| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,014.50 |
2,047.00 |
32.50 |
1.6% |
2,037.00 |
| High |
2,051.25 |
2,054.75 |
3.50 |
0.2% |
2,054.75 |
| Low |
2,013.50 |
2,024.00 |
10.50 |
0.5% |
1,977.50 |
| Close |
2,047.75 |
2,028.00 |
-19.75 |
-1.0% |
2,028.00 |
| Range |
37.75 |
30.75 |
-7.00 |
-18.5% |
77.25 |
| ATR |
25.26 |
25.66 |
0.39 |
1.6% |
0.00 |
| Volume |
1,466 |
2,665 |
1,199 |
81.8% |
11,269 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.75 |
2,108.75 |
2,045.00 |
|
| R3 |
2,097.00 |
2,078.00 |
2,036.50 |
|
| R2 |
2,066.25 |
2,066.25 |
2,033.75 |
|
| R1 |
2,047.25 |
2,047.25 |
2,030.75 |
2,041.50 |
| PP |
2,035.50 |
2,035.50 |
2,035.50 |
2,032.75 |
| S1 |
2,016.50 |
2,016.50 |
2,025.25 |
2,010.50 |
| S2 |
2,004.75 |
2,004.75 |
2,022.25 |
|
| S3 |
1,974.00 |
1,985.75 |
2,019.50 |
|
| S4 |
1,943.25 |
1,955.00 |
2,011.00 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,251.75 |
2,217.25 |
2,070.50 |
|
| R3 |
2,174.50 |
2,140.00 |
2,049.25 |
|
| R2 |
2,097.25 |
2,097.25 |
2,042.25 |
|
| R1 |
2,062.75 |
2,062.75 |
2,035.00 |
2,041.50 |
| PP |
2,020.00 |
2,020.00 |
2,020.00 |
2,009.50 |
| S1 |
1,985.50 |
1,985.50 |
2,021.00 |
1,964.00 |
| S2 |
1,942.75 |
1,942.75 |
2,013.75 |
|
| S3 |
1,865.50 |
1,908.25 |
2,006.75 |
|
| S4 |
1,788.25 |
1,831.00 |
1,985.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,054.75 |
1,977.50 |
77.25 |
3.8% |
34.25 |
1.7% |
65% |
True |
False |
2,253 |
| 10 |
2,081.25 |
1,977.50 |
103.75 |
5.1% |
26.25 |
1.3% |
49% |
False |
False |
1,994 |
| 20 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
28.00 |
1.4% |
58% |
False |
False |
1,524 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
20.75 |
1.0% |
58% |
False |
False |
912 |
| 60 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
21.75 |
1.1% |
81% |
False |
False |
678 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
22.00 |
1.1% |
81% |
False |
False |
529 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
19.00 |
0.9% |
81% |
False |
False |
425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,185.50 |
|
2.618 |
2,135.25 |
|
1.618 |
2,104.50 |
|
1.000 |
2,085.50 |
|
0.618 |
2,073.75 |
|
HIGH |
2,054.75 |
|
0.618 |
2,043.00 |
|
0.500 |
2,039.50 |
|
0.382 |
2,035.75 |
|
LOW |
2,024.00 |
|
0.618 |
2,005.00 |
|
1.000 |
1,993.25 |
|
1.618 |
1,974.25 |
|
2.618 |
1,943.50 |
|
4.250 |
1,893.25 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,039.50 |
2,026.00 |
| PP |
2,035.50 |
2,024.00 |
| S1 |
2,031.75 |
2,022.00 |
|