| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,281.9 |
1,293.5 |
11.6 |
0.9% |
1,280.7 |
| High |
1,298.6 |
1,294.6 |
-4.0 |
-0.3% |
1,308.8 |
| Low |
1,273.0 |
1,280.2 |
7.2 |
0.6% |
1,273.7 |
| Close |
1,292.9 |
1,287.2 |
-5.7 |
-0.4% |
1,293.6 |
| Range |
25.6 |
14.4 |
-11.2 |
-43.8% |
35.1 |
| ATR |
22.5 |
21.9 |
-0.6 |
-2.6% |
0.0 |
| Volume |
90,039 |
150,972 |
60,933 |
67.7% |
122,675 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,330.5 |
1,323.3 |
1,295.1 |
|
| R3 |
1,316.1 |
1,308.9 |
1,291.2 |
|
| R2 |
1,301.7 |
1,301.7 |
1,289.8 |
|
| R1 |
1,294.5 |
1,294.5 |
1,288.5 |
1,290.9 |
| PP |
1,287.3 |
1,287.3 |
1,287.3 |
1,285.6 |
| S1 |
1,280.1 |
1,280.1 |
1,285.9 |
1,276.5 |
| S2 |
1,272.9 |
1,272.9 |
1,284.6 |
|
| S3 |
1,258.5 |
1,265.7 |
1,283.2 |
|
| S4 |
1,244.1 |
1,251.3 |
1,279.3 |
|
|
| 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% |
22.0 |
1.7% |
40% |
False |
False |
75,554 |
| 10 |
1,308.8 |
1,225.8 |
83.0 |
6.4% |
24.4 |
1.9% |
74% |
False |
False |
49,336 |
| 20 |
1,308.8 |
1,168.3 |
140.5 |
10.9% |
22.2 |
1.7% |
85% |
False |
False |
30,556 |
| 40 |
1,308.8 |
1,143.4 |
165.4 |
12.8% |
22.5 |
1.7% |
87% |
False |
False |
17,192 |
| 60 |
1,308.8 |
1,132.1 |
176.7 |
13.7% |
21.8 |
1.7% |
88% |
False |
False |
12,940 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
13.7% |
19.5 |
1.5% |
88% |
False |
False |
10,107 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
13.7% |
17.9 |
1.4% |
88% |
False |
False |
8,416 |
| 120 |
1,321.1 |
1,132.1 |
189.0 |
14.7% |
16.2 |
1.3% |
82% |
False |
False |
7,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,355.8 |
|
2.618 |
1,332.3 |
|
1.618 |
1,317.9 |
|
1.000 |
1,309.0 |
|
0.618 |
1,303.5 |
|
HIGH |
1,294.6 |
|
0.618 |
1,289.1 |
|
0.500 |
1,287.4 |
|
0.382 |
1,285.7 |
|
LOW |
1,280.2 |
|
0.618 |
1,271.3 |
|
1.000 |
1,265.8 |
|
1.618 |
1,256.9 |
|
2.618 |
1,242.5 |
|
4.250 |
1,219.0 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,287.4 |
1,287.0 |
| PP |
1,287.3 |
1,286.8 |
| S1 |
1,287.3 |
1,286.6 |
|