| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
202.40 |
201.50 |
-0.90 |
-0.4% |
204.41 |
| High |
202.72 |
203.66 |
0.94 |
0.5% |
205.48 |
| Low |
200.17 |
200.94 |
0.77 |
0.4% |
198.55 |
| Close |
202.06 |
203.08 |
1.02 |
0.5% |
201.63 |
| Range |
2.55 |
2.72 |
0.17 |
6.7% |
6.93 |
| ATR |
2.90 |
2.88 |
-0.01 |
-0.4% |
0.00 |
| Volume |
130,991,000 |
122,942,594 |
-8,048,406 |
-6.1% |
940,433,530 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
210.72 |
209.62 |
204.58 |
|
| R3 |
208.00 |
206.90 |
203.83 |
|
| R2 |
205.28 |
205.28 |
203.58 |
|
| R1 |
204.18 |
204.18 |
203.33 |
204.73 |
| PP |
202.56 |
202.56 |
202.56 |
202.84 |
| S1 |
201.46 |
201.46 |
202.83 |
202.01 |
| S2 |
199.84 |
199.84 |
202.58 |
|
| S3 |
197.12 |
198.74 |
202.33 |
|
| S4 |
194.40 |
196.02 |
201.58 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
222.68 |
219.08 |
205.44 |
|
| R3 |
215.75 |
212.15 |
203.54 |
|
| R2 |
208.82 |
208.82 |
202.90 |
|
| R1 |
205.22 |
205.22 |
202.27 |
203.56 |
| PP |
201.89 |
201.89 |
201.89 |
201.05 |
| S1 |
198.29 |
198.29 |
200.99 |
196.63 |
| S2 |
194.96 |
194.96 |
200.36 |
|
| S3 |
188.03 |
191.36 |
199.72 |
|
| S4 |
181.10 |
184.43 |
197.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
203.66 |
198.55 |
5.11 |
2.5% |
2.84 |
1.4% |
89% |
True |
False |
167,083,603 |
| 10 |
206.42 |
198.55 |
7.87 |
3.9% |
2.88 |
1.4% |
58% |
False |
False |
162,549,871 |
| 20 |
208.97 |
198.55 |
10.42 |
5.1% |
2.30 |
1.1% |
43% |
False |
False |
139,002,195 |
| 40 |
212.97 |
197.86 |
15.11 |
7.4% |
2.34 |
1.2% |
35% |
False |
False |
139,442,354 |
| 60 |
212.97 |
194.49 |
18.48 |
9.1% |
2.02 |
1.0% |
46% |
False |
False |
124,199,180 |
| 80 |
212.97 |
181.92 |
31.05 |
15.3% |
2.24 |
1.1% |
68% |
False |
False |
137,682,138 |
| 100 |
212.97 |
181.92 |
31.05 |
15.3% |
2.09 |
1.0% |
68% |
False |
False |
129,154,268 |
| 120 |
212.97 |
181.92 |
31.05 |
15.3% |
1.99 |
1.0% |
68% |
False |
False |
123,371,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
215.22 |
|
2.618 |
210.78 |
|
1.618 |
208.06 |
|
1.000 |
206.38 |
|
0.618 |
205.34 |
|
HIGH |
203.66 |
|
0.618 |
202.62 |
|
0.500 |
202.30 |
|
0.382 |
201.98 |
|
LOW |
200.94 |
|
0.618 |
199.26 |
|
1.000 |
198.22 |
|
1.618 |
196.54 |
|
2.618 |
193.82 |
|
4.250 |
189.38 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
202.82 |
202.42 |
| PP |
202.56 |
201.76 |
| S1 |
202.30 |
201.11 |
|