| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,184.0 |
1,187.8 |
3.8 |
0.3% |
1,194.9 |
| High |
1,194.9 |
1,207.5 |
12.6 |
1.1% |
1,210.9 |
| Low |
1,167.3 |
1,177.8 |
10.5 |
0.9% |
1,167.3 |
| Close |
1,186.2 |
1,204.0 |
17.8 |
1.5% |
1,186.2 |
| Range |
27.6 |
29.7 |
2.1 |
7.6% |
43.6 |
| ATR |
23.0 |
23.5 |
0.5 |
2.1% |
0.0 |
| Volume |
120,678 |
149,112 |
28,434 |
23.6% |
418,826 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.5 |
1,274.5 |
1,220.3 |
|
| R3 |
1,255.8 |
1,244.8 |
1,212.2 |
|
| R2 |
1,226.1 |
1,226.1 |
1,209.4 |
|
| R1 |
1,215.1 |
1,215.1 |
1,206.7 |
1,220.6 |
| PP |
1,196.4 |
1,196.4 |
1,196.4 |
1,199.2 |
| S1 |
1,185.4 |
1,185.4 |
1,201.3 |
1,190.9 |
| S2 |
1,166.7 |
1,166.7 |
1,198.6 |
|
| S3 |
1,137.0 |
1,155.7 |
1,195.8 |
|
| S4 |
1,107.3 |
1,126.0 |
1,187.7 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.9 |
1,296.2 |
1,210.2 |
|
| R3 |
1,275.3 |
1,252.6 |
1,198.2 |
|
| R2 |
1,231.7 |
1,231.7 |
1,194.2 |
|
| R1 |
1,209.0 |
1,209.0 |
1,190.2 |
1,198.6 |
| PP |
1,188.1 |
1,188.1 |
1,188.1 |
1,182.9 |
| S1 |
1,165.4 |
1,165.4 |
1,182.2 |
1,155.0 |
| S2 |
1,144.5 |
1,144.5 |
1,178.2 |
|
| S3 |
1,100.9 |
1,121.8 |
1,174.2 |
|
| S4 |
1,057.3 |
1,078.2 |
1,162.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,210.9 |
1,167.3 |
43.6 |
3.6% |
26.2 |
2.2% |
84% |
False |
False |
113,587 |
| 10 |
1,210.9 |
1,167.3 |
43.6 |
3.6% |
21.7 |
1.8% |
84% |
False |
False |
98,976 |
| 20 |
1,238.9 |
1,167.3 |
71.6 |
5.9% |
23.0 |
1.9% |
51% |
False |
False |
129,732 |
| 40 |
1,238.9 |
1,132.0 |
106.9 |
8.9% |
23.7 |
2.0% |
67% |
False |
False |
107,210 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.3% |
20.6 |
1.7% |
58% |
False |
False |
73,675 |
| 80 |
1,256.2 |
1,132.0 |
124.2 |
10.3% |
19.0 |
1.6% |
58% |
False |
False |
55,829 |
| 100 |
1,319.4 |
1,132.0 |
187.4 |
15.6% |
17.6 |
1.5% |
38% |
False |
False |
44,967 |
| 120 |
1,325.1 |
1,132.0 |
193.1 |
16.0% |
16.6 |
1.4% |
37% |
False |
False |
37,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.7 |
|
2.618 |
1,285.3 |
|
1.618 |
1,255.6 |
|
1.000 |
1,237.2 |
|
0.618 |
1,225.9 |
|
HIGH |
1,207.5 |
|
0.618 |
1,196.2 |
|
0.500 |
1,192.7 |
|
0.382 |
1,189.1 |
|
LOW |
1,177.8 |
|
0.618 |
1,159.4 |
|
1.000 |
1,148.1 |
|
1.618 |
1,129.7 |
|
2.618 |
1,100.0 |
|
4.250 |
1,051.6 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.2 |
1,198.5 |
| PP |
1,196.4 |
1,192.9 |
| S1 |
1,192.7 |
1,187.4 |
|