| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,223.0 |
1,233.1 |
10.1 |
0.8% |
1,187.8 |
| High |
1,236.0 |
1,244.5 |
8.5 |
0.7% |
1,224.0 |
| Low |
1,217.5 |
1,227.4 |
9.9 |
0.8% |
1,177.8 |
| Close |
1,232.8 |
1,234.4 |
1.6 |
0.1% |
1,216.1 |
| Range |
18.5 |
17.1 |
-1.4 |
-7.6% |
46.2 |
| ATR |
21.3 |
21.0 |
-0.3 |
-1.4% |
0.0 |
| Volume |
138,523 |
179,651 |
41,128 |
29.7% |
735,028 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.7 |
1,277.7 |
1,243.8 |
|
| R3 |
1,269.6 |
1,260.6 |
1,239.1 |
|
| R2 |
1,252.5 |
1,252.5 |
1,237.5 |
|
| R1 |
1,243.5 |
1,243.5 |
1,236.0 |
1,248.0 |
| PP |
1,235.4 |
1,235.4 |
1,235.4 |
1,237.7 |
| S1 |
1,226.4 |
1,226.4 |
1,232.8 |
1,230.9 |
| S2 |
1,218.3 |
1,218.3 |
1,231.3 |
|
| S3 |
1,201.2 |
1,209.3 |
1,229.7 |
|
| S4 |
1,184.1 |
1,192.2 |
1,225.0 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.6 |
1,326.5 |
1,241.5 |
|
| R3 |
1,298.4 |
1,280.3 |
1,228.8 |
|
| R2 |
1,252.2 |
1,252.2 |
1,224.6 |
|
| R1 |
1,234.1 |
1,234.1 |
1,220.3 |
1,243.2 |
| PP |
1,206.0 |
1,206.0 |
1,206.0 |
1,210.5 |
| S1 |
1,187.9 |
1,187.9 |
1,211.9 |
1,197.0 |
| S2 |
1,159.8 |
1,159.8 |
1,207.6 |
|
| S3 |
1,113.6 |
1,141.7 |
1,203.4 |
|
| S4 |
1,067.4 |
1,095.5 |
1,190.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,244.5 |
1,204.2 |
40.3 |
3.3% |
15.1 |
1.2% |
75% |
True |
False |
142,746 |
| 10 |
1,244.5 |
1,167.3 |
77.2 |
6.3% |
20.9 |
1.7% |
87% |
True |
False |
138,612 |
| 20 |
1,244.5 |
1,167.3 |
77.2 |
6.3% |
21.5 |
1.7% |
87% |
True |
False |
129,229 |
| 40 |
1,244.5 |
1,141.7 |
102.8 |
8.3% |
22.7 |
1.8% |
90% |
True |
False |
125,832 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.1% |
21.0 |
1.7% |
82% |
False |
False |
88,457 |
| 80 |
1,256.2 |
1,132.0 |
124.2 |
10.1% |
19.3 |
1.6% |
82% |
False |
False |
66,951 |
| 100 |
1,298.4 |
1,132.0 |
166.4 |
13.5% |
17.9 |
1.5% |
62% |
False |
False |
53,961 |
| 120 |
1,323.0 |
1,132.0 |
191.0 |
15.5% |
16.9 |
1.4% |
54% |
False |
False |
45,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,317.2 |
|
2.618 |
1,289.3 |
|
1.618 |
1,272.2 |
|
1.000 |
1,261.6 |
|
0.618 |
1,255.1 |
|
HIGH |
1,244.5 |
|
0.618 |
1,238.0 |
|
0.500 |
1,236.0 |
|
0.382 |
1,233.9 |
|
LOW |
1,227.4 |
|
0.618 |
1,216.8 |
|
1.000 |
1,210.3 |
|
1.618 |
1,199.7 |
|
2.618 |
1,182.6 |
|
4.250 |
1,154.7 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,236.0 |
1,231.5 |
| PP |
1,235.4 |
1,228.6 |
| S1 |
1,234.9 |
1,225.8 |
|