| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,002.00 |
1,973.25 |
-28.75 |
-1.4% |
2,028.50 |
| High |
2,019.75 |
2,006.50 |
-13.25 |
-0.7% |
2,044.25 |
| Low |
1,971.75 |
1,963.50 |
-8.25 |
-0.4% |
1,963.50 |
| Close |
1,981.75 |
2,005.50 |
23.75 |
1.2% |
2,005.50 |
| Range |
48.00 |
43.00 |
-5.00 |
-10.4% |
80.75 |
| ATR |
29.91 |
30.85 |
0.93 |
3.1% |
0.00 |
| Volume |
4,317 |
7,168 |
2,851 |
66.0% |
17,499 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.75 |
2,106.25 |
2,029.25 |
|
| R3 |
2,077.75 |
2,063.25 |
2,017.25 |
|
| R2 |
2,034.75 |
2,034.75 |
2,013.50 |
|
| R1 |
2,020.25 |
2,020.25 |
2,009.50 |
2,027.50 |
| PP |
1,991.75 |
1,991.75 |
1,991.75 |
1,995.50 |
| S1 |
1,977.25 |
1,977.25 |
2,001.50 |
1,984.50 |
| S2 |
1,948.75 |
1,948.75 |
1,997.50 |
|
| S3 |
1,905.75 |
1,934.25 |
1,993.75 |
|
| S4 |
1,862.75 |
1,891.25 |
1,981.75 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.75 |
2,206.75 |
2,050.00 |
|
| R3 |
2,166.00 |
2,126.00 |
2,027.75 |
|
| R2 |
2,085.25 |
2,085.25 |
2,020.25 |
|
| R1 |
2,045.25 |
2,045.25 |
2,013.00 |
2,025.00 |
| PP |
2,004.50 |
2,004.50 |
2,004.50 |
1,994.25 |
| S1 |
1,964.50 |
1,964.50 |
1,998.00 |
1,944.00 |
| S2 |
1,923.75 |
1,923.75 |
1,990.75 |
|
| S3 |
1,843.00 |
1,883.75 |
1,983.25 |
|
| S4 |
1,762.25 |
1,803.00 |
1,961.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,044.25 |
1,963.50 |
80.75 |
4.0% |
42.25 |
2.1% |
52% |
False |
True |
3,499 |
| 10 |
2,054.75 |
1,963.50 |
91.25 |
4.5% |
38.25 |
1.9% |
46% |
False |
True |
2,876 |
| 20 |
2,081.25 |
1,963.50 |
117.75 |
5.9% |
28.75 |
1.4% |
36% |
False |
True |
2,285 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
24.50 |
1.2% |
40% |
False |
False |
1,309 |
| 60 |
2,081.25 |
1,906.00 |
175.25 |
8.7% |
22.00 |
1.1% |
57% |
False |
False |
951 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
24.00 |
1.2% |
72% |
False |
False |
745 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
20.75 |
1.0% |
72% |
False |
False |
599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.25 |
|
2.618 |
2,119.00 |
|
1.618 |
2,076.00 |
|
1.000 |
2,049.50 |
|
0.618 |
2,033.00 |
|
HIGH |
2,006.50 |
|
0.618 |
1,990.00 |
|
0.500 |
1,985.00 |
|
0.382 |
1,980.00 |
|
LOW |
1,963.50 |
|
0.618 |
1,937.00 |
|
1.000 |
1,920.50 |
|
1.618 |
1,894.00 |
|
2.618 |
1,851.00 |
|
4.250 |
1,780.75 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,998.75 |
2,001.00 |
| PP |
1,991.75 |
1,996.25 |
| S1 |
1,985.00 |
1,991.50 |
|