| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,047.00 |
2,028.50 |
-18.50 |
-0.9% |
2,037.00 |
| High |
2,054.75 |
2,041.00 |
-13.75 |
-0.7% |
2,054.75 |
| Low |
2,024.00 |
2,008.00 |
-16.00 |
-0.8% |
1,977.50 |
| Close |
2,028.00 |
2,015.00 |
-13.00 |
-0.6% |
2,028.00 |
| Range |
30.75 |
33.00 |
2.25 |
7.3% |
77.25 |
| ATR |
25.66 |
26.18 |
0.52 |
2.0% |
0.00 |
| Volume |
2,665 |
2,243 |
-422 |
-15.8% |
11,269 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.25 |
2,100.75 |
2,033.25 |
|
| R3 |
2,087.25 |
2,067.75 |
2,024.00 |
|
| R2 |
2,054.25 |
2,054.25 |
2,021.00 |
|
| R1 |
2,034.75 |
2,034.75 |
2,018.00 |
2,028.00 |
| PP |
2,021.25 |
2,021.25 |
2,021.25 |
2,018.00 |
| S1 |
2,001.75 |
2,001.75 |
2,012.00 |
1,995.00 |
| S2 |
1,988.25 |
1,988.25 |
2,009.00 |
|
| S3 |
1,955.25 |
1,968.75 |
2,006.00 |
|
| S4 |
1,922.25 |
1,935.75 |
1,996.75 |
|
|
| 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% |
33.50 |
1.7% |
49% |
False |
False |
2,290 |
| 10 |
2,081.25 |
1,977.50 |
103.75 |
5.1% |
29.00 |
1.4% |
36% |
False |
False |
2,078 |
| 20 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
28.00 |
1.4% |
48% |
False |
False |
1,627 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
21.25 |
1.1% |
48% |
False |
False |
965 |
| 60 |
2,081.25 |
1,809.50 |
271.75 |
13.5% |
21.50 |
1.1% |
76% |
False |
False |
714 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.6% |
22.25 |
1.1% |
76% |
False |
False |
557 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.6% |
19.25 |
1.0% |
76% |
False |
False |
447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,181.25 |
|
2.618 |
2,127.50 |
|
1.618 |
2,094.50 |
|
1.000 |
2,074.00 |
|
0.618 |
2,061.50 |
|
HIGH |
2,041.00 |
|
0.618 |
2,028.50 |
|
0.500 |
2,024.50 |
|
0.382 |
2,020.50 |
|
LOW |
2,008.00 |
|
0.618 |
1,987.50 |
|
1.000 |
1,975.00 |
|
1.618 |
1,954.50 |
|
2.618 |
1,921.50 |
|
4.250 |
1,867.75 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,024.50 |
2,031.50 |
| PP |
2,021.25 |
2,026.00 |
| S1 |
2,018.25 |
2,020.50 |
|