311.1 |
|
2.618 |
1,285.8 |
|
1.618 |
1,270.3 |
|
1.000 |
1,260.7 |
|
0.618 |
1,254.8 |
|
HIGH |
1,245.2 |
|
0.618 |
1,239.3 |
|
0.500 |
1,237.5 |
|
0.382 |
1,235.6 |
|
LOW |
1,229.7 |
|
0.618 |
1,220.1 |
|
1.000 |
1,214.2 |
|
1.618 |
1,204.6 |
|
2.618 |
1,189.1 |
|
4.250 |
1,163.8 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,237.5 |
1,232.5 |
| PP |
1,236.7 |
1,229.7 |
| S1 |
1,236.0 |
1,227.0 |
|