| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,028.00 |
1,987.00 |
-41.00 |
-2.0% |
2,003.25 |
| High |
2,037.75 |
2,012.25 |
-25.50 |
-1.3% |
2,054.25 |
| Low |
1,984.00 |
1,974.75 |
-9.25 |
-0.5% |
1,990.50 |
| Close |
1,984.00 |
2,010.75 |
26.75 |
1.3% |
2,036.25 |
| Range |
53.75 |
37.50 |
-16.25 |
-30.2% |
63.75 |
| ATR |
32.45 |
32.81 |
0.36 |
1.1% |
0.00 |
| Volume |
4,035 |
3,435 |
-600 |
-14.9% |
14,121 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.75 |
2,098.75 |
2,031.50 |
|
| R3 |
2,074.25 |
2,061.25 |
2,021.00 |
|
| R2 |
2,036.75 |
2,036.75 |
2,017.50 |
|
| R1 |
2,023.75 |
2,023.75 |
2,014.25 |
2,030.25 |
| PP |
1,999.25 |
1,999.25 |
1,999.25 |
2,002.50 |
| S1 |
1,986.25 |
1,986.25 |
2,007.25 |
1,992.75 |
| S2 |
1,961.75 |
1,961.75 |
2,004.00 |
|
| S3 |
1,924.25 |
1,948.75 |
2,000.50 |
|
| S4 |
1,886.75 |
1,911.25 |
1,990.00 |
|
|
| 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 |
1,974.75 |
79.50 |
4.0% |
36.00 |
1.8% |
45% |
False |
True |
3,183 |
| 10 |
2,054.25 |
1,963.50 |
90.75 |
4.5% |
36.50 |
1.8% |
52% |
False |
False |
3,696 |
| 20 |
2,075.25 |
1,963.50 |
111.75 |
5.6% |
35.75 |
1.8% |
42% |
False |
False |
2,867 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
29.25 |
1.5% |
44% |
False |
False |
1,887 |
| 60 |
2,081.25 |
1,954.25 |
127.00 |
6.3% |
23.25 |
1.2% |
44% |
False |
False |
1,343 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
25.25 |
1.3% |
74% |
False |
False |
1,057 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
23.00 |
1.1% |
74% |
False |
False |
854 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.7% |
20.50 |
1.0% |
74% |
False |
False |
712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.50 |
|
2.618 |
2,110.50 |
|
1.618 |
2,073.00 |
|
1.000 |
2,049.75 |
|
0.618 |
2,035.50 |
|
HIGH |
2,012.25 |
|
0.618 |
1,998.00 |
|
0.500 |
1,993.50 |
|
0.382 |
1,989.00 |
|
LOW |
1,974.75 |
|
0.618 |
1,951.50 |
|
1.000 |
1,937.25 |
|
1.618 |
1,914.00 |
|
2.618 |
1,876.50 |
|
4.250 |
1,815.50 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.00 |
2,011.00 |
| PP |
1,999.25 |
2,011.00 |
| S1 |
1,993.50 |
2,010.75 |
|