| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,325.0 |
3,245.0 |
-80.0 |
-2.4% |
3,138.0 |
| High |
3,325.0 |
3,329.0 |
4.0 |
0.1% |
3,335.0 |
| Low |
3,238.0 |
3,235.0 |
-3.0 |
-0.1% |
3,126.0 |
| Close |
3,278.0 |
3,299.0 |
21.0 |
0.6% |
3,311.0 |
| Range |
87.0 |
94.0 |
7.0 |
8.0% |
209.0 |
| ATR |
75.2 |
76.6 |
1.3 |
1.8% |
0.0 |
| Volume |
4,201 |
374 |
-3,827 |
-91.1% |
5,724 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,569.7 |
3,528.3 |
3,350.7 |
|
| R3 |
3,475.7 |
3,434.3 |
3,324.9 |
|
| R2 |
3,381.7 |
3,381.7 |
3,316.2 |
|
| R1 |
3,340.3 |
3,340.3 |
3,307.6 |
3,361.0 |
| PP |
3,287.7 |
3,287.7 |
3,287.7 |
3,298.0 |
| S1 |
3,246.3 |
3,246.3 |
3,290.4 |
3,267.0 |
| S2 |
3,193.7 |
3,193.7 |
3,281.8 |
|
| S3 |
3,099.7 |
3,152.3 |
3,273.2 |
|
| S4 |
3,005.7 |
3,058.3 |
3,247.3 |
|
|
| 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 |
3,235.0 |
119.0 |
3.6% |
77.0 |
2.3% |
54% |
False |
True |
2,854 |
| 10 |
3,354.0 |
3,057.0 |
297.0 |
9.0% |
71.5 |
2.2% |
81% |
False |
False |
2,201 |
| 20 |
3,354.0 |
2,912.0 |
442.0 |
13.4% |
77.0 |
2.3% |
88% |
False |
False |
1,740 |
| 40 |
3,354.0 |
2,848.0 |
506.0 |
15.3% |
65.3 |
2.0% |
89% |
False |
False |
1,177 |
| 60 |
3,354.0 |
2,848.0 |
506.0 |
15.3% |
52.2 |
1.6% |
89% |
False |
False |
796 |
| 80 |
3,354.0 |
2,710.0 |
644.0 |
19.5% |
49.2 |
1.5% |
91% |
False |
False |
640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,728.5 |
|
2.618 |
3,575.1 |
|
1.618 |
3,481.1 |
|
1.000 |
3,423.0 |
|
0.618 |
3,387.1 |
|
HIGH |
3,329.0 |
|
0.618 |
3,293.1 |
|
0.500 |
3,282.0 |
|
0.382 |
3,270.9 |
|
LOW |
3,235.0 |
|
0.618 |
3,176.9 |
|
1.000 |
3,141.0 |
|
1.618 |
3,082.9 |
|
2.618 |
2,988.9 |
|
4.250 |
2,835.5 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,293.3 |
3,295.8 |
| PP |
3,287.7 |
3,292.7 |
| S1 |
3,282.0 |
3,289.5 |
|