| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,049.00 |
2,026.25 |
-22.75 |
-1.1% |
2,003.25 |
| High |
2,054.25 |
2,047.00 |
-7.25 |
-0.4% |
2,054.25 |
| Low |
2,035.50 |
2,018.50 |
-17.00 |
-0.8% |
1,990.50 |
| Close |
2,036.25 |
2,046.00 |
9.75 |
0.5% |
2,036.25 |
| Range |
18.75 |
28.50 |
9.75 |
52.0% |
63.75 |
| ATR |
30.11 |
29.99 |
-0.11 |
-0.4% |
0.00 |
| Volume |
4,559 |
2,641 |
-1,918 |
-42.1% |
14,121 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,122.75 |
2,112.75 |
2,061.75 |
|
| R3 |
2,094.25 |
2,084.25 |
2,053.75 |
|
| R2 |
2,065.75 |
2,065.75 |
2,051.25 |
|
| R1 |
2,055.75 |
2,055.75 |
2,048.50 |
2,060.75 |
| PP |
2,037.25 |
2,037.25 |
2,037.25 |
2,039.50 |
| S1 |
2,027.25 |
2,027.25 |
2,043.50 |
2,032.25 |
| S2 |
2,008.75 |
2,008.75 |
2,040.75 |
|
| S3 |
1,980.25 |
1,998.75 |
2,038.25 |
|
| S4 |
1,951.75 |
1,970.25 |
2,030.25 |
|
|
| 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 |
1,990.50 |
63.75 |
3.1% |
28.25 |
1.4% |
87% |
False |
False |
3,352 |
| 10 |
2,054.25 |
1,963.50 |
90.75 |
4.4% |
35.25 |
1.7% |
91% |
False |
False |
3,426 |
| 20 |
2,081.25 |
1,963.50 |
117.75 |
5.8% |
30.75 |
1.5% |
70% |
False |
False |
2,710 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
26.75 |
1.3% |
72% |
False |
False |
1,690 |
| 60 |
2,081.25 |
1,946.25 |
135.00 |
6.6% |
22.25 |
1.1% |
74% |
False |
False |
1,223 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
24.75 |
1.2% |
87% |
False |
False |
951 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
22.25 |
1.1% |
87% |
False |
False |
767 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
19.75 |
1.0% |
87% |
False |
False |
640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.00 |
|
2.618 |
2,121.50 |
|
1.618 |
2,093.00 |
|
1.000 |
2,075.50 |
|
0.618 |
2,064.50 |
|
HIGH |
2,047.00 |
|
0.618 |
2,036.00 |
|
0.500 |
2,032.75 |
|
0.382 |
2,029.50 |
|
LOW |
2,018.50 |
|
0.618 |
2,001.00 |
|
1.000 |
1,990.00 |
|
1.618 |
1,972.50 |
|
2.618 |
1,944.00 |
|
4.250 |
1,897.50 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.50 |
2,041.75 |
| PP |
2,037.25 |
2,037.50 |
| S1 |
2,032.75 |
2,033.00 |
|