| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,003.25 |
2,007.50 |
4.25 |
0.2% |
2,028.50 |
| High |
2,018.50 |
2,024.75 |
6.25 |
0.3% |
2,044.25 |
| Low |
1,990.50 |
1,998.00 |
7.50 |
0.4% |
1,963.50 |
| Close |
2,009.25 |
2,019.00 |
9.75 |
0.5% |
2,005.50 |
| Range |
28.00 |
26.75 |
-1.25 |
-4.5% |
80.75 |
| ATR |
30.64 |
30.37 |
-0.28 |
-0.9% |
0.00 |
| Volume |
4,505 |
2,451 |
-2,054 |
-45.6% |
17,499 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.25 |
2,083.25 |
2,033.75 |
|
| R3 |
2,067.50 |
2,056.50 |
2,026.25 |
|
| R2 |
2,040.75 |
2,040.75 |
2,024.00 |
|
| R1 |
2,029.75 |
2,029.75 |
2,021.50 |
2,035.25 |
| PP |
2,014.00 |
2,014.00 |
2,014.00 |
2,016.50 |
| S1 |
2,003.00 |
2,003.00 |
2,016.50 |
2,008.50 |
| S2 |
1,987.25 |
1,987.25 |
2,014.00 |
|
| S3 |
1,960.50 |
1,976.25 |
2,011.75 |
|
| S4 |
1,933.75 |
1,949.50 |
2,004.25 |
|
|
| 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 |
2,024.75 |
1,963.50 |
61.25 |
3.0% |
36.75 |
1.8% |
91% |
True |
False |
4,128 |
| 10 |
2,054.75 |
1,963.50 |
91.25 |
4.5% |
36.00 |
1.8% |
61% |
False |
False |
3,127 |
| 20 |
2,081.25 |
1,963.50 |
117.75 |
5.8% |
27.75 |
1.4% |
47% |
False |
False |
2,512 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
25.25 |
1.3% |
51% |
False |
False |
1,476 |
| 60 |
2,081.25 |
1,918.00 |
163.25 |
8.1% |
22.00 |
1.1% |
62% |
False |
False |
1,065 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.6% |
24.00 |
1.2% |
77% |
False |
False |
831 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.6% |
21.50 |
1.1% |
77% |
False |
False |
669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.50 |
|
2.618 |
2,094.75 |
|
1.618 |
2,068.00 |
|
1.000 |
2,051.50 |
|
0.618 |
2,041.25 |
|
HIGH |
2,024.75 |
|
0.618 |
2,014.50 |
|
0.500 |
2,011.50 |
|
0.382 |
2,008.25 |
|
LOW |
1,998.00 |
|
0.618 |
1,981.50 |
|
1.000 |
1,971.25 |
|
1.618 |
1,954.75 |
|
2.618 |
1,928.00 |
|
4.250 |
1,884.25 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,016.50 |
2,010.75 |
| PP |
2,014.00 |
2,002.50 |
| S1 |
2,011.50 |
1,994.00 |
|