| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,973.25 |
2,003.25 |
30.00 |
1.5% |
2,028.50 |
| High |
2,006.50 |
2,018.50 |
12.00 |
0.6% |
2,044.25 |
| Low |
1,963.50 |
1,990.50 |
27.00 |
1.4% |
1,963.50 |
| Close |
2,005.50 |
2,009.25 |
3.75 |
0.2% |
2,005.50 |
| Range |
43.00 |
28.00 |
-15.00 |
-34.9% |
80.75 |
| ATR |
30.85 |
30.64 |
-0.20 |
-0.7% |
0.00 |
| Volume |
7,168 |
4,505 |
-2,663 |
-37.2% |
17,499 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.00 |
2,077.75 |
2,024.75 |
|
| R3 |
2,062.00 |
2,049.75 |
2,017.00 |
|
| R2 |
2,034.00 |
2,034.00 |
2,014.50 |
|
| R1 |
2,021.75 |
2,021.75 |
2,011.75 |
2,028.00 |
| PP |
2,006.00 |
2,006.00 |
2,006.00 |
2,009.25 |
| S1 |
1,993.75 |
1,993.75 |
2,006.75 |
2,000.00 |
| S2 |
1,978.00 |
1,978.00 |
2,004.00 |
|
| S3 |
1,950.00 |
1,965.75 |
2,001.50 |
|
| S4 |
1,922.00 |
1,937.75 |
1,993.75 |
|
|
| 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% |
41.25 |
2.0% |
57% |
False |
False |
3,952 |
| 10 |
2,054.75 |
1,963.50 |
91.25 |
4.5% |
37.25 |
1.9% |
50% |
False |
False |
3,121 |
| 20 |
2,081.25 |
1,963.50 |
117.75 |
5.9% |
27.50 |
1.4% |
39% |
False |
False |
2,443 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
25.00 |
1.2% |
43% |
False |
False |
1,419 |
| 60 |
2,081.25 |
1,910.50 |
170.75 |
8.5% |
22.00 |
1.1% |
58% |
False |
False |
1,025 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
24.00 |
1.2% |
74% |
False |
False |
800 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
21.25 |
1.1% |
74% |
False |
False |
644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,137.50 |
|
2.618 |
2,091.75 |
|
1.618 |
2,063.75 |
|
1.000 |
2,046.50 |
|
0.618 |
2,035.75 |
|
HIGH |
2,018.50 |
|
0.618 |
2,007.75 |
|
0.500 |
2,004.50 |
|
0.382 |
2,001.25 |
|
LOW |
1,990.50 |
|
0.618 |
1,973.25 |
|
1.000 |
1,962.50 |
|
1.618 |
1,945.25 |
|
2.618 |
1,917.25 |
|
4.250 |
1,871.50 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,007.75 |
2,003.50 |
| PP |
2,006.00 |
1,997.50 |
| S1 |
2,004.50 |
1,991.50 |
|