| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,028.50 |
2,016.25 |
-12.25 |
-0.6% |
2,037.00 |
| High |
2,041.00 |
2,044.25 |
3.25 |
0.2% |
2,054.75 |
| Low |
2,008.00 |
1,995.25 |
-12.75 |
-0.6% |
1,977.50 |
| Close |
2,015.00 |
2,008.75 |
-6.25 |
-0.3% |
2,028.00 |
| Range |
33.00 |
49.00 |
16.00 |
48.5% |
77.25 |
| ATR |
26.18 |
27.81 |
1.63 |
6.2% |
0.00 |
| Volume |
2,243 |
1,572 |
-671 |
-29.9% |
11,269 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.00 |
2,135.00 |
2,035.75 |
|
| R3 |
2,114.00 |
2,086.00 |
2,022.25 |
|
| R2 |
2,065.00 |
2,065.00 |
2,017.75 |
|
| R1 |
2,037.00 |
2,037.00 |
2,013.25 |
2,026.50 |
| PP |
2,016.00 |
2,016.00 |
2,016.00 |
2,011.00 |
| S1 |
1,988.00 |
1,988.00 |
2,004.25 |
1,977.50 |
| S2 |
1,967.00 |
1,967.00 |
1,999.75 |
|
| S3 |
1,918.00 |
1,939.00 |
1,995.25 |
|
| S4 |
1,869.00 |
1,890.00 |
1,981.75 |
|
|
| 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 |
1,989.50 |
65.25 |
3.2% |
35.50 |
1.8% |
30% |
False |
False |
2,127 |
| 10 |
2,080.75 |
1,977.50 |
103.25 |
5.1% |
32.75 |
1.6% |
30% |
False |
False |
2,029 |
| 20 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
28.75 |
1.4% |
43% |
False |
False |
1,701 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
22.25 |
1.1% |
43% |
False |
False |
998 |
| 60 |
2,081.25 |
1,845.00 |
236.25 |
11.8% |
21.50 |
1.1% |
69% |
False |
False |
727 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
22.75 |
1.1% |
74% |
False |
False |
574 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
19.75 |
1.0% |
74% |
False |
False |
463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,252.50 |
|
2.618 |
2,172.50 |
|
1.618 |
2,123.50 |
|
1.000 |
2,093.25 |
|
0.618 |
2,074.50 |
|
HIGH |
2,044.25 |
|
0.618 |
2,025.50 |
|
0.500 |
2,019.75 |
|
0.382 |
2,014.00 |
|
LOW |
1,995.25 |
|
0.618 |
1,965.00 |
|
1.000 |
1,946.25 |
|
1.618 |
1,916.00 |
|
2.618 |
1,867.00 |
|
4.250 |
1,787.00 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,019.75 |
2,025.00 |
| PP |
2,016.00 |
2,019.50 |
| S1 |
2,012.50 |
2,014.25 |
|