| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,018.50 |
2,049.00 |
30.50 |
1.5% |
2,003.25 |
| High |
2,051.00 |
2,054.25 |
3.25 |
0.2% |
2,054.25 |
| Low |
2,012.00 |
2,035.50 |
23.50 |
1.2% |
1,990.50 |
| Close |
2,049.00 |
2,036.25 |
-12.75 |
-0.6% |
2,036.25 |
| Range |
39.00 |
18.75 |
-20.25 |
-51.9% |
63.75 |
| ATR |
30.98 |
30.11 |
-0.87 |
-2.8% |
0.00 |
| Volume |
2,606 |
4,559 |
1,953 |
74.9% |
14,121 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,098.25 |
2,086.00 |
2,046.50 |
|
| R3 |
2,079.50 |
2,067.25 |
2,041.50 |
|
| R2 |
2,060.75 |
2,060.75 |
2,039.75 |
|
| R1 |
2,048.50 |
2,048.50 |
2,038.00 |
2,045.25 |
| PP |
2,042.00 |
2,042.00 |
2,042.00 |
2,040.50 |
| S1 |
2,029.75 |
2,029.75 |
2,034.50 |
2,026.50 |
| S2 |
2,023.25 |
2,023.25 |
2,032.75 |
|
| S3 |
2,004.50 |
2,011.00 |
2,031.00 |
|
| S4 |
1,985.75 |
1,992.25 |
2,026.00 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.25 |
2,191.00 |
2,071.25 |
|
| R3 |
2,154.50 |
2,127.25 |
2,053.75 |
|
| R2 |
2,090.75 |
2,090.75 |
2,048.00 |
|
| R1 |
2,063.50 |
2,063.50 |
2,042.00 |
2,077.00 |
| PP |
2,027.00 |
2,027.00 |
2,027.00 |
2,033.75 |
| S1 |
1,999.75 |
1,999.75 |
2,030.50 |
2,013.50 |
| S2 |
1,963.25 |
1,963.25 |
2,024.50 |
|
| S3 |
1,899.50 |
1,936.00 |
2,018.75 |
|
| S4 |
1,835.75 |
1,872.25 |
2,001.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,054.25 |
1,963.50 |
90.75 |
4.5% |
31.00 |
1.5% |
80% |
True |
False |
4,257 |
| 10 |
2,054.75 |
1,963.50 |
91.25 |
4.5% |
35.50 |
1.7% |
80% |
False |
False |
3,428 |
| 20 |
2,081.25 |
1,963.50 |
117.75 |
5.8% |
29.50 |
1.5% |
62% |
False |
False |
2,748 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
26.00 |
1.3% |
65% |
False |
False |
1,625 |
| 60 |
2,081.25 |
1,942.00 |
139.25 |
6.8% |
22.25 |
1.1% |
68% |
False |
False |
1,179 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
24.50 |
1.2% |
84% |
False |
False |
919 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
22.00 |
1.1% |
84% |
False |
False |
741 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
19.50 |
1.0% |
84% |
False |
False |
618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,134.00 |
|
2.618 |
2,103.25 |
|
1.618 |
2,084.50 |
|
1.000 |
2,073.00 |
|
0.618 |
2,065.75 |
|
HIGH |
2,054.25 |
|
0.618 |
2,047.00 |
|
0.500 |
2,045.00 |
|
0.382 |
2,042.75 |
|
LOW |
2,035.50 |
|
0.618 |
2,024.00 |
|
1.000 |
2,016.75 |
|
1.618 |
2,005.25 |
|
2.618 |
1,986.50 |
|
4.250 |
1,955.75 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.00 |
2,033.00 |
| PP |
2,042.00 |
2,029.50 |
| S1 |
2,039.00 |
2,026.00 |
|