| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,989.50 |
2,014.50 |
25.00 |
1.3% |
2,078.75 |
| High |
2,016.50 |
2,051.25 |
34.75 |
1.7% |
2,081.25 |
| Low |
1,989.50 |
2,013.50 |
24.00 |
1.2% |
2,032.50 |
| Close |
2,012.50 |
2,047.75 |
35.25 |
1.8% |
2,039.00 |
| Range |
27.00 |
37.75 |
10.75 |
39.8% |
48.75 |
| ATR |
24.23 |
25.26 |
1.04 |
4.3% |
0.00 |
| Volume |
2,691 |
1,466 |
-1,225 |
-45.5% |
7,272 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.75 |
2,137.00 |
2,068.50 |
|
| R3 |
2,113.00 |
2,099.25 |
2,058.25 |
|
| R2 |
2,075.25 |
2,075.25 |
2,054.75 |
|
| R1 |
2,061.50 |
2,061.50 |
2,051.25 |
2,068.50 |
| PP |
2,037.50 |
2,037.50 |
2,037.50 |
2,041.00 |
| S1 |
2,023.75 |
2,023.75 |
2,044.25 |
2,030.50 |
| S2 |
1,999.75 |
1,999.75 |
2,040.75 |
|
| S3 |
1,962.00 |
1,986.00 |
2,037.25 |
|
| S4 |
1,924.25 |
1,948.25 |
2,027.00 |
|
|
| 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 |
2,060.00 |
1,977.50 |
82.50 |
4.0% |
33.75 |
1.6% |
85% |
False |
False |
2,165 |
| 10 |
2,081.25 |
1,977.50 |
103.75 |
5.1% |
23.75 |
1.2% |
68% |
False |
False |
2,069 |
| 20 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
28.00 |
1.4% |
74% |
False |
False |
1,395 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
20.00 |
1.0% |
74% |
False |
False |
849 |
| 60 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
21.75 |
1.1% |
88% |
False |
False |
642 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
21.75 |
1.1% |
88% |
False |
False |
496 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
18.75 |
0.9% |
88% |
False |
False |
398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.75 |
|
2.618 |
2,150.00 |
|
1.618 |
2,112.25 |
|
1.000 |
2,089.00 |
|
0.618 |
2,074.50 |
|
HIGH |
2,051.25 |
|
0.618 |
2,036.75 |
|
0.500 |
2,032.50 |
|
0.382 |
2,028.00 |
|
LOW |
2,013.50 |
|
0.618 |
1,990.25 |
|
1.000 |
1,975.75 |
|
1.618 |
1,952.50 |
|
2.618 |
1,914.75 |
|
4.250 |
1,853.00 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,042.50 |
2,036.50 |
| PP |
2,037.50 |
2,025.50 |
| S1 |
2,032.50 |
2,014.50 |
|