| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,037.00 |
2,011.50 |
-25.50 |
-1.3% |
2,078.75 |
| High |
2,041.25 |
2,016.00 |
-25.25 |
-1.2% |
2,081.25 |
| Low |
2,003.50 |
1,977.50 |
-26.00 |
-1.3% |
2,032.50 |
| Close |
2,008.50 |
1,987.00 |
-21.50 |
-1.1% |
2,039.00 |
| Range |
37.75 |
38.50 |
0.75 |
2.0% |
48.75 |
| ATR |
22.69 |
23.82 |
1.13 |
5.0% |
0.00 |
| Volume |
2,059 |
2,388 |
329 |
16.0% |
7,272 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.00 |
2,086.50 |
2,008.25 |
|
| R3 |
2,070.50 |
2,048.00 |
1,997.50 |
|
| R2 |
2,032.00 |
2,032.00 |
1,994.00 |
|
| R1 |
2,009.50 |
2,009.50 |
1,990.50 |
2,001.50 |
| PP |
1,993.50 |
1,993.50 |
1,993.50 |
1,989.50 |
| S1 |
1,971.00 |
1,971.00 |
1,983.50 |
1,963.00 |
| S2 |
1,955.00 |
1,955.00 |
1,980.00 |
|
| S3 |
1,916.50 |
1,932.50 |
1,976.50 |
|
| S4 |
1,878.00 |
1,894.00 |
1,965.75 |
|
|
| 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 |
2,080.75 |
1,977.50 |
103.25 |
5.2% |
30.00 |
1.5% |
9% |
False |
True |
1,930 |
| 10 |
2,081.25 |
1,977.50 |
103.75 |
5.2% |
19.50 |
1.0% |
9% |
False |
True |
1,897 |
| 20 |
2,081.25 |
1,954.25 |
127.00 |
6.4% |
27.25 |
1.4% |
26% |
False |
False |
1,214 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.4% |
19.00 |
1.0% |
26% |
False |
False |
752 |
| 60 |
2,081.25 |
1,806.50 |
274.75 |
13.8% |
21.75 |
1.1% |
66% |
False |
False |
575 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.8% |
21.25 |
1.1% |
66% |
False |
False |
444 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.8% |
18.25 |
0.9% |
66% |
False |
False |
357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.50 |
|
2.618 |
2,116.75 |
|
1.618 |
2,078.25 |
|
1.000 |
2,054.50 |
|
0.618 |
2,039.75 |
|
HIGH |
2,016.00 |
|
0.618 |
2,001.25 |
|
0.500 |
1,996.75 |
|
0.382 |
1,992.25 |
|
LOW |
1,977.50 |
|
0.618 |
1,953.75 |
|
1.000 |
1,939.00 |
|
1.618 |
1,915.25 |
|
2.618 |
1,876.75 |
|
4.250 |
1,814.00 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,996.75 |
2,018.75 |
| PP |
1,993.50 |
2,008.25 |
| S1 |
1,990.25 |
1,997.50 |
|