| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,016.25 |
2,009.50 |
-6.75 |
-0.3% |
2,037.00 |
| High |
2,044.25 |
2,012.25 |
-32.00 |
-1.6% |
2,054.75 |
| Low |
1,995.25 |
1,974.50 |
-20.75 |
-1.0% |
1,977.50 |
| Close |
2,008.75 |
2,000.00 |
-8.75 |
-0.4% |
2,028.00 |
| Range |
49.00 |
37.75 |
-11.25 |
-23.0% |
77.25 |
| ATR |
27.81 |
28.52 |
0.71 |
2.6% |
0.00 |
| Volume |
1,572 |
2,199 |
627 |
39.9% |
11,269 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.75 |
2,092.25 |
2,020.75 |
|
| R3 |
2,071.00 |
2,054.50 |
2,010.50 |
|
| R2 |
2,033.25 |
2,033.25 |
2,007.00 |
|
| R1 |
2,016.75 |
2,016.75 |
2,003.50 |
2,006.00 |
| PP |
1,995.50 |
1,995.50 |
1,995.50 |
1,990.25 |
| S1 |
1,979.00 |
1,979.00 |
1,996.50 |
1,968.50 |
| S2 |
1,957.75 |
1,957.75 |
1,993.00 |
|
| S3 |
1,920.00 |
1,941.25 |
1,989.50 |
|
| S4 |
1,882.25 |
1,903.50 |
1,979.25 |
|
|
| 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 |
1,974.50 |
80.25 |
4.0% |
37.75 |
1.9% |
32% |
False |
True |
2,029 |
| 10 |
2,075.25 |
1,974.50 |
100.75 |
5.0% |
35.00 |
1.8% |
25% |
False |
True |
2,038 |
| 20 |
2,081.25 |
1,954.25 |
127.00 |
6.4% |
29.00 |
1.4% |
36% |
False |
False |
1,785 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.4% |
23.00 |
1.1% |
36% |
False |
False |
1,038 |
| 60 |
2,081.25 |
1,859.00 |
222.25 |
11.1% |
21.75 |
1.1% |
63% |
False |
False |
762 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
23.00 |
1.2% |
70% |
False |
False |
602 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
20.00 |
1.0% |
70% |
False |
False |
485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,172.75 |
|
2.618 |
2,111.00 |
|
1.618 |
2,073.25 |
|
1.000 |
2,050.00 |
|
0.618 |
2,035.50 |
|
HIGH |
2,012.25 |
|
0.618 |
1,997.75 |
|
0.500 |
1,993.50 |
|
0.382 |
1,989.00 |
|
LOW |
1,974.50 |
|
0.618 |
1,951.25 |
|
1.000 |
1,936.75 |
|
1.618 |
1,913.50 |
|
2.618 |
1,875.75 |
|
4.250 |
1,814.00 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,997.75 |
2,009.50 |
| PP |
1,995.50 |
2,006.25 |
| S1 |
1,993.50 |
2,003.00 |
|