| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,264.1 |
1,280.7 |
16.6 |
1.3% |
1,224.3 |
| High |
1,283.4 |
1,298.1 |
14.7 |
1.1% |
1,283.4 |
| Low |
1,256.2 |
1,273.7 |
17.5 |
1.4% |
1,218.5 |
| Close |
1,277.9 |
1,295.2 |
17.3 |
1.4% |
1,277.9 |
| Range |
27.2 |
24.4 |
-2.8 |
-10.3% |
64.9 |
| ATR |
21.8 |
22.0 |
0.2 |
0.9% |
0.0 |
| Volume |
26,746 |
21,761 |
-4,985 |
-18.6% |
110,876 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,362.2 |
1,353.1 |
1,308.6 |
|
| R3 |
1,337.8 |
1,328.7 |
1,301.9 |
|
| R2 |
1,313.4 |
1,313.4 |
1,299.7 |
|
| R1 |
1,304.3 |
1,304.3 |
1,297.4 |
1,308.9 |
| PP |
1,289.0 |
1,289.0 |
1,289.0 |
1,291.3 |
| S1 |
1,279.9 |
1,279.9 |
1,293.0 |
1,284.5 |
| S2 |
1,264.6 |
1,264.6 |
1,290.7 |
|
| S3 |
1,240.2 |
1,255.5 |
1,288.5 |
|
| S4 |
1,215.8 |
1,231.1 |
1,281.8 |
|
|
| 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 |
1,298.1 |
1,225.8 |
72.3 |
5.6% |
25.5 |
2.0% |
96% |
True |
False |
22,871 |
| 10 |
1,298.1 |
1,203.4 |
94.7 |
7.3% |
20.4 |
1.6% |
97% |
True |
False |
19,186 |
| 20 |
1,298.1 |
1,168.3 |
129.8 |
10.0% |
20.5 |
1.6% |
98% |
True |
False |
11,411 |
| 40 |
1,298.1 |
1,143.4 |
154.7 |
11.9% |
21.7 |
1.7% |
98% |
True |
False |
8,011 |
| 60 |
1,298.1 |
1,132.1 |
166.0 |
12.8% |
20.9 |
1.6% |
98% |
True |
False |
6,438 |
| 80 |
1,298.1 |
1,132.1 |
166.0 |
12.8% |
18.7 |
1.4% |
98% |
True |
False |
5,201 |
| 100 |
1,298.1 |
1,132.1 |
166.0 |
12.8% |
17.1 |
1.3% |
98% |
True |
False |
4,467 |
| 120 |
1,321.1 |
1,132.1 |
189.0 |
14.6% |
15.4 |
1.2% |
86% |
False |
False |
3,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,401.8 |
|
2.618 |
1,362.0 |
|
1.618 |
1,337.6 |
|
1.000 |
1,322.5 |
|
0.618 |
1,313.2 |
|
HIGH |
1,298.1 |
|
0.618 |
1,288.8 |
|
0.500 |
1,285.9 |
|
0.382 |
1,283.0 |
|
LOW |
1,273.7 |
|
0.618 |
1,258.6 |
|
1.000 |
1,249.3 |
|
1.618 |
1,234.2 |
|
2.618 |
1,209.8 |
|
4.250 |
1,170.0 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,292.1 |
1,284.4 |
| PP |
1,289.0 |
1,273.6 |
| S1 |
1,285.9 |
1,262.8 |
|