| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,987.00 |
2,011.25 |
24.25 |
1.2% |
2,026.25 |
| High |
2,012.25 |
2,012.00 |
-0.25 |
0.0% |
2,047.25 |
| Low |
1,974.75 |
1,978.50 |
3.75 |
0.2% |
1,974.75 |
| Close |
2,010.75 |
1,980.75 |
-30.00 |
-1.5% |
1,980.75 |
| Range |
37.50 |
33.50 |
-4.00 |
-10.7% |
72.50 |
| ATR |
32.81 |
32.86 |
0.05 |
0.1% |
0.00 |
| Volume |
3,435 |
3,171 |
-264 |
-7.7% |
14,527 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,091.00 |
2,069.25 |
1,999.25 |
|
| R3 |
2,057.50 |
2,035.75 |
1,990.00 |
|
| R2 |
2,024.00 |
2,024.00 |
1,987.00 |
|
| R1 |
2,002.25 |
2,002.25 |
1,983.75 |
1,996.50 |
| PP |
1,990.50 |
1,990.50 |
1,990.50 |
1,987.50 |
| S1 |
1,968.75 |
1,968.75 |
1,977.75 |
1,963.00 |
| S2 |
1,957.00 |
1,957.00 |
1,974.50 |
|
| S3 |
1,923.50 |
1,935.25 |
1,971.50 |
|
| S4 |
1,890.00 |
1,901.75 |
1,962.25 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.50 |
2,172.00 |
2,020.50 |
|
| R3 |
2,146.00 |
2,099.50 |
2,000.75 |
|
| R2 |
2,073.50 |
2,073.50 |
1,994.00 |
|
| R1 |
2,027.00 |
2,027.00 |
1,987.50 |
2,014.00 |
| PP |
2,001.00 |
2,001.00 |
2,001.00 |
1,994.50 |
| S1 |
1,954.50 |
1,954.50 |
1,974.00 |
1,941.50 |
| S2 |
1,928.50 |
1,928.50 |
1,967.50 |
|
| S3 |
1,856.00 |
1,882.00 |
1,960.75 |
|
| S4 |
1,783.50 |
1,809.50 |
1,941.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,047.25 |
1,974.75 |
72.50 |
3.7% |
39.00 |
2.0% |
8% |
False |
False |
2,905 |
| 10 |
2,054.25 |
1,963.50 |
90.75 |
4.6% |
35.00 |
1.8% |
19% |
False |
False |
3,581 |
| 20 |
2,060.00 |
1,963.50 |
96.50 |
4.9% |
35.75 |
1.8% |
18% |
False |
False |
2,981 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.4% |
29.75 |
1.5% |
21% |
False |
False |
1,959 |
| 60 |
2,081.25 |
1,954.25 |
127.00 |
6.4% |
23.75 |
1.2% |
21% |
False |
False |
1,395 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.9% |
25.50 |
1.3% |
63% |
False |
False |
1,096 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.9% |
23.50 |
1.2% |
63% |
False |
False |
885 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.9% |
20.50 |
1.0% |
63% |
False |
False |
739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.50 |
|
2.618 |
2,099.75 |
|
1.618 |
2,066.25 |
|
1.000 |
2,045.50 |
|
0.618 |
2,032.75 |
|
HIGH |
2,012.00 |
|
0.618 |
1,999.25 |
|
0.500 |
1,995.25 |
|
0.382 |
1,991.25 |
|
LOW |
1,978.50 |
|
0.618 |
1,957.75 |
|
1.000 |
1,945.00 |
|
1.618 |
1,924.25 |
|
2.618 |
1,890.75 |
|
4.250 |
1,836.00 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,995.25 |
2,006.25 |
| PP |
1,990.50 |
1,997.75 |
| S1 |
1,985.50 |
1,989.25 |
|