| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,276.0 |
3,283.0 |
7.0 |
0.2% |
3,138.0 |
| High |
3,335.0 |
3,354.0 |
19.0 |
0.6% |
3,335.0 |
| Low |
3,270.0 |
3,282.0 |
12.0 |
0.4% |
3,126.0 |
| Close |
3,311.0 |
3,339.0 |
28.0 |
0.8% |
3,311.0 |
| Range |
65.0 |
72.0 |
7.0 |
10.8% |
209.0 |
| ATR |
75.1 |
74.9 |
-0.2 |
-0.3% |
0.0 |
| Volume |
1,292 |
4,733 |
3,441 |
266.3% |
5,724 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,541.0 |
3,512.0 |
3,378.6 |
|
| R3 |
3,469.0 |
3,440.0 |
3,358.8 |
|
| R2 |
3,397.0 |
3,397.0 |
3,352.2 |
|
| R1 |
3,368.0 |
3,368.0 |
3,345.6 |
3,382.5 |
| PP |
3,325.0 |
3,325.0 |
3,325.0 |
3,332.3 |
| S1 |
3,296.0 |
3,296.0 |
3,332.4 |
3,310.5 |
| S2 |
3,253.0 |
3,253.0 |
3,325.8 |
|
| S3 |
3,181.0 |
3,224.0 |
3,319.2 |
|
| S4 |
3,109.0 |
3,152.0 |
3,299.4 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,884.3 |
3,806.7 |
3,426.0 |
|
| R3 |
3,675.3 |
3,597.7 |
3,368.5 |
|
| R2 |
3,466.3 |
3,466.3 |
3,349.3 |
|
| R1 |
3,388.7 |
3,388.7 |
3,330.2 |
3,427.5 |
| PP |
3,257.3 |
3,257.3 |
3,257.3 |
3,276.8 |
| S1 |
3,179.7 |
3,179.7 |
3,291.8 |
3,218.5 |
| S2 |
3,048.3 |
3,048.3 |
3,272.7 |
|
| S3 |
2,839.3 |
2,970.7 |
3,253.5 |
|
| S4 |
2,630.3 |
2,761.7 |
3,196.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,354.0 |
3,137.0 |
217.0 |
6.5% |
66.0 |
2.0% |
93% |
True |
False |
2,020 |
| 10 |
3,354.0 |
2,942.0 |
412.0 |
12.3% |
76.6 |
2.3% |
96% |
True |
False |
1,501 |
| 20 |
3,354.0 |
2,912.0 |
442.0 |
13.2% |
71.1 |
2.1% |
97% |
True |
False |
1,366 |
| 40 |
3,354.0 |
2,848.0 |
506.0 |
15.2% |
60.2 |
1.8% |
97% |
True |
False |
971 |
| 60 |
3,354.0 |
2,848.0 |
506.0 |
15.2% |
50.1 |
1.5% |
97% |
True |
False |
659 |
| 80 |
3,354.0 |
2,710.0 |
644.0 |
19.3% |
47.3 |
1.4% |
98% |
True |
False |
537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,660.0 |
|
2.618 |
3,542.5 |
|
1.618 |
3,470.5 |
|
1.000 |
3,426.0 |
|
0.618 |
3,398.5 |
|
HIGH |
3,354.0 |
|
0.618 |
3,326.5 |
|
0.500 |
3,318.0 |
|
0.382 |
3,309.5 |
|
LOW |
3,282.0 |
|
0.618 |
3,237.5 |
|
1.000 |
3,210.0 |
|
1.618 |
3,165.5 |
|
2.618 |
3,093.5 |
|
4.250 |
2,976.0 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,332.0 |
3,316.2 |
| PP |
3,325.0 |
3,293.3 |
| S1 |
3,318.0 |
3,270.5 |
|