| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,047.75 |
2,037.00 |
-10.75 |
-0.5% |
2,078.75 |
| High |
2,060.00 |
2,041.25 |
-18.75 |
-0.9% |
2,081.25 |
| Low |
2,032.50 |
2,003.50 |
-29.00 |
-1.4% |
2,032.50 |
| Close |
2,039.00 |
2,008.50 |
-30.50 |
-1.5% |
2,039.00 |
| Range |
27.50 |
37.75 |
10.25 |
37.3% |
48.75 |
| ATR |
21.53 |
22.69 |
1.16 |
5.4% |
0.00 |
| Volume |
2,223 |
2,059 |
-164 |
-7.4% |
7,272 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.00 |
2,107.50 |
2,029.25 |
|
| R3 |
2,093.25 |
2,069.75 |
2,019.00 |
|
| R2 |
2,055.50 |
2,055.50 |
2,015.50 |
|
| R1 |
2,032.00 |
2,032.00 |
2,012.00 |
2,025.00 |
| PP |
2,017.75 |
2,017.75 |
2,017.75 |
2,014.25 |
| S1 |
1,994.25 |
1,994.25 |
2,005.00 |
1,987.00 |
| S2 |
1,980.00 |
1,980.00 |
2,001.50 |
|
| S3 |
1,942.25 |
1,956.50 |
1,998.00 |
|
| S4 |
1,904.50 |
1,918.75 |
1,987.75 |
|
|
| 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 |
2,003.50 |
77.75 |
3.9% |
24.50 |
1.2% |
6% |
False |
True |
1,866 |
| 10 |
2,081.25 |
2,003.50 |
77.75 |
3.9% |
17.50 |
0.9% |
6% |
False |
True |
1,765 |
| 20 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
25.75 |
1.3% |
43% |
False |
False |
1,105 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
18.50 |
0.9% |
43% |
False |
False |
696 |
| 60 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
22.00 |
1.1% |
74% |
False |
False |
537 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
20.75 |
1.0% |
74% |
False |
False |
415 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
18.00 |
0.9% |
74% |
False |
False |
333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.75 |
|
2.618 |
2,140.00 |
|
1.618 |
2,102.25 |
|
1.000 |
2,079.00 |
|
0.618 |
2,064.50 |
|
HIGH |
2,041.25 |
|
0.618 |
2,026.75 |
|
0.500 |
2,022.50 |
|
0.382 |
2,018.00 |
|
LOW |
2,003.50 |
|
0.618 |
1,980.25 |
|
1.000 |
1,965.75 |
|
1.618 |
1,942.50 |
|
2.618 |
1,904.75 |
|
4.250 |
1,843.00 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,022.50 |
2,039.50 |
| PP |
2,017.75 |
2,029.00 |
| S1 |
2,013.00 |
2,018.75 |
|