| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,230.8 |
1,264.1 |
33.3 |
2.7% |
1,224.3 |
| High |
1,268.0 |
1,283.4 |
15.4 |
1.2% |
1,283.4 |
| Low |
1,227.5 |
1,256.2 |
28.7 |
2.3% |
1,218.5 |
| Close |
1,265.7 |
1,277.9 |
12.2 |
1.0% |
1,277.9 |
| Range |
40.5 |
27.2 |
-13.3 |
-32.8% |
64.9 |
| ATR |
21.4 |
21.8 |
0.4 |
1.9% |
0.0 |
| Volume |
23,034 |
26,746 |
3,712 |
16.1% |
110,876 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,354.1 |
1,343.2 |
1,292.9 |
|
| R3 |
1,326.9 |
1,316.0 |
1,285.4 |
|
| R2 |
1,299.7 |
1,299.7 |
1,282.9 |
|
| R1 |
1,288.8 |
1,288.8 |
1,280.4 |
1,294.3 |
| PP |
1,272.5 |
1,272.5 |
1,272.5 |
1,275.2 |
| S1 |
1,261.6 |
1,261.6 |
1,275.4 |
1,267.1 |
| S2 |
1,245.3 |
1,245.3 |
1,272.9 |
|
| S3 |
1,218.1 |
1,234.4 |
1,270.4 |
|
| S4 |
1,190.9 |
1,207.2 |
1,262.9 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.6 |
1,431.2 |
1,313.6 |
|
| R3 |
1,389.7 |
1,366.3 |
1,295.7 |
|
| R2 |
1,324.8 |
1,324.8 |
1,289.8 |
|
| R1 |
1,301.4 |
1,301.4 |
1,283.8 |
1,313.1 |
| PP |
1,259.9 |
1,259.9 |
1,259.9 |
1,265.8 |
| S1 |
1,236.5 |
1,236.5 |
1,272.0 |
1,248.2 |
| S2 |
1,195.0 |
1,195.0 |
1,266.0 |
|
| S3 |
1,130.1 |
1,171.6 |
1,260.1 |
|
| S4 |
1,065.2 |
1,106.7 |
1,242.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,283.4 |
1,218.5 |
64.9 |
5.1% |
24.2 |
1.9% |
92% |
True |
False |
22,175 |
| 10 |
1,283.4 |
1,179.3 |
104.1 |
8.1% |
20.8 |
1.6% |
95% |
True |
False |
17,552 |
| 20 |
1,283.4 |
1,168.3 |
115.1 |
9.0% |
20.5 |
1.6% |
95% |
True |
False |
10,620 |
| 40 |
1,283.4 |
1,143.4 |
140.0 |
11.0% |
21.7 |
1.7% |
96% |
True |
False |
7,546 |
| 60 |
1,283.4 |
1,132.1 |
151.3 |
11.8% |
20.7 |
1.6% |
96% |
True |
False |
6,114 |
| 80 |
1,283.4 |
1,132.1 |
151.3 |
11.8% |
18.5 |
1.4% |
96% |
True |
False |
4,944 |
| 100 |
1,297.5 |
1,132.1 |
165.4 |
12.9% |
17.0 |
1.3% |
88% |
False |
False |
4,250 |
| 120 |
1,321.1 |
1,132.1 |
189.0 |
14.8% |
15.3 |
1.2% |
77% |
False |
False |
3,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,399.0 |
|
2.618 |
1,354.6 |
|
1.618 |
1,327.4 |
|
1.000 |
1,310.6 |
|
0.618 |
1,300.2 |
|
HIGH |
1,283.4 |
|
0.618 |
1,273.0 |
|
0.500 |
1,269.8 |
|
0.382 |
1,266.6 |
|
LOW |
1,256.2 |
|
0.618 |
1,239.4 |
|
1.000 |
1,229.0 |
|
1.618 |
1,212.2 |
|
2.618 |
1,185.0 |
|
4.250 |
1,140.6 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,275.2 |
1,270.1 |
| PP |
1,272.5 |
1,262.4 |
| S1 |
1,269.8 |
1,254.6 |
|