| 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 |
3,283.0 |
3,344.0 |
61.0 |
1.9% |
3,138.0 |
| High |
3,354.0 |
3,344.0 |
-10.0 |
-0.3% |
3,335.0 |
| Low |
3,282.0 |
3,277.0 |
-5.0 |
-0.2% |
3,126.0 |
| Close |
3,339.0 |
3,298.0 |
-41.0 |
-1.2% |
3,311.0 |
| Range |
72.0 |
67.0 |
-5.0 |
-6.9% |
209.0 |
| ATR |
74.9 |
74.3 |
-0.6 |
-0.8% |
0.0 |
| Volume |
4,733 |
3,670 |
-1,063 |
-22.5% |
5,724 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,507.3 |
3,469.7 |
3,334.9 |
|
| R3 |
3,440.3 |
3,402.7 |
3,316.4 |
|
| R2 |
3,373.3 |
3,373.3 |
3,310.3 |
|
| R1 |
3,335.7 |
3,335.7 |
3,304.1 |
3,321.0 |
| PP |
3,306.3 |
3,306.3 |
3,306.3 |
3,299.0 |
| S1 |
3,268.7 |
3,268.7 |
3,291.9 |
3,254.0 |
| S2 |
3,239.3 |
3,239.3 |
3,285.7 |
|
| S3 |
3,172.3 |
3,201.7 |
3,279.6 |
|
| S4 |
3,105.3 |
3,134.7 |
3,261.2 |
|
|
| 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 |
6.6% |
73.2 |
2.2% |
74% |
False |
False |
2,688 |
| 10 |
3,354.0 |
2,942.0 |
412.0 |
12.5% |
75.7 |
2.3% |
86% |
False |
False |
1,850 |
| 20 |
3,354.0 |
2,912.0 |
442.0 |
13.4% |
72.3 |
2.2% |
87% |
False |
False |
1,524 |
| 40 |
3,354.0 |
2,848.0 |
506.0 |
15.3% |
61.4 |
1.9% |
89% |
False |
False |
1,063 |
| 60 |
3,354.0 |
2,848.0 |
506.0 |
15.3% |
50.8 |
1.5% |
89% |
False |
False |
720 |
| 80 |
3,354.0 |
2,710.0 |
644.0 |
19.5% |
47.9 |
1.5% |
91% |
False |
False |
583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,628.8 |
|
2.618 |
3,519.4 |
|
1.618 |
3,452.4 |
|
1.000 |
3,411.0 |
|
0.618 |
3,385.4 |
|
HIGH |
3,344.0 |
|
0.618 |
3,318.4 |
|
0.500 |
3,310.5 |
|
0.382 |
3,302.6 |
|
LOW |
3,277.0 |
|
0.618 |
3,235.6 |
|
1.000 |
3,210.0 |
|
1.618 |
3,168.6 |
|
2.618 |
3,101.6 |
|
4.250 |
2,992.3 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,310.5 |
3,312.0 |
| PP |
3,306.3 |
3,307.3 |
| S1 |
3,302.2 |
3,302.7 |
|