| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,070.75 |
2,047.75 |
-23.00 |
-1.1% |
2,078.75 |
| High |
2,075.25 |
2,060.00 |
-15.25 |
-0.7% |
2,081.25 |
| Low |
2,043.75 |
2,032.50 |
-11.25 |
-0.6% |
2,032.50 |
| Close |
2,045.25 |
2,039.00 |
-6.25 |
-0.3% |
2,039.00 |
| Range |
31.50 |
27.50 |
-4.00 |
-12.7% |
48.75 |
| ATR |
21.07 |
21.53 |
0.46 |
2.2% |
0.00 |
| Volume |
876 |
2,223 |
1,347 |
153.8% |
7,272 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.25 |
2,110.25 |
2,054.00 |
|
| R3 |
2,098.75 |
2,082.75 |
2,046.50 |
|
| R2 |
2,071.25 |
2,071.25 |
2,044.00 |
|
| R1 |
2,055.25 |
2,055.25 |
2,041.50 |
2,049.50 |
| PP |
2,043.75 |
2,043.75 |
2,043.75 |
2,041.00 |
| S1 |
2,027.75 |
2,027.75 |
2,036.50 |
2,022.00 |
| S2 |
2,016.25 |
2,016.25 |
2,034.00 |
|
| S3 |
1,988.75 |
2,000.25 |
2,031.50 |
|
| S4 |
1,961.25 |
1,972.75 |
2,024.00 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.25 |
2,166.75 |
2,065.75 |
|
| R3 |
2,148.50 |
2,118.00 |
2,052.50 |
|
| R2 |
2,099.75 |
2,099.75 |
2,048.00 |
|
| R1 |
2,069.25 |
2,069.25 |
2,043.50 |
2,060.00 |
| PP |
2,051.00 |
2,051.00 |
2,051.00 |
2,046.25 |
| S1 |
2,020.50 |
2,020.50 |
2,034.50 |
2,011.50 |
| S2 |
2,002.25 |
2,002.25 |
2,030.00 |
|
| S3 |
1,953.50 |
1,971.75 |
2,025.50 |
|
| S4 |
1,904.75 |
1,923.00 |
2,012.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,081.25 |
2,032.50 |
48.75 |
2.4% |
18.25 |
0.9% |
13% |
False |
True |
1,735 |
| 10 |
2,081.25 |
1,997.50 |
83.75 |
4.1% |
19.50 |
1.0% |
50% |
False |
False |
1,695 |
| 20 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
24.50 |
1.2% |
67% |
False |
False |
1,017 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
18.00 |
0.9% |
67% |
False |
False |
656 |
| 60 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
22.00 |
1.1% |
85% |
False |
False |
504 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
20.50 |
1.0% |
85% |
False |
False |
389 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
17.50 |
0.9% |
85% |
False |
False |
312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.00 |
|
2.618 |
2,132.00 |
|
1.618 |
2,104.50 |
|
1.000 |
2,087.50 |
|
0.618 |
2,077.00 |
|
HIGH |
2,060.00 |
|
0.618 |
2,049.50 |
|
0.500 |
2,046.25 |
|
0.382 |
2,043.00 |
|
LOW |
2,032.50 |
|
0.618 |
2,015.50 |
|
1.000 |
2,005.00 |
|
1.618 |
1,988.00 |
|
2.618 |
1,960.50 |
|
4.250 |
1,915.50 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.25 |
2,056.50 |
| PP |
2,043.75 |
2,050.75 |
| S1 |
2,041.50 |
2,045.00 |
|