| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,284.0 |
1,259.0 |
-25.0 |
-1.9% |
1,294.0 |
| High |
1,286.6 |
1,285.4 |
-1.2 |
-0.1% |
1,300.2 |
| Low |
1,252.1 |
1,257.5 |
5.4 |
0.4% |
1,252.1 |
| Close |
1,255.9 |
1,279.2 |
23.3 |
1.9% |
1,279.2 |
| Range |
34.5 |
27.9 |
-6.6 |
-19.1% |
48.1 |
| ATR |
22.8 |
23.3 |
0.5 |
2.1% |
0.0 |
| Volume |
243,648 |
163,882 |
-79,766 |
-32.7% |
707,320 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,357.7 |
1,346.4 |
1,294.5 |
|
| R3 |
1,329.8 |
1,318.5 |
1,286.9 |
|
| R2 |
1,301.9 |
1,301.9 |
1,284.3 |
|
| R1 |
1,290.6 |
1,290.6 |
1,281.8 |
1,296.3 |
| PP |
1,274.0 |
1,274.0 |
1,274.0 |
1,276.9 |
| S1 |
1,262.7 |
1,262.7 |
1,276.6 |
1,268.4 |
| S2 |
1,246.1 |
1,246.1 |
1,274.1 |
|
| S3 |
1,218.2 |
1,234.8 |
1,271.5 |
|
| S4 |
1,190.3 |
1,206.9 |
1,263.9 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.5 |
1,398.4 |
1,305.7 |
|
| R3 |
1,373.4 |
1,350.3 |
1,292.4 |
|
| R2 |
1,325.3 |
1,325.3 |
1,288.0 |
|
| R1 |
1,302.2 |
1,302.2 |
1,283.6 |
1,289.7 |
| PP |
1,277.2 |
1,277.2 |
1,277.2 |
1,270.9 |
| S1 |
1,254.1 |
1,254.1 |
1,274.8 |
1,241.6 |
| S2 |
1,229.1 |
1,229.1 |
1,270.4 |
|
| S3 |
1,181.0 |
1,206.0 |
1,266.0 |
|
| S4 |
1,132.9 |
1,157.9 |
1,252.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,300.2 |
1,252.1 |
48.1 |
3.8% |
25.2 |
2.0% |
56% |
False |
False |
141,464 |
| 10 |
1,308.8 |
1,252.1 |
56.7 |
4.4% |
24.6 |
1.9% |
48% |
False |
False |
85,674 |
| 20 |
1,308.8 |
1,168.3 |
140.5 |
11.0% |
22.7 |
1.8% |
79% |
False |
False |
50,461 |
| 40 |
1,308.8 |
1,168.3 |
140.5 |
11.0% |
21.7 |
1.7% |
79% |
False |
False |
27,107 |
| 60 |
1,308.8 |
1,132.1 |
176.7 |
13.8% |
22.1 |
1.7% |
83% |
False |
False |
19,645 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
13.8% |
19.7 |
1.5% |
83% |
False |
False |
15,171 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
13.8% |
18.2 |
1.4% |
83% |
False |
False |
12,427 |
| 120 |
1,320.2 |
1,132.1 |
188.1 |
14.7% |
16.6 |
1.3% |
78% |
False |
False |
10,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,404.0 |
|
2.618 |
1,358.4 |
|
1.618 |
1,330.5 |
|
1.000 |
1,313.3 |
|
0.618 |
1,302.6 |
|
HIGH |
1,285.4 |
|
0.618 |
1,274.7 |
|
0.500 |
1,271.5 |
|
0.382 |
1,268.2 |
|
LOW |
1,257.5 |
|
0.618 |
1,240.3 |
|
1.000 |
1,229.6 |
|
1.618 |
1,212.4 |
|
2.618 |
1,184.5 |
|
4.250 |
1,138.9 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,276.6 |
1,277.3 |
| PP |
1,274.0 |
1,275.3 |
| S1 |
1,271.5 |
1,273.4 |
|