| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,011.50 |
1,989.50 |
-22.00 |
-1.1% |
2,078.75 |
| High |
2,016.00 |
2,016.50 |
0.50 |
0.0% |
2,081.25 |
| Low |
1,977.50 |
1,989.50 |
12.00 |
0.6% |
2,032.50 |
| Close |
1,987.00 |
2,012.50 |
25.50 |
1.3% |
2,039.00 |
| Range |
38.50 |
27.00 |
-11.50 |
-29.9% |
48.75 |
| ATR |
23.82 |
24.23 |
0.41 |
1.7% |
0.00 |
| Volume |
2,388 |
2,691 |
303 |
12.7% |
7,272 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,087.25 |
2,076.75 |
2,027.25 |
|
| R3 |
2,060.25 |
2,049.75 |
2,020.00 |
|
| R2 |
2,033.25 |
2,033.25 |
2,017.50 |
|
| R1 |
2,022.75 |
2,022.75 |
2,015.00 |
2,028.00 |
| PP |
2,006.25 |
2,006.25 |
2,006.25 |
2,008.75 |
| S1 |
1,995.75 |
1,995.75 |
2,010.00 |
2,001.00 |
| S2 |
1,979.25 |
1,979.25 |
2,007.50 |
|
| S3 |
1,952.25 |
1,968.75 |
2,005.00 |
|
| S4 |
1,925.25 |
1,941.75 |
1,997.75 |
|
|
| 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 |
2,075.25 |
1,977.50 |
97.75 |
4.9% |
32.50 |
1.6% |
36% |
False |
False |
2,047 |
| 10 |
2,081.25 |
1,977.50 |
103.75 |
5.2% |
21.25 |
1.1% |
34% |
False |
False |
2,071 |
| 20 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
27.50 |
1.4% |
46% |
False |
False |
1,337 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
19.50 |
1.0% |
46% |
False |
False |
815 |
| 60 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
21.50 |
1.1% |
75% |
False |
False |
619 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
21.50 |
1.1% |
75% |
False |
False |
478 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
18.50 |
0.9% |
75% |
False |
False |
383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.25 |
|
2.618 |
2,087.25 |
|
1.618 |
2,060.25 |
|
1.000 |
2,043.50 |
|
0.618 |
2,033.25 |
|
HIGH |
2,016.50 |
|
0.618 |
2,006.25 |
|
0.500 |
2,003.00 |
|
0.382 |
1,999.75 |
|
LOW |
1,989.50 |
|
0.618 |
1,972.75 |
|
1.000 |
1,962.50 |
|
1.618 |
1,945.75 |
|
2.618 |
1,918.75 |
|
4.250 |
1,874.75 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,009.25 |
2,011.50 |
| PP |
2,006.25 |
2,010.50 |
| S1 |
2,003.00 |
2,009.50 |
|