| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,280.7 |
1,295.0 |
14.3 |
1.1% |
1,224.3 |
| High |
1,298.1 |
1,308.0 |
9.9 |
0.8% |
1,283.4 |
| Low |
1,273.7 |
1,285.7 |
12.0 |
0.9% |
1,218.5 |
| Close |
1,295.2 |
1,294.7 |
-0.5 |
0.0% |
1,277.9 |
| Range |
24.4 |
22.3 |
-2.1 |
-8.6% |
64.9 |
| ATR |
22.0 |
22.0 |
0.0 |
0.1% |
0.0 |
| Volume |
21,761 |
22,930 |
1,169 |
5.4% |
110,876 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,363.0 |
1,351.2 |
1,307.0 |
|
| R3 |
1,340.7 |
1,328.9 |
1,300.8 |
|
| R2 |
1,318.4 |
1,318.4 |
1,298.8 |
|
| R1 |
1,306.6 |
1,306.6 |
1,296.7 |
1,301.4 |
| PP |
1,296.1 |
1,296.1 |
1,296.1 |
1,293.5 |
| S1 |
1,284.3 |
1,284.3 |
1,292.7 |
1,279.1 |
| S2 |
1,273.8 |
1,273.8 |
1,290.6 |
|
| S3 |
1,251.5 |
1,262.0 |
1,288.6 |
|
| S4 |
1,229.2 |
1,239.7 |
1,282.4 |
|
|
| 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 |
1,308.0 |
1,225.8 |
82.2 |
6.3% |
26.8 |
2.1% |
84% |
True |
False |
23,117 |
| 10 |
1,308.0 |
1,205.5 |
102.5 |
7.9% |
20.6 |
1.6% |
87% |
True |
False |
20,885 |
| 20 |
1,308.0 |
1,168.3 |
139.7 |
10.8% |
21.3 |
1.6% |
90% |
True |
False |
12,310 |
| 40 |
1,308.0 |
1,143.4 |
164.6 |
12.7% |
21.8 |
1.7% |
92% |
True |
False |
8,509 |
| 60 |
1,308.0 |
1,132.1 |
175.9 |
13.6% |
21.0 |
1.6% |
92% |
True |
False |
6,797 |
| 80 |
1,308.0 |
1,132.1 |
175.9 |
13.6% |
18.8 |
1.5% |
92% |
True |
False |
5,478 |
| 100 |
1,308.0 |
1,132.1 |
175.9 |
13.6% |
17.3 |
1.3% |
92% |
True |
False |
4,692 |
| 120 |
1,321.1 |
1,132.1 |
189.0 |
14.6% |
15.6 |
1.2% |
86% |
False |
False |
3,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,402.8 |
|
2.618 |
1,366.4 |
|
1.618 |
1,344.1 |
|
1.000 |
1,330.3 |
|
0.618 |
1,321.8 |
|
HIGH |
1,308.0 |
|
0.618 |
1,299.5 |
|
0.500 |
1,296.9 |
|
0.382 |
1,294.2 |
|
LOW |
1,285.7 |
|
0.618 |
1,271.9 |
|
1.000 |
1,263.4 |
|
1.618 |
1,249.6 |
|
2.618 |
1,227.3 |
|
4.250 |
1,190.9 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,296.9 |
1,290.5 |
| PP |
1,296.1 |
1,286.3 |
| S1 |
1,295.4 |
1,282.1 |
|