| 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 |
3,344.0 |
3,325.0 |
-19.0 |
-0.6% |
3,138.0 |
| High |
3,344.0 |
3,325.0 |
-19.0 |
-0.6% |
3,335.0 |
| Low |
3,277.0 |
3,238.0 |
-39.0 |
-1.2% |
3,126.0 |
| Close |
3,298.0 |
3,278.0 |
-20.0 |
-0.6% |
3,311.0 |
| Range |
67.0 |
87.0 |
20.0 |
29.9% |
209.0 |
| ATR |
74.3 |
75.2 |
0.9 |
1.2% |
0.0 |
| Volume |
3,670 |
4,201 |
531 |
14.5% |
5,724 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,541.3 |
3,496.7 |
3,325.9 |
|
| R3 |
3,454.3 |
3,409.7 |
3,301.9 |
|
| R2 |
3,367.3 |
3,367.3 |
3,294.0 |
|
| R1 |
3,322.7 |
3,322.7 |
3,286.0 |
3,301.5 |
| PP |
3,280.3 |
3,280.3 |
3,280.3 |
3,269.8 |
| S1 |
3,235.7 |
3,235.7 |
3,270.0 |
3,214.5 |
| S2 |
3,193.3 |
3,193.3 |
3,262.1 |
|
| S3 |
3,106.3 |
3,148.7 |
3,254.1 |
|
| S4 |
3,019.3 |
3,061.7 |
3,230.2 |
|
|
| 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 |
3,187.0 |
167.0 |
5.1% |
78.6 |
2.4% |
54% |
False |
False |
2,843 |
| 10 |
3,354.0 |
2,942.0 |
412.0 |
12.6% |
76.9 |
2.3% |
82% |
False |
False |
2,225 |
| 20 |
3,354.0 |
2,912.0 |
442.0 |
13.5% |
74.2 |
2.3% |
83% |
False |
False |
1,726 |
| 40 |
3,354.0 |
2,848.0 |
506.0 |
15.4% |
63.4 |
1.9% |
85% |
False |
False |
1,168 |
| 60 |
3,354.0 |
2,848.0 |
506.0 |
15.4% |
51.6 |
1.6% |
85% |
False |
False |
790 |
| 80 |
3,354.0 |
2,710.0 |
644.0 |
19.6% |
49.0 |
1.5% |
88% |
False |
False |
636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,694.8 |
|
2.618 |
3,552.8 |
|
1.618 |
3,465.8 |
|
1.000 |
3,412.0 |
|
0.618 |
3,378.8 |
|
HIGH |
3,325.0 |
|
0.618 |
3,291.8 |
|
0.500 |
3,281.5 |
|
0.382 |
3,271.2 |
|
LOW |
3,238.0 |
|
0.618 |
3,184.2 |
|
1.000 |
3,151.0 |
|
1.618 |
3,097.2 |
|
2.618 |
3,010.2 |
|
4.250 |
2,868.3 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,281.5 |
3,296.0 |
| PP |
3,280.3 |
3,290.0 |
| S1 |
3,279.2 |
3,284.0 |
|