| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,987.66 |
17,823.07 |
-164.59 |
-0.9% |
18,046.58 |
| High |
18,043.22 |
17,951.78 |
-91.44 |
-0.5% |
18,073.04 |
| Low |
17,820.88 |
17,731.30 |
-89.58 |
-0.5% |
17,731.30 |
| Close |
17,823.07 |
17,832.99 |
9.92 |
0.1% |
17,832.99 |
| Range |
222.34 |
220.48 |
-1.86 |
-0.8% |
341.74 |
| ATR |
162.95 |
167.06 |
4.11 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,500.13 |
18,387.04 |
17,954.25 |
|
| R3 |
18,279.65 |
18,166.56 |
17,893.62 |
|
| R2 |
18,059.17 |
18,059.17 |
17,873.41 |
|
| R1 |
17,946.08 |
17,946.08 |
17,853.20 |
18,002.63 |
| PP |
17,838.69 |
17,838.69 |
17,838.69 |
17,866.96 |
| S1 |
17,725.60 |
17,725.60 |
17,812.78 |
17,782.15 |
| S2 |
17,618.21 |
17,618.21 |
17,792.57 |
|
| S3 |
17,397.73 |
17,505.12 |
17,772.36 |
|
| S4 |
17,177.25 |
17,284.64 |
17,711.73 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,904.33 |
18,710.40 |
18,020.95 |
|
| R3 |
18,562.59 |
18,368.66 |
17,926.97 |
|
| R2 |
18,220.85 |
18,220.85 |
17,895.64 |
|
| R1 |
18,026.92 |
18,026.92 |
17,864.32 |
17,953.02 |
| PP |
17,879.11 |
17,879.11 |
17,879.11 |
17,842.16 |
| S1 |
17,685.18 |
17,685.18 |
17,801.66 |
17,611.28 |
| S2 |
17,537.37 |
17,537.37 |
17,770.34 |
|
| S3 |
17,195.63 |
17,343.44 |
17,739.01 |
|
| S4 |
16,853.89 |
17,001.70 |
17,645.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,103.45 |
17,731.30 |
372.15 |
2.1% |
126.95 |
0.7% |
27% |
False |
True |
|
| 10 |
18,103.45 |
17,367.85 |
735.60 |
4.1% |
148.08 |
0.8% |
63% |
False |
False |
|
| 20 |
18,103.45 |
17,067.59 |
1,035.86 |
5.8% |
192.89 |
1.1% |
74% |
False |
False |
|
| 40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.8% |
140.82 |
0.8% |
74% |
False |
False |
|
| 60 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
170.09 |
1.0% |
88% |
False |
False |
|
| 80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
167.66 |
0.9% |
88% |
False |
False |
|
| 100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
154.23 |
0.9% |
88% |
False |
False |
|
| 120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
151.82 |
0.9% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,888.82 |
|
2.618 |
18,529.00 |
|
1.618 |
18,308.52 |
|
1.000 |
18,172.26 |
|
0.618 |
18,088.04 |
|
HIGH |
17,951.78 |
|
0.618 |
17,867.56 |
|
0.500 |
17,841.54 |
|
0.382 |
17,815.52 |
|
LOW |
17,731.30 |
|
0.618 |
17,595.04 |
|
1.000 |
17,510.82 |
|
1.618 |
17,374.56 |
|
2.618 |
17,154.08 |
|
4.250 |
16,794.26 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,841.54 |
17,887.26 |
| PP |
17,838.69 |
17,869.17 |
| S1 |
17,835.84 |
17,851.08 |
|