| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,026.25 |
2,045.75 |
19.50 |
1.0% |
2,003.25 |
| High |
2,047.00 |
2,047.25 |
0.25 |
0.0% |
2,054.25 |
| Low |
2,018.50 |
2,005.75 |
-12.75 |
-0.6% |
1,990.50 |
| Close |
2,046.00 |
2,022.50 |
-23.50 |
-1.1% |
2,036.25 |
| Range |
28.50 |
41.50 |
13.00 |
45.6% |
63.75 |
| ATR |
29.99 |
30.82 |
0.82 |
2.7% |
0.00 |
| Volume |
2,641 |
1,245 |
-1,396 |
-52.9% |
14,121 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.75 |
2,127.50 |
2,045.25 |
|
| R3 |
2,108.25 |
2,086.00 |
2,034.00 |
|
| R2 |
2,066.75 |
2,066.75 |
2,030.00 |
|
| R1 |
2,044.50 |
2,044.50 |
2,026.25 |
2,035.00 |
| PP |
2,025.25 |
2,025.25 |
2,025.25 |
2,020.25 |
| S1 |
2,003.00 |
2,003.00 |
2,018.75 |
1,993.50 |
| S2 |
1,983.75 |
1,983.75 |
2,015.00 |
|
| S3 |
1,942.25 |
1,961.50 |
2,011.00 |
|
| S4 |
1,900.75 |
1,920.00 |
1,999.75 |
|
|
| 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 |
1,998.00 |
56.25 |
2.8% |
31.00 |
1.5% |
44% |
False |
False |
2,700 |
| 10 |
2,054.25 |
1,963.50 |
90.75 |
4.5% |
36.00 |
1.8% |
65% |
False |
False |
3,326 |
| 20 |
2,081.25 |
1,963.50 |
117.75 |
5.8% |
32.50 |
1.6% |
50% |
False |
False |
2,702 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
27.50 |
1.4% |
54% |
False |
False |
1,720 |
| 60 |
2,081.25 |
1,946.25 |
135.00 |
6.7% |
22.75 |
1.1% |
56% |
False |
False |
1,242 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.6% |
24.75 |
1.2% |
79% |
False |
False |
967 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.6% |
22.50 |
1.1% |
79% |
False |
False |
779 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.6% |
19.75 |
1.0% |
79% |
False |
False |
650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,223.50 |
|
2.618 |
2,156.00 |
|
1.618 |
2,114.50 |
|
1.000 |
2,088.75 |
|
0.618 |
2,073.00 |
|
HIGH |
2,047.25 |
|
0.618 |
2,031.50 |
|
0.500 |
2,026.50 |
|
0.382 |
2,021.50 |
|
LOW |
2,005.75 |
|
0.618 |
1,980.00 |
|
1.000 |
1,964.25 |
|
1.618 |
1,938.50 |
|
2.618 |
1,897.00 |
|
4.250 |
1,829.50 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,026.50 |
2,030.00 |
| PP |
2,025.25 |
2,027.50 |
| S1 |
2,023.75 |
2,025.00 |
|