| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,232.8 |
1,230.8 |
-2.0 |
-0.2% |
1,187.9 |
| High |
1,245.5 |
1,268.0 |
22.5 |
1.8% |
1,224.9 |
| Low |
1,225.8 |
1,227.5 |
1.7 |
0.1% |
1,179.3 |
| Close |
1,235.4 |
1,265.7 |
30.3 |
2.5% |
1,217.0 |
| Range |
19.7 |
40.5 |
20.8 |
105.6% |
45.6 |
| ATR |
19.9 |
21.4 |
1.5 |
7.4% |
0.0 |
| Volume |
21,117 |
23,034 |
1,917 |
9.1% |
64,645 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.2 |
1,361.0 |
1,288.0 |
|
| R3 |
1,334.7 |
1,320.5 |
1,276.8 |
|
| R2 |
1,294.2 |
1,294.2 |
1,273.1 |
|
| R1 |
1,280.0 |
1,280.0 |
1,269.4 |
1,287.1 |
| PP |
1,253.7 |
1,253.7 |
1,253.7 |
1,257.3 |
| S1 |
1,239.5 |
1,239.5 |
1,262.0 |
1,246.6 |
| S2 |
1,213.2 |
1,213.2 |
1,258.3 |
|
| S3 |
1,172.7 |
1,199.0 |
1,254.6 |
|
| S4 |
1,132.2 |
1,158.5 |
1,243.4 |
|
|
| 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 |
1,268.0 |
1,208.7 |
59.3 |
4.7% |
22.0 |
1.7% |
96% |
True |
False |
20,979 |
| 10 |
1,268.0 |
1,168.3 |
99.7 |
7.9% |
20.8 |
1.6% |
98% |
True |
False |
15,247 |
| 20 |
1,268.0 |
1,168.3 |
99.7 |
7.9% |
20.1 |
1.6% |
98% |
True |
False |
9,937 |
| 40 |
1,268.0 |
1,143.4 |
124.6 |
9.8% |
21.6 |
1.7% |
98% |
True |
False |
7,110 |
| 60 |
1,268.0 |
1,132.1 |
135.9 |
10.7% |
20.3 |
1.6% |
98% |
True |
False |
5,689 |
| 80 |
1,268.0 |
1,132.1 |
135.9 |
10.7% |
18.4 |
1.5% |
98% |
True |
False |
4,615 |
| 100 |
1,297.5 |
1,132.1 |
165.4 |
13.1% |
16.8 |
1.3% |
81% |
False |
False |
3,983 |
| 120 |
1,321.1 |
1,132.1 |
189.0 |
14.9% |
15.1 |
1.2% |
71% |
False |
False |
3,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,440.1 |
|
2.618 |
1,374.0 |
|
1.618 |
1,333.5 |
|
1.000 |
1,308.5 |
|
0.618 |
1,293.0 |
|
HIGH |
1,268.0 |
|
0.618 |
1,252.5 |
|
0.500 |
1,247.8 |
|
0.382 |
1,243.0 |
|
LOW |
1,227.5 |
|
0.618 |
1,202.5 |
|
1.000 |
1,187.0 |
|
1.618 |
1,162.0 |
|
2.618 |
1,121.5 |
|
4.250 |
1,055.4 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,259.7 |
1,259.4 |
| PP |
1,253.7 |
1,253.2 |
| S1 |
1,247.8 |
1,246.9 |
|