| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,295.0 |
1,294.8 |
-0.2 |
0.0% |
1,224.3 |
| High |
1,308.0 |
1,308.8 |
0.8 |
0.1% |
1,283.4 |
| Low |
1,285.7 |
1,280.0 |
-5.7 |
-0.4% |
1,218.5 |
| Close |
1,294.7 |
1,301.7 |
7.0 |
0.5% |
1,277.9 |
| Range |
22.3 |
28.8 |
6.5 |
29.1% |
64.9 |
| ATR |
22.0 |
22.5 |
0.5 |
2.2% |
0.0 |
| Volume |
22,930 |
37,509 |
14,579 |
63.6% |
110,876 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,383.2 |
1,371.3 |
1,317.5 |
|
| R3 |
1,354.4 |
1,342.5 |
1,309.6 |
|
| R2 |
1,325.6 |
1,325.6 |
1,307.0 |
|
| R1 |
1,313.7 |
1,313.7 |
1,304.3 |
1,319.7 |
| PP |
1,296.8 |
1,296.8 |
1,296.8 |
1,299.8 |
| S1 |
1,284.9 |
1,284.9 |
1,299.1 |
1,290.9 |
| S2 |
1,268.0 |
1,268.0 |
1,296.4 |
|
| S3 |
1,239.2 |
1,256.1 |
1,293.8 |
|
| S4 |
1,210.4 |
1,227.3 |
1,285.9 |
|
|
| 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 |
1,308.8 |
1,227.5 |
81.3 |
6.2% |
28.6 |
2.2% |
91% |
True |
False |
26,396 |
| 10 |
1,308.8 |
1,205.5 |
103.3 |
7.9% |
22.4 |
1.7% |
93% |
True |
False |
22,208 |
| 20 |
1,308.8 |
1,168.3 |
140.5 |
10.8% |
21.1 |
1.6% |
95% |
True |
False |
14,085 |
| 40 |
1,308.8 |
1,143.4 |
165.4 |
12.7% |
22.0 |
1.7% |
96% |
True |
False |
9,386 |
| 60 |
1,308.8 |
1,132.1 |
176.7 |
13.6% |
21.4 |
1.6% |
96% |
True |
False |
7,398 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
13.6% |
19.0 |
1.5% |
96% |
True |
False |
5,921 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
13.6% |
17.5 |
1.3% |
96% |
True |
False |
5,057 |
| 120 |
1,321.1 |
1,132.1 |
189.0 |
14.5% |
15.7 |
1.2% |
90% |
False |
False |
4,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,431.2 |
|
2.618 |
1,384.2 |
|
1.618 |
1,355.4 |
|
1.000 |
1,337.6 |
|
0.618 |
1,326.6 |
|
HIGH |
1,308.8 |
|
0.618 |
1,297.8 |
|
0.500 |
1,294.4 |
|
0.382 |
1,291.0 |
|
LOW |
1,280.0 |
|
0.618 |
1,262.2 |
|
1.000 |
1,251.2 |
|
1.618 |
1,233.4 |
|
2.618 |
1,204.6 |
|
4.250 |
1,157.6 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,299.3 |
1,298.2 |
| PP |
1,296.8 |
1,294.7 |
| S1 |
1,294.4 |
1,291.3 |
|