| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,294.0 |
1,281.9 |
-12.1 |
-0.9% |
1,280.7 |
| High |
1,300.2 |
1,298.6 |
-1.6 |
-0.1% |
1,308.8 |
| Low |
1,276.6 |
1,273.0 |
-3.6 |
-0.3% |
1,273.7 |
| Close |
1,280.4 |
1,292.9 |
12.5 |
1.0% |
1,293.6 |
| Range |
23.6 |
25.6 |
2.0 |
8.5% |
35.1 |
| ATR |
22.2 |
22.5 |
0.2 |
1.1% |
0.0 |
| Volume |
58,779 |
90,039 |
31,260 |
53.2% |
122,675 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,365.0 |
1,354.5 |
1,307.0 |
|
| R3 |
1,339.4 |
1,328.9 |
1,299.9 |
|
| R2 |
1,313.8 |
1,313.8 |
1,297.6 |
|
| R1 |
1,303.3 |
1,303.3 |
1,295.2 |
1,308.6 |
| PP |
1,288.2 |
1,288.2 |
1,288.2 |
1,290.8 |
| S1 |
1,277.7 |
1,277.7 |
1,290.6 |
1,283.0 |
| S2 |
1,262.6 |
1,262.6 |
1,288.2 |
|
| S3 |
1,237.0 |
1,252.1 |
1,285.9 |
|
| S4 |
1,211.4 |
1,226.5 |
1,278.8 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.3 |
1,380.6 |
1,312.9 |
|
| R3 |
1,362.2 |
1,345.5 |
1,303.3 |
|
| R2 |
1,327.1 |
1,327.1 |
1,300.0 |
|
| R1 |
1,310.4 |
1,310.4 |
1,296.8 |
1,318.8 |
| PP |
1,292.0 |
1,292.0 |
1,292.0 |
1,296.2 |
| S1 |
1,275.3 |
1,275.3 |
1,290.4 |
1,283.7 |
| S2 |
1,256.9 |
1,256.9 |
1,287.2 |
|
| S3 |
1,221.8 |
1,240.2 |
1,283.9 |
|
| S4 |
1,186.7 |
1,205.1 |
1,274.3 |
|
|
| 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 |
1,273.0 |
35.8 |
2.8% |
23.6 |
1.8% |
56% |
False |
True |
49,946 |
| 10 |
1,308.8 |
1,225.8 |
83.0 |
6.4% |
24.5 |
1.9% |
81% |
False |
False |
36,408 |
| 20 |
1,308.8 |
1,168.3 |
140.5 |
10.9% |
22.3 |
1.7% |
89% |
False |
False |
23,122 |
| 40 |
1,308.8 |
1,143.4 |
165.4 |
12.8% |
23.0 |
1.8% |
90% |
False |
False |
13,573 |
| 60 |
1,308.8 |
1,132.1 |
176.7 |
13.7% |
21.9 |
1.7% |
91% |
False |
False |
10,457 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
13.7% |
19.4 |
1.5% |
91% |
False |
False |
8,232 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
13.7% |
17.8 |
1.4% |
91% |
False |
False |
6,933 |
| 120 |
1,321.1 |
1,132.1 |
189.0 |
14.6% |
16.1 |
1.2% |
85% |
False |
False |
5,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,407.4 |
|
2.618 |
1,365.6 |
|
1.618 |
1,340.0 |
|
1.000 |
1,324.2 |
|
0.618 |
1,314.4 |
|
HIGH |
1,298.6 |
|
0.618 |
1,288.8 |
|
0.500 |
1,285.8 |
|
0.382 |
1,282.8 |
|
LOW |
1,273.0 |
|
0.618 |
1,257.2 |
|
1.000 |
1,247.4 |
|
1.618 |
1,231.6 |
|
2.618 |
1,206.0 |
|
4.250 |
1,164.2 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,290.5 |
1,291.3 |
| PP |
1,288.2 |
1,289.6 |
| S1 |
1,285.8 |
1,288.0 |
|